ycevo: Nonparametric Estimation of the Yield Curve Evolution

Nonparametric estimation of the discount rate and yield curve. Koo, B., La Vecchia, D., & Linton, O. B. (2021) <doi:10.1016/j.jeconom.2020.04.014> describe the application with the Center for Research in Security Prices (CRSP) Bond Data and document the methods of this package.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: dplyr, magrittr, Matrix, Rcpp (≥ 0.12.18), rlang, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0), akima, knitr, plotly, rmarkdown, tidyverse
Published: 2022-05-13
Author: Bonsoo Koo [aut], Nathaniel Tomasetti [aut], Kai-Yang Goh [aut], Yangzhuoran Fin Yang ORCID iD [aut, cre]
Maintainer: Yangzhuoran Fin Yang <yangyangzhuoran at gmail.com>
BugReports: https://github.com/bonsook/ycevo/issues
License: GPL-3
URL: https://github.com/bonsook/ycevo
NeedsCompilation: yes
Language: en-AU
Materials: README NEWS
CRAN checks: ycevo results

Documentation:

Reference manual: ycevo.pdf

Downloads:

Package source: ycevo_0.1.0.tar.gz
Windows binaries: r-devel: ycevo_0.1.0.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): ycevo_0.1.0.tgz, r-oldrel (arm64): ycevo_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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