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:	0.1.2
Depends:	R (≥ 3.5.0)
Imports:	dplyr, magrittr, Matrix, Rcpp (≥ 0.12.18), rlang, stats
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	testthat (≥ 3.0.0), knitr, plotly, rmarkdown, tidyverse
Published:	2022-06-28
Author:	Bonsoo Koo [aut], Nathaniel Tomasetti [aut], Kai-Yang Goh [aut], Yangzhuoran Fin Yang [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_0.1.2.tar.gz
Windows binaries:	r-prerel: ycevo_0.1.2.zip, r-release: ycevo_0.1.2.zip, r-oldrel: ycevo_0.1.2.zip
macOS binaries:	r-prerel (arm64): ycevo_0.1.2.tgz, r-release (arm64): ycevo_0.1.2.tgz, r-oldrel (arm64): ycevo_0.1.2.tgz, r-prerel (x86_64): ycevo_0.1.2.tgz, r-release (x86_64): ycevo_0.1.2.tgz
Old sources:	ycevo archive

Linking:

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