[R] R + Hull-White model using nonlinear least squares

[king123]

Hi guys 
I have data that contains the variances vt of the yields of 1, 2, 3, 4,
5,10, 20 year bonds. Assuming the Hull-White model for the yield of a t-year
zero-coupon bond, I have to estimate the σ of the Hull-White model using
nonlinear least squares and give a 95% confidence interval for each
parameter. Please can you guys tell how to find out σ using R. Any
suggestion regarding what functions to use etc would be very helpful.

Thanks
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