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ycevo  

Nonparametric Estimation of the Yield Curve Evolution
View on CRAN: Click here


Download and install ycevo package within the R console
Install from CRAN:
install.packages("ycevo")

Install from Github:
library("remotes")
install_github("cran/ycevo")

Install by package version:
library("remotes")
install_version("ycevo", "0.2.1")



Attach the package and use:
library("ycevo")
Maintained by
Yangzhuoran Fin Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-05-13
Latest Update: 2022-06-28
Description:
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.
How to cite:
Yangzhuoran Fin Yang (2022). ycevo: Nonparametric Estimation of the Yield Curve Evolution. R package version 0.2.1, https://cran.r-project.org/web/packages/ycevo. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2022-05-13 11:10), 0.1.1 (2022-06-16 08:20), 0.1.2 (2022-06-28 10:20), 0.2.0 (2024-05-01 08:50)
Other packages that cited ycevo R package
View ycevo citation profile
Other R packages that ycevo depends, imports, suggests or enhances
Complete documentation for ycevo
Functions, R codes and Examples using the ycevo R package
Some associated functions: USbonds . generate_yield . ycevo-package . ycevo . 
Some associated R codes: RcppExports.R . data.R . estimation.R . preparation.R . util.R . ycevo-package.R . ycevo.R .  Full ycevo package functions and examples
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Maintainer: Qi Qin (view profile)

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