{
  "_id": "6a487141e06c18f0a653bdd4",
  "Package": "ycevo",
  "Type": "Package",
  "Title": "Nonparametric Estimation of the Yield Curve Evolution",
  "Version": "0.2.1.9000",
  "Authors@R": "c(person(given = \"Bonsoo\",\nfamily = \"Koo\",\nrole = c(\"aut\"),\nemail = \"Bonsoo.Koo@monash.edu\"),\nperson(given = \"Nathaniel\",\nfamily = \"Tomasetti\",\nrole = \"ctb\"),\nperson(given = \"Kai-Yang\",\nfamily = \"Goh\",\nrole = \"ctb\"),\nperson(given = \"Yangzhuoran Fin\",\nfamily = \"Yang\",\nrole = c(\"aut\", \"cre\"),\nemail = \"yangyangzhuoran@gmail.com\",\ncomment = c(ORCID = \"0000-0002-1232-8017\")))",
  "Maintainer": "Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com>",
  "Description": "Nonparametric estimation of discount functions and yield\ncurves from transaction data of coupon paying bonds. Koo, B.,\nLa Vecchia, D., & Linton, O. B. (2021)\n<doi:10.1016/j.jeconom.2020.04.014> describe an application of\nthis package using the Center for Research in Security Prices\n(CRSP) Bond Data and document its implementation.",
  "URL": "https://github.com/bonsook/ycevo",
  "BugReports": "https://github.com/bonsook/ycevo/issues",
  "License": "GPL-3",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.3.2",
  "Language": "en-AU",
  "Config/testthat/edition": "3",
  "Config/pak/sysreqs": "libicu-dev",
  "Repository": "https://bonsook.r-universe.dev",
  "Date/Publication": "2025-08-04 15:32:02 UTC",
  "RemoteUrl": "https://github.com/bonsook/ycevo",
  "RemoteRef": "HEAD",
  "RemoteSha": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-07-04 02:28:19 UTC",
    "User": "root"
  },
  "Author": "Bonsoo Koo [aut],\nNathaniel Tomasetti [ctb],\nKai-Yang Goh [ctb],\nYangzhuoran Fin Yang [aut, cre] (ORCID:\n<https://orcid.org/0000-0002-1232-8017>)",
  "_user": "bonsook",
  "_type": "src",
  "_file": "ycevo_0.2.1.9000.tar.gz",
  "_fileid": "https://r2.ropensci.org/5689e0f69ea66c67571ce46b658af1918a69ef3af278e4b31e738d1658f99f73",
  "_filesize": 338552,
  "_sha256": "5689e0f69ea66c67571ce46b658af1918a69ef3af278e4b31e738d1658f99f73",
  "_expires": "2026-10-12T02:34:40.000Z",
  "_created": "2026-07-04T02:28:19.000Z",
  "_published": "2026-07-04T02:34:41.909Z",
  "_jobs": [
    {
      "job": 85095328727,
      "time": 197,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8077493911"
    },
    {
      "job": 85095328717,
      "time": 216,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8077495793"
    },
    {
      "job": 85095328728,
      "time": 254,
      "config": "linux-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077499995"
    },
    {
      "job": 85095328726,
      "time": 213,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077495393"
    },
    {
      "job": 85095328735,
      "time": 157,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8077489718"
    },
    {
      "job": 85095328736,
      "time": 238,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8077499177"
    },
    {
      "job": 85095328733,
      "time": 142,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077488710"
    },
    {
      "job": 85095328724,
      "time": 320,
      "config": "macos-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077507449"
    },
    {
      "job": 85095096063,
      "time": 233,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077472596"
    },
    {
      "job": 85095328705,
      "time": 171,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "8077490752"
    },
    {
      "job": 85095328708,
      "time": 168,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8077490279"
    },
    {
      "job": 85095328710,
      "time": 174,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8077491153"
    },
    {
      "job": 85095328723,
      "time": 182,
      "config": "windows-release",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8077491917"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235",
  "_status": "success",
  "_upstream": "https://github.com/bonsook/ycevo",
  "_commit": {
    "id": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
    "author": "Fin Yang <yangyangzhuoran@gmail.com>",
    "committer": "Fin Yang <yangyangzhuoran@gmail.com>",
    "message": "Add plot.ycevo\n",
    "time": 1754321522
  },
  "_maintainer": {
    "name": "Yangzhuoran Fin Yang",
    "email": "yangyangzhuoran@gmail.com",
    "login": "finyang",
    "description": "Assistant Professor in statistical learning at Maastricht University, Netherlands",
    "uuid": 32216334,
    "orcid": "0000-0002-1232-8017"
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5.0",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "dplyr",
      "version": ">= 1.0.0",
      "role": "Imports"
    },
    {
      "package": "future.apply",
      "role": "Imports"
    },
    {
      "package": "generics",
      "role": "Imports"
    },
    {
      "package": "ggplot2",
      "role": "Imports"
    },
    {
      "package": "graphics",
      "role": "Imports"
    },
    {
      "package": "lubridate",
      "role": "Imports"
    },
    {
      "package": "Matrix",
      "role": "Imports"
    },
    {
      "package": "progressr",
      "role": "Imports"
    },
    {
      "package": "Rcpp",
      "version": ">= 0.12.18",
      "role": "Imports"
    },
    {
      "package": "rlang",
      "role": "Imports"
    },
    {
      "package": "scales",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "tibble",
      "role": "Imports"
    },
    {
      "package": "tidyr",
      "role": "Imports"
    },
    {
      "package": "tidyselect",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "plotly",
      "role": "Suggests"
    }
  ],
  "_owner": "bonsook",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-31",
      "n": 3
    },
    {
      "week": "2025-32",
      "n": 3
    }
  ],
  "_tags": [],
  "_stars": 7,
  "_contributors": [
    {
      "user": "finyang",
      "count": 202,
      "uuid": 32216334
    },
    {
      "user": "bonsook",
      "count": 3,
      "uuid": 10456926
    }
  ],
  "_userbio": {
    "uuid": 10456926,
    "type": "user",
    "name": "Bonsoo Koo",
    "followers": 7
  },
  "_downloads": {
    "count": 325,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/ycevo"
  },
  "_devurl": "https://github.com/bonsook/ycevo",
  "_searchresults": 4,
  "_topics": [
    "cpp",
    "openmp"
  ],
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "extra/ycevo.html",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/bonsook/ycevo",
  "_realowner": "bonsook",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2022-05-13"
    },
    {
      "version": "0.1.1",
      "date": "2022-06-16"
    },
    {
      "version": "0.1.2",
      "date": "2022-06-28"
    },
    {
      "version": "0.2.0",
      "date": "2024-05-01"
    },
    {
      "version": "0.2.1",
      "date": "2024-06-05"
    },
    {
      "version": "0.3.0",
      "date": "2025-08-19"
    }
  ],
  "_exports": [
    "augment",
    "autoplot",
    "estimate_yield",
    "generate_yield",
    "get_yield_at",
    "get_yield_at_vec",
    "vis_kernel",
    "ycevo",
    "ycevo_data"
  ],
  "_help": [
    {
      "page": "ycevo-package",
      "title": "Nonparametric Estimation of the Yield Curve Evolution",
      "topics": [
        "ycevo-package"
      ]
    },
    {
      "page": "augment.ycevo",
      "title": "Augment data with predicted discount functions and yield curves",
      "topics": [
        "augment.ycevo"
      ]
    },
    {
      "page": "autoplot.ycevo",
      "title": "Plot the estimated discount functions and yield curves with ggplot2 or plotly",
      "topics": [
        "autoplot.ycevo"
      ]
    },
    {
      "page": "generate_yield",
      "title": "Generate a yield curve with cubic time evolution",
      "topics": [
        "generate_yield",
        "get_yield_at",
        "get_yield_at_vec"
      ]
    },
    {
      "page": "plot.ycevo",
      "title": "Plot the estimated discount functions and yield curves",
      "topics": [
        "plot.ycevo"
      ]
    },
    {
      "page": "predict.ycevo",
      "title": "Return predicted discount functions or yield curves",
      "topics": [
        "predict.ycevo"
      ]
    },
    {
      "page": "vis_kernel",
      "title": "Visualise kernel weights",
      "topics": [
        "vis_kernel"
      ]
    },
    {
      "page": "ycevo",
      "title": "Estimate yield function",
      "topics": [
        "estimate_yield",
        "ycevo"
      ]
    },
    {
      "page": "ycevo_data",
      "title": "Simulate bond data",
      "topics": [
        "ycevo_data"
      ]
    }
  ],
  "_readme": "https://github.com/bonsook/ycevo/raw/HEAD/README.md",
  "_rundeps": [
    "cli",
    "codetools",
    "cpp11",
    "digest",
    "dplyr",
    "farver",
    "future",
    "future.apply",
    "generics",
    "ggplot2",
    "globals",
    "glue",
    "gtable",
    "isoband",
    "labeling",
    "lattice",
    "lifecycle",
    "listenv",
    "lubridate",
    "magrittr",
    "Matrix",
    "parallelly",
    "pillar",
    "pkgconfig",
    "progressr",
    "purrr",
    "R6",
    "RColorBrewer",
    "Rcpp",
    "RcppArmadillo",
    "rlang",
    "S7",
    "scales",
    "stringi",
    "stringr",
    "tibble",
    "tidyr",
    "tidyselect",
    "timechange",
    "utf8",
    "vctrs",
    "viridisLite",
    "withr"
  ],
  "_sysdeps": [
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    },
    {
      "shlib": "libgomp",
      "package": "libgomp1",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
    }
  ],
  "_score": 3.845098040014257,
  "_indexed": true,
  "_nocasepkg": "ycevo",
  "_universes": [
    "bonsook",
    "finyang"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:31:03.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/5737cb451ed2e1f50e376a9feaa8071934c98f343c70f0f079f421a4bb0a1317",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:31:03.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/f4805e839c86b5422400193218268c6f8c8351e785ac1de7011a3682c756b9c2",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:31:55.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/43b1c51803ef4fc13e77ec386e6344f6abd47ac364f41e7b04b29d89b700fc64",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:30:57.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/b263e7182f78295730558e8bb8e0886c2ea3501bd842d23d2260bd48fa8800eb",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:30:27.000Z",
      "arch": "aarch64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/58876befe0822b712b99714d49e186d7f0d893771caad6e58d72559e00e44162",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:31:08.000Z",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/9cbce39a48b5c6fe05337aaed6cbc0c003a71168a8317ef94208a59fbc0ab3ac",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:30:22.000Z",
      "arch": "aarch64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/80d15a0566c51d55dcdadd2923e92bf83281d40a92d3bf4e6eb0b18ff2cf3202",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:32:09.000Z",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/f84b969a091782a6546ef0ad305d6f7579ce0a8e09b87cfa2df4e826afe983e6",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:31:31.000Z",
      "arch": "emscripten",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/25bdc6f26c79ac58c50b83e77057c66be7f12e7aaa91c692cd501944f6af59aa",
      "status": "success",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:29:49.000Z",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/f803dadfe868fd48475e5bc4d7602e4b8eabc6e89aea682d17de954a28f45793",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:29:53.000Z",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/b59588f2d4f862771596be1a5513b7c13d4090221758fcd4e36172e71e718688",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "0.2.1.9000",
      "date": "2026-07-04T02:29:54.000Z",
      "arch": "x86_64",
      "commit": "94e947b075d6de6a5c0caf357268aa9a9adfbcb6",
      "fileid": "https://r2.ropensci.org/81b02dd9dbb8482dd4a7e6660b95db74b07cf8370128526d42e6d192a83c1561",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bonsook/actions/runs/28692072235"
    }
  ]
}