Package: ycevo
Type: Package
Title: Nonparametric Estimation of the Yield Curve Evolution
Version: 0.2.1.9000
Authors@R: 
    c(person(given = "Bonsoo",
             family = "Koo",
             role = c("aut"),
             email = "Bonsoo.Koo@monash.edu"),
      person(given = "Nathaniel",
             family = "Tomasetti",
             role = "ctb"),
      person(given = "Kai-Yang",
             family = "Goh",
             role = "ctb"),
      person(given = "Yangzhuoran Fin",
             family = "Yang",
             role = c("aut", "cre"),
             email = "yangyangzhuoran@gmail.com",
             comment = c(ORCID = "0000-0002-1232-8017")))
Maintainer: Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com>
Description: Nonparametric estimation of discount functions and yield
        curves from transaction data of coupon paying bonds. Koo, B.,
        La Vecchia, D., & Linton, O. B. (2021)
        <doi:10.1016/j.jeconom.2020.04.014> describe an application of
        this package using the Center for Research in Security Prices
        (CRSP) Bond Data and document its implementation.
URL: https://github.com/bonsook/ycevo
BugReports: https://github.com/bonsook/ycevo/issues
License: GPL-3
Depends: R (>= 3.5.0)
Encoding: UTF-8
Imports: dplyr (>= 1.0.0), future.apply, generics, ggplot2, graphics,
        lubridate, Matrix, progressr, Rcpp (>= 0.12.18), rlang, scales,
        stats, tibble, tidyr, tidyselect
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.2
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly
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: 2026-07-04 02:28:19 UTC; root
Author: Bonsoo Koo [aut],
  Nathaniel Tomasetti [ctb],
  Kai-Yang Goh [ctb],
  Yangzhuoran Fin Yang [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-1232-8017>)