Nonparametric Estimation of the Yield Curve Evolution
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘ycevo’ version 0.2.1
Help Pages
| ycevo-package | Nonparametric Estimation of the Yield Curve Evolution |
| augment.ycevo | Augment data with predicted discount functions and yield curves |
| autoplot.ycevo | Plot the estimated discount functions and yield curves |
| estimate_yield | Estimate yield function |
| generate_yield | Generate a yield curve with cubic time evolution |
| get_yield_at | Generate a yield curve with cubic time evolution |
| get_yield_at_vec | Generate a yield curve with cubic time evolution |
| vis_kernel | Visualise kernel weights |
| ycevo | Estimate yield function |
| ycevo_data | Simulate bond data |