|
Last data update: 2014.03.03
Data Source
R Release (3.2.3)
CranContrib
BioConductor
All
Data Type
Packages
Functions
Images
Data set
Classification
|
Results 1 - 10 of 11 found.
[1]
<
1
2
>
[2]
Sort:
Draw some diagnostic plots from the results obtained with ycinter and ycextra
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: ycplot
●
0 images
|
This function extracts the forward rates from the results obtained with ycinter and ycextra
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: forwardrates
●
0 images
|
|
Extracting the residual sum of squares
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: deviance
●
0 images
|
|
Extracting the residuals of the model
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: residuals
●
0 images
|
ycinter
(Package: ycinterextra) :
Yield curve or zero-coupon prices interpolation
Yield curve or zero-coupon bonds prices curve interpolation using the Nelson-Siegel , Svensson, Smith-Wilson models and an Hermite cubic spline.
● Data Source:
CranContrib
● Keywords: curve, interpolation,, yield
● Alias: ycinter
●
0 images
|
Extracting a comprehensive summary of the results obtained from ycinter and ycextra
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: ycsummary
●
0 images
|
ycinterextra-package
(Package: ycinterextra) :
Yield curve or zero-coupon prices interpolation and extrapolation
Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.
● Data Source:
CranContrib
● Keywords:
● Alias: ycinterextra, ycinterextra-package
●
0 images
|
This function converts the object obtained with ycinter and ycextra into a list.
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: as.list
●
0 images
|
|
Extracting the model's fitted or extrapolated values
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, interpolation,, yield
● Alias: fitted
●
0 images
|
ycextra
(Package: ycinterextra) :
Yield curve or zero-coupon prices extrapolation
Yield curve or zero-coupon bonds prices curve extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models.
● Data Source:
CranContrib
● Keywords: curve, extrapolation,, yield
● Alias: ycextra
●
0 images
|
|
providing 
.