Residual sum of squares

Description

Extracting the residual sum of squares

Usage

  deviance(.Object)

Arguments

Details

This function extracts the residual sum of squares after the intepolation or extrapolation. When extrapolation is carried out, the function uses the values observed in the liquid part of the curve

Value

A numeric giving the residual sum of squares

Author(s)

Thierry Moudiki

See Also

ycsummary

Examples

# Prices
 p <- c(0.9859794,0.9744879,0.9602458,0.9416551,0.9196671,0.8957363,0.8716268,0.8482628,
 0.8255457,0.8034710,0.7819525,0.7612204,0.7416912,0.7237042,0.7072136
 ,0.6922140,0.6785227,0.6660095,0.6546902,0.6441639,0.6343366,0.6250234,0.6162910,0.6080358,
 0.6003302,0.5929791,0.5858711,0.5789852,0.5722068,0.5653231)

 # Observed maturities
 u <- 1:30

 # Output maturities
 t <- seq(from = 1, to = 30, by = 0.5)

 # Svensson interpolation
 yc <- ycinter(p = p, matsin = u, matsout = t,
 method="SW", typeres="prices")

 deviance(yc)

Results