search for: yieldcurv

Hi! Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my standalone machine I have R 2.9 loaded and hence I have no problem in using the YieldCurve package. (a) Kindly guide how do I download the version of YieldCurve compatible with R 2.6.0 (b) If I want to upgrade to R 2.10 (for my standalone machine), how...

Hola a todos: En la estimación de parametros de Nelson-Siegel vienen definidos 3 argumentos: rate, maturity y MidTau. Este último lo define como un vector el cual indica el término medio del vencimiento para maximizar el factor beta2.Si yo tengo un vector de maturity de 77 datos, la pregunta es:¿Qué tan importante es el argumento MidTau, y qué otra especificación tiene? no me queda muy claro cómo

Hello, With which package can I build a yield curve using swap data with the bootstrapping method? Thanks for the reaction, André [[alternative HTML version deleted]]

I am Julia Cains from Brisbane. This is my first mail to this group and I have recently started learning the R language.   I am trying to learn the smoothening of the yield curve. However, I came across the CRAN package – “YieldCurve” meant for Modelling and estimation of the yield curve. The problem is I am not able to understand whether this package will help me to carry out smoothening of the curve.   The related pdf file consists of following R code.     YieldCurve-package Modelling and estimation of the yield curve (...

...to deal with data of class character It feels like I need to coerce one of the fields in my data frame. Here's the code, which is short: #draw data in from network location setwd("S:\\790\\Actuarial\\KFC\\609 Kernel\\Sensitivity Tests\\Stressed ESG inputs") input<-read.csv("yieldcurve plus 1pct abs.csv",header=FALSE) #label columns colnames(input)<-c("scenID","yrs_ahead",0.5,1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0) #create a data frame that i hope! will work with ggplot.. flat_data<-data.frame(cbind(input[1:2],stack(input[3:15]))) col...

CRAN (and crantastic) updates this week New packages ------------ * DCGL (1.0) Bao-Hong Liu http://crantastic.org/packages/DCGL Functions for basic differential coexpression analyses: gene filtering, link filtering, DCG (Differentially-Coexpressed Gene) identification and DCL (Differentially-Coexpressed Links) identification.Two algorithms,named DCP and DCe, are provided for

CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This