DESCRIPTION

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,
    lubridate,
    Matrix,
    progressr,
    Rcpp (>= 0.12.18),
    rlang,
    stats,
    tibble,
    tidyr,
    tidyselect
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.1
Suggests: 
    testthat (>= 3.0.0),
    knitr,
    rmarkdown,
    plotly
Language: en-AU
Config/testthat/edition: 3