NEWS.md

In FinYang/ycevo: Nonparametric Estimation of the Yield Curve Evolution

ycevo (development version)

ycevo 0.2.0

• Significant performance gain (~ 8x) with internal C++ implementation rewritten.
• Add new interface ycevo()
  • Handling Date and similar objects as time index directly.
  • Intuitive time point bandwidth setting with argument span_x.
  • Better default bandwidth selections and checks.
• Add bandwidth selection tool vis_kerner().
• Add visualisation function autoplot.ycevo()
• Add prediction function augment.ycevo()
• Add bond transaction data simulation scheme ycevo_data()

ycevo 0.1.2

• Remove akima from suggests.

ycevo 0.1.1

• Minor bug fix.

ycevo 0.1.0

• First release

FinYang/ycevo documentation built on May 6, 2024, 5:15 a.m.