ycevo
Nonparametric Estimation of the Yield Curve Evolution
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.
Downloads
307
Last 30 days
15016th
674
Last 90 days
2.3K
Last year
Trend: +93.1% (30d vs prior 30d)
24
Last 30 days
115
Last 90 days
400
Last year
Trend: -41.5% (30d vs prior 30d)
10
Last 7 days
26
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
whether package can be installed
Installation failed. See ‘/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/ycevo.Rcheck/00install.out’ for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/ycevo.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
3,763
Files
43
Compiled share
4.1%
Has compiled src
Yes
Language breakdown
API
Exported functions
9
Internal functions
37
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.08
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
80%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
100%
Unsafe pattern score
0
Dep constraint coverage
13.3%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
6
First release
2022-05-13
Latest release
2025-08-19
Avg cadence
35 days
Cold removal rate
–
Dep drift
11
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.