Nonparametric Estimation of the Yield Curve Evolution R package ycevo version 0.3.0 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. Software Depends: R (>= 3.5.0) Imports: dplyr (>= 1.0.0), future.apply, generics, ggplot2, graphics, lubridate, Matrix, progressr, Rcpp (>= 0.12.18), rlang, scales, stats, tibble, tidyr, tidyselect LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com> Comprehensive R Archive Network (CRAN) Bonsoo Koo [aut], Nathaniel Tomasetti [ctb], Kai-Yang Goh [ctb], Yangzhuoran Fin Yang [aut, cre] (ORCID: <https://orcid.org/0000-0002-1232-8017>) GPL-3 2025-08-19 application/tgz https://CRAN.R-project.org/package=ycevo doi:10.32614/CRAN.package.ycevo en-AU