rates

<p>Yield curves in the US for 1 - 360 month maturity from 1990 to 2023
(removing days without information, i.e. weekends and holidays).</p>

datasets

Analyze functional data and its change points. Includes
functionality to store and process data, summarize and validate assumptions,
characterize and perform inference of change points, and provide
visualizations. Data is stored as discretely collected observations without
requiring the selection of basis functions. For more details see chapter 8
of Horvath and Rice (2024) <doi:10.1007/978-3-031-51609-2>. Additional papers
are forthcoming. Focused works are also included in the documentation of
corresponding functions.

Jeremy VanderDoes

fChange

Functional Change Point Detection and Analysis

Gregory Rice

Martin Wendler

rates function


<div class="section" id="rates">
<h3><code>rates</code></h3><p></p><p>
</p><p>A dfts object.</p>
</div>


Format

US Yield Curves — rates


<div class='section' id='rates'>
<h3><code>rates</code></h3>


<p>A dfts object.</p>
</div>


rates: US Yield Curves

Description

Usage

Arguments

Format

`rates`