plot.spsearch

object of the class <code>"spsearch"</code>.

main

if <code>TRUE</code> (default) the rgl device will be used for the plot.  

S3 plot method for objects of the class
  <code>"spsearch"</code>. The methods plot details on the objective
  function of the start parameter search. 


The package offers a wide range of functions for term
structure estimation based on static and dynamic coupon bond
and yield data sets. The implementation focuses on the cubic
splines approach of McCulloch (1971, 1975) and the Nelson and
Siegel (1987) method with extensions by Svensson (1994),
Diebold and Li (2006) and De Pooter (2007). We propose a
weighted constrained optimization procedure with analytical
gradients and a globally optimal start parameter search
algorithm. Extensive summary statistics and plots are provided
to compare the results of the different estimation methods.
Several demos are available using data from European government
bonds and yields.

plot.spsearch: S3 Plot Method

Description

Usage

Arguments