ycinterextra (version 0.1)

deviance: Residual sum of squares

Description

Extracting the residual sum of squares

Usage

deviance(.Object)

Arguments

.Object
An S4 object created by ycinter or ycextra.

Value

A numeric giving the residual sum of squares

Details

This function extracts the residual sum of squares after the intepolation or extrapolation. When extrapolation is carried out, the function uses the values observed in the liquid part of the curve

See Also

ycsummary

Examples

# Prices
 p <- c(0.9859794,0.9744879,0.9602458,0.9416551,0.9196671,0.8957363,0.8716268,0.8482628,
 0.8255457,0.8034710,0.7819525,0.7612204,0.7416912,0.7237042,0.7072136
 ,0.6922140,0.6785227,0.6660095,0.6546902,0.6441639,0.6343366,0.6250234,0.6162910,0.6080358,
 0.6003302,0.5929791,0.5858711,0.5789852,0.5722068,0.5653231)

 # Observed maturities
 u <- 1:30

 # Output maturities
 t <- seq(from = 1, to = 30, by = 0.5)

 # Svensson interpolation
 yc <- ycinter(p = p, matsin = u, matsout = t,
 method="SW", typeres="prices")

 deviance(yc)