R code for Arbitrage-Free Nelson-Siegel-Svensson (AFNSS) model

This post provides an R code for the 4-factor Arbitrage-Free Nelson-Siegel-Svensson (AFNSS) model developed by Lee (2024).

R: collect the i-th or last rows of each data frame in a list of data frames

This post demonstrates selecting either the last row or the i-th row from each data frame in a list of data frames in R.

R: parallel execution using foreach and %dopar%

This post provides a quick introduction to parallel execution in R using foreach and %dopar%.

R: Creating Sequential Filenames or Folders: AA, AA_01, AA_02, ...

This post demonstrates how to generate sequential filenames or folders, like 'AA', 'AA_01', 'AA_02', and beyond.

R: Refining R Graphs

This post demonstrates a step-by-step refinement of an R graph.

R: Saving Lists with Renaming and Loading into a List

This post shows a streamlined list handling by saving lists with renaming and then loading them into a list for ongoing analysis.

R: Speed Up R Code using Rcpp and RcppArmadillo

This post demonstrates how to incorporate C++ code to enhance the running speed of R code, through the integration of Rcpp and RcppArmadillo. The Nelson-Siegel yield curve model serves as an illustrative example.

R: Outlier Detection with Mahalanobis Distance in R

This post demonstrates outlier detection using Mahalanobis distance with R.

R: Error in Integration with Vector Function and Its Remedy

This post illustrates how to address an error arising from the integration of one of the results of a vector function in R. A straightforward remedy is to use Vectorize().

R: Symbolic Matrix Multiplications

This post shows how to perform symbolic matrix multiplications using two R libraries.