In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

If you use lattice with R, and you need to plot confidence limits in your graphic, then panel.smoother and panel.quantile from latticeExtra will help you with this task. These functions internally calculate the error bounds and use panel.polygon from lattice. If you need to plot your own confidence limits, then you have to define a

The version 0.21 of the solaR package is now available at CRAN. This package provides a set of calculation methods of solar radiation and performance of photovoltaic systems. The package has been uploaded to CRAN under the GPL-3 license. solaR is now able to calculate from both daily and sub-daily irradiation values. Besides, there are

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