Non-linear Optimization of Nelson-Siegel model using nloptr R package | allainews.com

May 22, 2022, 5:21 a.m. | sang-heon lee

R-bloggers www.r-bloggers.com

This post shows how to use nloptr R package to solve non-linear optimization problem with or without equality or inequality constraints. Nelson-Siegel yield curve model is used as an target example. Nelson-Siegel model using nlop...

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