R Under development (unstable) (2026-03-22 r89674 ucrt) -- "Unsuffered Consequences"
Copyright (C) 2026 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(testthat)
> library(yieldcurves)
> 
> test_check("yieldcurves")

-- Yield Curve (Observed) ------------------------------------------------------
* Type: "zero"
* Maturities: 4 (2Y to 30Y)
* Rate range: 4% to 4.5%

-- Yield Curve PCA -------------------------------------------------------------
* Components: 3
* Tenors: 5 (T1, T2, T3, T4, T5)
* PC1 (Level): 31.3% variance
* PC2 (Slope): 23.1% variance
* PC3 (Curvature): 17.6% variance
* Cumulative: 72%

-- Yield Curve PCA -------------------------------------------------------------
* Components: 3
* Tenors: 5 (T1, T2, T3, T4, T5)
* PC1 (Level): 31.3% variance
* PC2 (Slope): 23.1% variance
* PC3 (Curvature): 17.6% variance
* Cumulative: 72%

-- Yield Curve (Observed) ------------------------------------------------------
* Type: "zero"
* Maturities: 4 (2Y to 30Y)
* Rate range: 4% to 4.5%

-- Yield Curve (Nelson-Siegel) -------------------------------------------------
* Type: "zero"
* Maturities: 4 (2Y to 30Y)
* Rate range: 4% to 4.5%
* RMSE: "0.14" bps
* Parameters: beta0=0.05248, beta1=-0.0042, beta2=-0.03542, tau=8

-- Yield Curve (Observed) ------------------------------------------------------
* Type: "zero"
* Maturities: 2 (1Y to 2Y)
* Rate range: 4% to 5%
* Date: 2024-01-15

-- Yield Curve (Nelson-Siegel) -------------------------------------------------
* Type: "zero"
* Maturities: 10 (0.25Y to 30Y)
* Rate range: 4% to 5.2%
* RMSE: "4.2" bps
* Parameters: beta0=0.04443, beta1=0.00832, beta2=-0.02424, tau=3

-- Yield Curve (Nelson-Siegel) -------------------------------------------------
* Type: "zero"
* Maturities: 10 (0.25Y to 30Y)
* Rate range: 4% to 5.2%
* RMSE: "4.2" bps
* Parameters: beta0=0.04443, beta1=0.00832, beta2=-0.02424, tau=3

-- Fit Quality -----------------------------------------------------------------
* Max absolute error: 7.42 bps
* Mean absolute error: 3.67 bps
* Residual range: [-6.87, 7.42] bps
[ FAIL 0 | WARN 6 | SKIP 0 | PASS 228 ]

[ FAIL 0 | WARN 6 | SKIP 0 | PASS 228 ]
> 
> proc.time()
   user  system elapsed 
   3.51    0.46    3.96