Can't find a function I need: NSf

General
1

Hi everyone! I'm new here, and I really need your help for my thesis!
I need to use the function NSf to calculate the Nelson-Siegel model factors, but when I type it, RStudio gives me an error because it can't find the function (i've already installed the package YieldCurve).
How can I overcome the problem? It's a bit urgent!
Thanks!

2

Hi,

Welcome to the RStudio community!

Looking at the package's info, it seems that there is no NSf but I think you should use Nelson.Siegel().

https://www.rdocumentation.org/packages/YieldCurve/versions/4.1/topics/Nelson.Siegel

Hope this helps,
PJ

3

Unfortunately, it is not this function I need. I've already used it (it calculates the values of betas and lambda). I need a function to calculate their loadings, and searching on internet I've found NSf… but it seems that it doesn't exist! I need something that does the same calculations.
Thanks, however, for help!

4

Hi again,

Did some more searching and I think what you were looking for is another package: NMOF.

This one has the NSf function.

Hope this helps,
PJ

5

Yes, it's this! thank you so much for your precious help!!
Ari

6

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