knitr, rmarkdown, rb3, dplyr, testthat (>= 3.0.0)
"fixedincome-internal.R" "utils.R" "term-class.R"
"daycount-class.R" "compounding-class.R"
"interpolation-class.R" "spotrate-class.R"
"spotratecurve-class.R" "spotratecurve-interpolation.R"
"spotratecurve-interpolation-nelsonsiegel.R" "plot.R"
"forwardrate-class.R" "compound-method.R" "hidden.R" "zzz.R"

bizdays (>= 1.0.0), methods, graphics, stats, grDevices,
utils, ggplot2, scales
"fixedincome-internal.R" "utils.R" "term-class.R"
"daycount-class.R" "compounding-class.R"
"interpolation-class.R" "spotrate-class.R"
"spotratecurve-class.R" "spotratecurve-interpolation.R"
"spotratecurve-interpolation-nelsonsiegel.R" "plot.R"
"autoplot.R" "forwardrate-class.R" "compound-method.R"
"hidden.R" "zzz.R"

An R Client for the "Fixer.io" Currency API
An R client for the "fixer.io" currency conversion and exchange
rate API. The API requires registration and some features are only available
on paid accounts. The full documentation is available at
<https://fixer.io/documentation>.
person("Evan", "Odell",
email = "evanodell91@gmail.com", role = c("aut", "cre"),
comment = c(ORCID='0000-0003-1845-808X'))

An R client for the "fixer.io" currency conversion and exchange
rate API. The API requires registration and some features are only available
on paid accounts. The full API documentation is available at
<https://fixer.io/documentation>.

stats, graphics, utils, Formula, MASS, numDeriv, nlme, Rcpp
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial.
The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Berge (2018) <https://wwwen.uni.lu/content/download/110162/1299525/file/2018_13>.
Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.