ggplot2, dplyr, tidyr (>= 1.0.0), readr, tibble, stringr,
broom, knitr, rmarkdown, gridExtra, curl, fivethirtyeightdata
Albert Y. Kim [aut, cre] (<https://orcid.org/0000-0001-7824-306X>),
Chester Ismay [aut] (<https://orcid.org/0000-0003-2820-2547>),
Jennifer Chunn [aut],
Meredith Manley [ctb] (<https://orcid.org/0000-0001-7707-0654>),
Maggie Shea [ctb],
Starry Yujia Zhou [ctb],
Andrew Flowers [ctb],
Jonathan Bouchet [ctb],
G. Elliott Morris [ctb],
Adam Spannbauer [ctb],
Pradeep Adhokshaja [ctb],
Olivia Barrows [ctb],
Jojo Miller [ctb],
Jayla Nakayama [ctb],
Ben Baumer [ctb] (<https://orcid.org/0000-0002-3279-0516>),
Rana Gahwagy [ctb] (<https://orcid.org/0000-0002-6331-2840>),
Natalia Iannucci [ctb] (<https://orcid.org/0000-0001-5663-1731>),
Marium Tapal [ctb] (<https://orcid.org/0000-0001-5093-6462>),
Irene Ryan [ctb],
Alina Barylsky [ctb],
Danica Miguel [ctb],
Sunni Raleigh [ctb],
Anna Ballou [ctb],
Jane Bang [ctb],
Jordan Moody [ctb],
Kara Van Allen [ctb],
Jessica Keast [ctb],
Lizette Carpenter [ctb],
Fatima Keita [ctb]

ggplot2, dplyr, tidyr (>= 1.0.0), readr, tibble, stringr,
broom, knitr, rmarkdown, patchwork, fivethirtyeightdata

The Distribution of Distances Between Discrete Events in Fixed
Time
c(person("Kristian Hovde", "Liland", role = c("aut","cre"),
email="kristian.liland@nmbu.no"), person("Lars", "Snipen", role=c("ctb")))
Distribution functions and test for over-representation of short
distances in the Liland distribution. Simulation functions are included for
comparison.
Kristian Hovde Liland [aut, cre],
Lars Snipen [ctb]

Fixed Income Models, Calculations, Data Structures and
Instruments
person("Wilson", "Freitas", email = "wilson.freitas@gmail.com",
role = c("aut", "cre"))
Fixed income mathematics made easy. A rich set of functions
that helps with calculations of interest rates and fixed income.
It has objects that abstract interest rates, compounding factors, day count rules,
forward rates and term structure of interest rates.
Many interpolation methods and parametric curve models commonly used by practitioners
are implemented.
bizdays (>= 1.0.0), methods, graphics, stats, grDevices, utils
"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"
"forwardrate-class.R" "compound-method.R" "hidden.R" "zzz.R"