zero coupon yield curve estimation

I have been using SmithWilsonYieldCurve:

http://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html

I see that there are a number of R packages to extract a zero coupon yield
curve from par rates -

In particular the follow two seem to be popular:

'termstrc' <http://cran.r-project.org/web/packages/termstrc/termstrc.pdf>

and

'ycinterextra'
<http://cran.r-project.org/web/packages/ycinterextra/ycinterextra.pdf>

is one or another of them better? or something else?

Can anyone give a summary of the trade offs between these two packages --
and for that matter any of that i have missed?