Miscellaneous Functions for Vasicek Distribution


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Documentation for package ‘vasicek’ version 0.0.3

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gof_ks Kolmogorov-Smirnov goodness-of-fit test for the Vasicek distribution
vsk_cdf Calculating the cumulative distribution function of Vasicek
vsk_dmm Estimating Vasicek parameters by using direct moment matching
vsk_imm Estimating Vasicek parameters by using indirect moment matching
vsk_mle Estimating Vasicek parameters by using maximum likelihood estimator
vsk_pdf Calculating the probability density function of Vasicek
vsk_ppf Calculating the percentile point function of Vasicek
vsk_qbe Estimating Vasicek parameters by using quantile-based estimator
vsk_Rho Estimating Vasicek Rho parameter by assuming the know P parameter
vsk_rvs Generating random numbers for the Vasicek distribution