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 |