gof_ks {vasicek}

Kolmogorov-Smirnov goodness-of-fit test for the Vasicek distribution

Description

The function gof_ks performs Kolmogorov-Smirnov goodness-of-fit test for the Vasicek distribution

Usage

gof_ks(x, Rho, P)

Arguments

x

A numeric vector in the (0, 1) interval that is supposed to follow the Vasicek distribution

Rho

The Rho parameter in the Vasicek distribution

P

The P parameter in the Vasicek distribution

Value

A list with statistical test result, including ks stat and p-value.

Examples

x <- vsk_rvs(100, Rho = 0.2, P = 0.1)
gof_ks(x, Rho = 0.2, P = 0.1)