vsk_dmm {vasicek} | R Documentation |
Estimating Vasicek parameters by using direct moment matching
Description
The function vsk_mle
estimates parameters in the Vasicek
distribution by using direct moment matching.
Usage
vsk_dmm(x)
Arguments
x |
A numeric vector in the (0, 1) interval that is supposed to follow the Vasicek distribution |
Value
A list with Vasicek parameters, namely Rho and P.
Examples
vsk_dmm(vsk_rvs(1000, Rho = 0.2, P = 0.1))
# $Rho
# [1] 0.2135844
# $P
# [1] 0.1025469
[Package vasicek version 0.0.3 Index]