vsk_pdf {vasicek}

Calculating the probability density function of Vasicek

Description

The function vsk_pdf calculates the probability density function of Vasicek.

Usage

vsk_pdf(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 numeric vector with the corresponding pdf.

Examples

vsk_pdf(c(0.01, 0.02), Rho = 0.2, P = 0.3)
# [1] 0.07019659 0.22207564