vsk_ppf {vasicek}

Calculating the percentile point function of Vasicek

Description

The function vsk_ppf calculates the percentile point function of Vasicek.

Usage

vsk_ppf(Alpha, Rho, P)

Arguments

Alpha

A numeric vector of probabilities

Rho

The Rho parameter in the Vasicek distribution

P

The P parameter in the Vasicek distribution

Value

A numeric vector with the corresponding ppf.

Examples

vsk_ppf(c(0.5, 0.9), Rho = 0.2, P = 0.3)
# [1] 0.2788378 0.5217229