vsk_qbe {vasicek}

Estimating Vasicek parameters by using quantile-based estimator

Description

The function vsk_qbe estimates parameters in the Vasicek distribution by using quantile-based estimator. It is not recommended for small sample size.

Usage

vsk_qbe(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_qbe(vsk_rvs(1000, Rho = 0.2, P = 0.1))
# $Rho
# [1] 0.1941091
# $P
# [1] 0.1019701