vsk_rvs {vasicek}

Generating random numbers for the Vasicek distribution

Description

The function vsk_rvs generates random numbers for the Vasicek distribution.

Usage

vsk_rvs(n, Rho, P, seed = 1)

Arguments

n

An integer for the number of observations.

Rho

The Rho parameter in the Vasicek distribution. It is in the range of (0, 1).

P

The P parameter in the Vasicek distribution. It is in the range of (0, 1).

seed

An integer that is used as the seed value to generate random numbers.

Value

A list of random number that follows the Vasicek distribution.

Examples

vsk_rvs(10, Rho = 0.2, P = 0.1)