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vasicek (version 0.0.3)

Miscellaneous Functions for Vasicek Distribution

Description

Provide a collection of miscellaneous R functions related to the Vasicek distribution with the intent to make the lives of risk modelers easier.

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Install

install.packages('vasicek')

Monthly Downloads

245

Version

0.0.3

License

GPL (>= 2)

Issues

0

Pull Requests

0

Stars

1

Forks

1

Maintainer

WenSui Liu

Last Published

November 8th, 2020

Functions in vasicek (0.0.3)

vsk_Rho

Estimating Vasicek Rho parameter by assuming the know P parameter
gof_ks

Kolmogorov-Smirnov goodness-of-fit test for the Vasicek distribution
vsk_dmm

Estimating Vasicek parameters by using direct moment matching
vsk_cdf

Calculating the cumulative distribution function of Vasicek
vsk_imm

Estimating Vasicek parameters by using indirect moment matching
vsk_qbe

Estimating Vasicek parameters by using quantile-based estimator
vsk_pdf

Calculating the probability density function of Vasicek
vsk_ppf

Calculating the percentile point function of Vasicek
vsk_rvs

Generating random numbers for the Vasicek distribution
vsk_mle

Estimating Vasicek parameters by using maximum likelihood estimator