vasicek (version 0.0.3)

vsk_cdf: Calculating the cumulative distribution function of Vasicek

Description

The function vsk_cdf calculates the cumulative distribution function of Vasicek.

Usage

vsk_cdf(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 cdf.

Examples

# NOT RUN {
vsk_cdf(c(0.278837772815679, 0.5217229060260343), Rho = 0.2, P = 0.3)
# [1] 0.5 0.9
# }