vasicekreg-package

The vasicekreg package implements the probability density function, quantile function, cumulative distribution function and random number generation function for Vasicek distribution parameterized, either, as a function of its mean or its \(\tau\)-th quantile, \(0 &lt;\tau&lt;1\). In addition, two gamlss frameworks for regression analysis are available. Some function are written in C++ using Rcpp.

Vasicek density, cumulative distribution, quantile functions and random deviate
generation of Vasicek distribution. In addition, there are two functions for fitting the
Generalized Additive Models for Location Scale and Shape introduced by Rigby and
Stasinopoulos (2005, <doi:10.1111/j.1467-9876.2005.00510.x>). Some functions
are written in C++ using 'Rcpp', developed by Eddelbuettel and Francois (2011, <doi:10.18637/jss.v040.i08>).

Josmar Mazucheli

vasicekreg

vasicekreg-package: Overview of the vasicekreg package

Description

Arguments

Details