Description Usage Arguments Value Examples
The function vsk_pdf
calculates the probability density
function of Vasicek.
1 | vsk_pdf(x, Rho, P)
|
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 |
A numeric vector with the corresponding pdf.
1 2 |
[1] 0.07019659 0.22207564
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