vsk_pdf: Calculating the probability density function of Vasicek

Description Usage Arguments Value Examples

View source: R/vsk_pdf.R

Description

The function vsk_pdf calculates the probability density function of Vasicek.

Usage

1
vsk_pdf(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 pdf.

Examples

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vsk_pdf(c(0.01, 0.02), Rho = 0.2, P = 0.3)
# [1] 0.07019659 0.22207564

Example output

[1] 0.07019659 0.22207564

vasicek documentation built on Nov. 9, 2020, 9:07 a.m.

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