vsk_ppf: Calculating the percentile point function of Vasicek

Description Usage Arguments Value Examples

View source: R/vsk_ppf.R

Description

The function vsk_ppf calculates the percentile point function of Vasicek.

Usage

1
vsk_ppf(Alpha, Rho, P)

Arguments

Alpha

A numeric vector of probabilities

Rho

The Rho parameter in the Vasicek distribution

P

The P parameter in the Vasicek distribution

Value

A numeric vector with the corresponding ppf.

Examples

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vsk_ppf(c(0.5, 0.9), Rho = 0.2, P = 0.3)
# [1] 0.2788378 0.5217229

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

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