gof_ks {vasicek} | R Documentation |
The function gof_ks
performs Kolmogorov-Smirnov goodness-of-fit
test for the Vasicek distribution
gof_ks(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 list with statistical test result, including ks stat and p-value.
x <- vsk_rvs(100, Rho = 0.2, P = 0.1)
gof_ks(x, Rho = 0.2, P = 0.1)