vsk_Rho {vasicek} | R Documentation |
The function vsk_Rho
estimates Rho parameter in the Vasicek
distribution by using maximum likelihood estimator, assuming the
known P parameter.
vsk_Rho(x, p)
x |
A numeric vector in the (0, 1) interval that is supposed to follow the Vasicek distribution |
p |
A numeric vector in the (0, 1) interval. p has the same length as x. Each value of p can be a constant or varying. |
A scalar representing the Rho parameter in the Vasicek distribution.
x <- vsk_rvs(1000, Rho = 0.2, P = 0.1)
p <- rep(mean(x), length(x))
vsk_Rho(x, p)
# 0.2110976