vsk_ppf {vasicek} | R Documentation |
The function vsk_ppf
calculates the percentile point
function of Vasicek.
vsk_ppf(Alpha, Rho, P)
Alpha |
A numeric vector of probabilities |
Rho |
The Rho parameter in the Vasicek distribution |
P |
The P parameter in the Vasicek distribution |
A numeric vector with the corresponding ppf.
vsk_ppf(c(0.5, 0.9), Rho = 0.2, P = 0.3)
# [1] 0.2788378 0.5217229