vsk_qbe {vasicek} | R Documentation |
The function vsk_qbe
estimates parameters in the Vasicek
distribution by using quantile-based estimator. It is not recommended
for small sample size.
vsk_qbe(x)
x |
A numeric vector in the (0, 1) interval that is supposed to follow the Vasicek distribution |
A list with Vasicek parameters, namely Rho and P.
vsk_qbe(vsk_rvs(1000, Rho = 0.2, P = 0.1))
# $Rho
# [1] 0.1941091
# $P
# [1] 0.1019701