Miscellaneous Functions for Vasicek Distribution
Kolmogorov-Smirnov goodness-of-fit test for the Vasicek distribution
Calculating the cumulative distribution function of Vasicek
Estimating Vasicek parameters by using direct moment matching
Estimating Vasicek parameters by using indirect moment matching
Estimating Vasicek parameters by using maximum likelihood estimator
Calculating the probability density function of Vasicek
Calculating the percentile point function of Vasicek
Estimating Vasicek parameters by using quantile-based estimator
Estimating Vasicek Rho parameter by assuming the know P parameter
Generating random numbers for the Vasicek distribution
Provide a collection of miscellaneous R functions related to the Vasicek distribution with the intent to make the lives of risk modelers easier.