r-vasicekreg

Provides probability density, cumulative distribution, quantile, and random number generation functions for the Vasicek distribution. In addition, two functions are available for fitting Generalized Additive Models for Location, Scale and Shape introduced by Rigby and Stasinopoulos (2005, <doi:10.1111/j.1467-9876.2005.00510.x>). Some functions are written in 'C++' using 'Rcpp', developed by Eddelbuettel and Francois (2011, <doi:10.18637/jss.v040.i08>).