r-vasicekreg

Vasicek density, cumulative distribution, quantile functions and random deviate generation of Vasicek distribution. In addition, there are two functions for fitting the 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>).