Metadata-Version: 2.1
Name: py-vsk
Version: 0.0.2
Summary: Python Functions for Vasicek Distribution
Home-page: https://github.com/statcompute/py_vsk
Author: WenSui Liu
Author-email: liuwensui@gmail.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown

#### Introduction

In the context of statistics, the Vasicek distribution is a continuous distribution governing the open interval between 0 and 1 with two parameters, namely Rho and P, which is similar to the Beta and Kumaraswamy distributions. 

The Vasicek distribution has often been used to describe the portfolio credit loss in the development of Economic Capital models.


