V3p: Constructor function for 3-parameter v-transform

In tscopula: Time Series Copula Models

Constructor function for 3-parameter v-transform

Description

Constructor function for 3-parameter v-transform

Usage

V3p(delta = 0.5, kappa = 1, xi = 1)

Arguments

delta	a value in (0, 1) specifying the fulcrum of the v-transform.
kappa	additional positive parameter of v-transform.
xi	additional positive parameter of v-transform.

Value

An object of class Vtransform.

Examples

V3p(delta = 0.45, kappa = 0.8, xi = 1.1)

tscopula documentation built on May 29, 2024, 5:53 a.m.