Vtransform-class: Class of v-transforms

In tscopula: Time Series Copula Models

Class of v-transforms

Description

This is the class of v-transforms. It contains the VtransformI subclass consisting of v-transforms with an analytical expression for the inverse.

Usage

## S4 method for signature 'Vtransform'
show(object)

## S4 method for signature 'Vtransform'
coef(object)

Arguments

object

an object of the class.

Methods (by generic)

• show: Show method for Vtransform class

• coef: Coef method for Vtransform class

Slots

name

a name for the v-transform of class character.

Vtrans

function to evaluate the v-transform.

pars

vector containing the named parameters of the v-transform.

gradient

function to evaluate the gradient of the v-transform.

Examples

V2p(delta = 0.5, kappa = 1.2)

tscopula documentation built on May 7, 2022, 5:06 p.m.