plot-Vtransform-missing-method: Plot method for Vtransform class

In tscopula: Time Series Copula Models

Plot method for Vtransform class

Description

Plots the v-transform as well as its gradient or inverse. Can also plot the conditional probability that a series PIT falls below the fulcrum for a given volatility PIT value v.

Usage

## S4 method for signature 'Vtransform,missing'
plot(
  x,
  type = "transform",
  shading = TRUE,
  npoints = 200,
  lower = 0,
  upper = 1
)

Arguments

x	an object of class Vtransform.
type	type of plot: 'transform' for plot of transform, 'inverse' for plot of inverse, 'gradient' for plot of gradient or 'pdown' for plot of conditional probability.
shading	logical variable specifying whether inadmissible zone for v-transform should be shaded
npoints	number of plotting points along x-axis.
lower	the lower x-axis value for plotting.
upper	the upper x-axis value for plotting

Value

No return value, generates plot.

Examples

plot(Vsymmetric())
plot(V2p(delta = 0.45, kappa = 0.8), type = "inverse")
plot(V2p(delta = 0.45, kappa = 0.8), type = "gradient")

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