stochinverse: Stochastic inverse of a v-transform

In tscopula: Time Series Copula Models

Stochastic inverse of a v-transform

Description

Stochastic inverse of a v-transform

Usage

stochinverse(x, v, tscopula = NULL, tol = .Machine$double.eps^0.75)

Arguments

x	an object of class Vtransform.
v	a vector, matrix or time series with values in [0, 1].
tscopula	a time series copula object.
tol	the desired accuracy (convergence tolerance) that is passed to uniroot if numerical inversion is used.

Value

A vector, matrix or time series with values in [0, 1].

Examples

stochinverse(Vsymmetric(), c(0, 0.25, 0.5, 0.75, 1))

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