vinverse: Calculate inverse of v-transform
In tscopula: Time Series Copula Models
vinverse R Documentation
Calculate inverse of v-transform
Description
If the Vtransform object is also a VtransformI object (an
invertible v-transform) then the analytical inverse is used. Otherwise
an inverse is found by numerical root finding with uniroot.
Usage
vinverse(x, v, tol = .Machine$double.eps^0.75)
Arguments
x
an object ofc lass Vtransform.
v
a vector or time series with values in [0, 1].
tol
the desired accuracy (convergence tolerance) that is passed to
uniroot if numerical inversion is used.
Value
A vector or time series with values in [0, 1].
Examples
vinverse(Vsymmetric(), c(0, 0.25, 0.5, 0.75, 1))
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| vinverse | R Documentation |
Calculate inverse of v-transform
Description
If the Vtransform object is also a VtransformI object (an
invertible v-transform) then the analytical inverse is used. Otherwise
an inverse is found by numerical root finding with uniroot.
Usage
vinverse(x, v, tol = .Machine$double.eps^0.75)
Arguments
x |
an object ofc lass Vtransform. |
v |
a vector or time series with values in [0, 1]. |
tol |
the desired accuracy (convergence tolerance) that is passed to
|
Value
A vector or time series with values in [0, 1].
Examples
vinverse(Vsymmetric(), c(0, 0.25, 0.5, 0.75, 1))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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