transformations: Bounding Transformations
In racd: Autoregressive Conditional Density Models

Description Usage Arguments Details Value Author(s)

The logistic and exponential transformation functions and their inverses used in the ACD package.

1 2	logtransform(x, lower, upper, inverse = FALSE) exptransform(x, lower, upper, rate = 1, inverse = FALSE)

`x`	A numeric value to be transformed.
`lower`	The lower bound.
`upper`	The upper bound.
`inverse`	(logical) Whether to return the inverse transformation (in which case x is the already transformed value).
`rate`	For the exponential transformation, a scaling value.

The logistic transformation is used for constraining the skew dynamics whilst the exponential transformation is used for the shape dynamics. It may be of use when passing the skew0 and shape0 parameters in the acdfit and acdfilter methods.

A named numeric vector of the transformed values, the same length as the input vector.

Alexios Ghalanos

racd documentation built on May 2, 2019, 4:47 p.m.