Constructor function for 3-parameter beta v-transform

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

V3b function

<dl><dt>delta</dt>
<dd>a value in (0, 1) specifying the fulcrum of the v-transform.</dd>
<dt>kappa</dt>
<dd>additional positive parameter of v-transform.</dd>
<dt>xi</dt>
<dd>additional positive parameter of v-transform.</dd></dl>

Arguments

Constructor function for 3-parameter beta v-transform — V3b

<dl>

<dt>delta</dt>
<dd>a value in (0, 1) specifying the fulcrum of the v-transform.</dd>


<dt>kappa</dt>
<dd>additional positive parameter of v-transform.</dd>


<dt>xi</dt>
<dd>additional positive parameter of v-transform.</dd>

</dl>

V3b: Constructor function for 3-parameter beta v-transform

Description

Usage

Value

Arguments

Examples