tscopula (version 0.3.9)

plot,Vtransform,missing-method: 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 Vtransform,missing
plot(
  x,
  type = "transform",
  shading = TRUE,
  npoints = 200,
  lower = 0,
  upper = 1
)

Value

No return value, generates plot.

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

Examples

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