vdownprob

Calculate conditional down probability of 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

vdownprob function

<dl><dt>x</dt>
<dd>an object of class Vtransform.</dd>
<dt>v</dt>
<dd>a vector or time series with values in [0, 1].</dd></dl>

Arguments

Calculate conditional down probability of v-transform — vdownprob

<dl>

<dt>x</dt>
<dd>an object of class Vtransform.</dd>


<dt>v</dt>
<dd>a vector or time series with values in [0, 1].</dd>

</dl>

vdownprob: Calculate conditional down probability of v-transform

Description

Usage

Value

Arguments

Examples