vinverse

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 <code><a href="/link/uniroot?package=tscopula&version=0.3.9" data-mini-rdoc="tscopula::uniroot">uniroot</a></code>.

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

vinverse function

<dl><dt>x</dt>
<dd>an object ofc lass Vtransform.</dd>
<dt>v</dt>
<dd>a vector or time series with values in [0, 1].</dd>
<dt>tol</dt>
<dd>the desired accuracy (convergence tolerance) that is passed to
<code>uniroot</code> if numerical inversion is used.</dd></dl>

Arguments

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 <code><a href='https://rdrr.io/r/stats/uniroot.html'>uniroot</a></code>.

Calculate inverse of v-transform — vinverse

<dl>

<dt>x</dt>
<dd>an object ofc lass Vtransform.</dd>


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


<dt>tol</dt>
<dd>the desired accuracy (convergence tolerance) that is passed to
<code>uniroot</code> if numerical inversion is used.</dd>

</dl>

vinverse: Calculate inverse of v-transform

Description

Usage

Value

Arguments

Examples