V3p {tscopula}R Documentation

Constructor function for 3-parameter v-transform

Description

Constructor function for 3-parameter v-transform

Usage

V3p(delta = 0.5, kappa = 1, xi = 1)

Arguments

delta

a value in (0, 1) specifying the fulcrum of the v-transform.

kappa

additional positive parameter of v-transform.

xi

additional positive parameter of v-transform.

Value

An object of class Vtransform.

Examples

V3p(delta = 0.45, kappa = 0.8, xi = 1.1)

[Package tscopula version 0.3.9 Index]