pcoincide {tscopula}

Compute coincidence probability for v-transform

Description

Computes the probability that if we v-transform a uniform random variable and then stochastically invert the v-transform, we get back to the original value.

Usage

pcoincide(x)

Arguments

x

an object of class Vtransform.

Value

The probability of coincidence.

Examples

pcoincide(Vlinear(delta = 0.4))
pcoincide(V3p(delta = 0.45, kappa = 0.5, xi = 1.3))