stochinverse {tscopula}

Stochastic inverse of a v-transform

Description

Stochastic inverse of a v-transform

Usage

stochinverse(x, v, tscopula = NULL, tol = .Machine$double.eps^0.75)

Arguments

x

an object of class Vtransform.

v

a vector, matrix or time series with values in [0, 1].

tscopula

a time series copula object.

tol

the desired accuracy (convergence tolerance) that is passed to uniroot if numerical inversion is used.

Value

A vector, matrix or time series with values in [0, 1].

Examples

stochinverse(Vsymmetric(), c(0, 0.25, 0.5, 0.75, 1))