vdownprob {tscopula}

Calculate conditional down probability of v-transform

Description

Calculate conditional down probability of v-transform

Usage

vdownprob(x, v)

Arguments

x

an object of class Vtransform.

v

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

Value

A vector or time series of values of gradient.

Examples

vdownprob(V2p(delta = 0.55, kapp = 1.2), c(0, 0.25, 0.5, 0.75, 1))