vgradient {tscopula}

Calculate gradient of v-transform

Description

Calculate gradient of v-transform

Usage

vgradient(x, u)

Arguments

x

an object of class Vtransform.

u

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

Value

A vector or time series of values of gradient.

Examples

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