vinverse {tscopula}

Calculate inverse of v-transform

Description

If the Vtransform object is also a VtransformI object (an invertible v-transform) then the analytical inverse is used. Otherwise an inverse is found by numerical root finding with uniroot.

Usage

vinverse(x, v, tol = .Machine$double.eps^0.75)

Arguments

x

an object ofc lass Vtransform.

v

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

tol

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

Value

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

Examples

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