dynamic.rho: Compute Dynamic Gaussian Copula Correlation Parameter (rho)
In STCCGEV: Conditional Copula Model for Crop Yield Forecasting
dynamic.rho R Documentation
Compute Dynamic Gaussian Copula Correlation Parameter (rho)
Description
Computes the time-varying correlation parameter (rho) for a Gaussian copula.
Usage
dynamic.rho(params, lagged_rho, X_t)
Arguments
params
Numeric vector of parameters: omega, alpha, and gamma coefficients.
lagged_rho
Numeric, the previous rho value.
X_t
Numeric vector or matrix of covariates at time t.
Value
Numeric, estimated dynamic Gaussian copula correlation.
STCCGEV documentation built on April 4, 2025, 1:50 a.m.
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| dynamic.rho | R Documentation |
Compute Dynamic Gaussian Copula Correlation Parameter (rho)
Description
Computes the time-varying correlation parameter (rho) for a Gaussian copula.
Usage
dynamic.rho(params, lagged_rho, X_t)
Arguments
params |
Numeric vector of parameters: omega, alpha, and gamma coefficients. |
lagged_rho |
Numeric, the previous rho value. |
X_t |
Numeric vector or matrix of covariates at time t. |
Value
Numeric, estimated dynamic Gaussian copula correlation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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