dynamic.theta.frank: Compute Dynamic Frank Copula Parameter
In STCCGEV: Conditional Copula Model for Crop Yield Forecasting
View source: R/dynamic.theta.frank.R
dynamic.theta.frank R Documentation
Compute Dynamic Frank Copula Parameter
Description
Computes the Frank copula parameter dynamically based on lagged values and covariates.
Usage
dynamic.theta.frank(params, lagged_theta, X_t)
Arguments
params
Numeric vector of parameters: omega, alpha, and gamma coefficients.
lagged_theta
Numeric, the previous theta value.
X_t
Numeric vector or matrix of covariates at time t.
Value
Numeric, estimated dynamic Frank copula parameter.
STCCGEV documentation built on April 4, 2025, 1:50 a.m.
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View source: R/dynamic.theta.frank.R
| dynamic.theta.frank | R Documentation |
Compute Dynamic Frank Copula Parameter
Description
Computes the Frank copula parameter dynamically based on lagged values and covariates.
Usage
dynamic.theta.frank(params, lagged_theta, X_t)
Arguments
params |
Numeric vector of parameters: omega, alpha, and gamma coefficients. |
lagged_theta |
Numeric, the previous theta value. |
X_t |
Numeric vector or matrix of covariates at time t. |
Value
Numeric, estimated dynamic Frank copula parameter.
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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