dynamic.theta.gumbel: Compute Dynamic Gumbel Copula Parameter

View source: R/dynamic.theta.gumbel.R

dynamic.theta.gumbelR Documentation

Compute Dynamic Gumbel Copula Parameter

Description

Computes the Gumbel copula parameter dynamically based on lagged values and covariates.

Usage

dynamic.theta.gumbel(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 Gumbel copula parameter.


STCCGEV documentation built on April 4, 2025, 1:50 a.m.