View source: R/dynamic.theta.gumbel.R
dynamic.theta.gumbel | R Documentation |
Computes the Gumbel copula parameter dynamically based on lagged values and covariates.
dynamic.theta.gumbel(params, lagged_theta, X_t)
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. |
Numeric, estimated dynamic Gumbel copula parameter.
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