init_params_full: Initial Parameters for 2D Pseudo-Loglikelihood Estimation

init_params_fullR Documentation

Initial Parameters for 2D Pseudo-Loglikelihood Estimation

Description

Initial Parameters for 2D Pseudo-Loglikelihood Estimation

Usage

init_params_full

Format

A numeric vector of length (2+M+4*D*M) where:

omega

Baseline autoregressive coefficient.

alpha

Parameter controlling variance.

gamma1, gamma2, gamma3

Coefficients related to external factors.

phi_gev

AR(1) coefficient for GEV.

sigma_mu

Std dev of innovations for AR(1) process for GEV.

sigma_gev

GEV scale parameter for GEV.

xi_gev

GEV shape parameter for GEV.


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