log_likelihood_Generalized: Compute Log-Likelihood for a Generalized Dynamic Copula-GEV...

In STCCGEV: Conditional Copula Model for Crop Yield Forecasting

Compute Log-Likelihood for a Generalized Dynamic Copula-GEV Model

Description

Computes the log-likelihood for a time-varying copula model combined with Generalized Extreme Value (GEV) margins.

Usage

log_likelihood_Generalized(params, U, Z, X, copula)

Arguments

params	Numeric vector of model parameters, including copula parameters (omega, alpha, gamma) and GEV distribution parameters.
U	Numeric matrix (n_train x D), pseudo-observations for the copula.
Z	Numeric array (n_train x D x M), observed data for each margin and sub-feature.
X	Numeric matrix (n_train x M), risk factors for the dynamic copula parameter.
copula	Character, specifying the copula type: "Clayton", "Frank", "Gumbel", "Joe", or "Gaussian".

Value

Numeric, negative log-likelihood value.

Examples

test_ll <- log_likelihood_Generalized(init_params_full_G,uu,
                      zz_train,xx_train,"Gaussian")

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