log_likelihood_noGEV: Compute Log-Likelihood for a Generalized Dynamic Copula Model...

In STCCGEV: Conditional Copula Model for Crop Yield Forecasting

Compute Log-Likelihood for a Generalized Dynamic Copula Model without GEV covariates

Description

Computes the log-likelihood for a time-varying copula model.

Usage

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

Arguments

params	Numeric vector of model parameters, including copula parameters (omega, alpha, gamma).
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_noGEV <- log_likelihood_noGEV(init_params_noGEV,uu,
                      zz_train,x_train,"Gaussian")

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