simulation_generalized: Simulate Multivariate Crop Yield Data Using a Generalized...

In STCCGEV: Conditional Copula Model for Crop Yield Forecasting

Simulate Multivariate Crop Yield Data Using a Generalized Copula-GEV-BSTS Model

Description

This function simulates multivariate crop yield data using a time-varying copula combined with Generalized Extreme Value (GEV) margins and Bayesian Structural Time Series (BSTS) models.

Usage

simulation_generalized(
  nsim = 100,
  n_train,
  n_test,
  copula,
  init_params,
  fn,
  U_train,
  Z_train,
  X,
  Y_test,
  BSTS_list
)

Arguments

nsim	Integer, number of simulation replications.
n_train	Integer, number of training observations.
n_test	Integer, number of test observations.
copula	Character, specifying the copula type: "Clayton", "Frank", "Gumbel", "Joe", or "Gaussian".
init_params	Numeric vector, initial parameter values for optimization.
fn	Function, log-likelihood function for parameter estimation.
U_train	Numeric matrix (n_train x D), pseudo-observations for the copula.
Z_train	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.
Y_test	Numeric matrix (n_test x D), true future values for MSE calculation.
BSTS_list	List of length D, each element is a BSTS model for a different margin.

Value

A list containing:

optim_results	Results from the optimization process.
theta_sim	Simulated copula parameters across replications.
Y_sim	Simulated final BSTS-based forecasts.
MSE	Mean squared error for each simulation run.

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