dynamic.rho

Computes the time-varying correlation parameter (rho) for a Gaussian copula.

Provides functions to model and forecast crop yields using a spatial temporal conditional copula approach.
The package incorporates extreme weather covariates and Bayesian Structural Time Series models to analyze crop
yield dependencies across multiple regions. Includes tools for fitting, simulating, and visualizing results.
This method build upon established R packages, including 'Hofert' 'et' 'al'. (2025) <doi:10.32614/CRAN.package.copula>,
'Scott' (2024) <doi:10.32614/CRAN.package.bsts>, and 'Stephenson' 'et' 'al'. (2024) <doi:10.32614/CRAN.package.evd>.

Yongkun Li

STCCGEV

Conditional Copula Model for Crop Yield Forecasting

Marie Michaelides

Mélina Mailhot

dynamic.rho function

<dl><dt>params</dt>
<dd>Numeric vector of parameters: omega, alpha, and gamma coefficients.</dd>
<dt>lagged_rho</dt>
<dd>Numeric, the previous rho value.</dd>
<dt>X_t</dt>
<dd>Numeric vector or matrix of covariates at time t.</dd></dl>

Arguments

Compute Dynamic Gaussian Copula Correlation Parameter (rho) — dynamic.rho

<dl>

<dt>params</dt>
<dd>Numeric vector of parameters: omega, alpha, and gamma coefficients.</dd>


<dt>lagged_rho</dt>
<dd>Numeric, the previous rho value.</dd>


<dt>X_t</dt>
<dd>Numeric vector or matrix of covariates at time t.</dd>

</dl>

dynamic.rho: Compute Dynamic Gaussian Copula Correlation Parameter (rho)

Description

Usage

Value

Arguments