log_likelihood_Generalized

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

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

log_likelihood_Generalized function

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

Arguments

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

<dl>

<dt>params</dt>
<dd>Numeric vector of model parameters, including copula parameters
(omega, alpha, gamma) and GEV distribution parameters.</dd>


<dt>U</dt>
<dd>Numeric matrix (n_train x D), pseudo-observations for the copula.</dd>


<dt>Z</dt>
<dd>Numeric array (n_train x D x M), observed data for each margin and sub-feature.</dd>


<dt>X</dt>
<dd>Numeric matrix (n_train x M), risk factors for the dynamic copula parameter.</dd>


<dt>copula</dt>
<dd>Character, specifying the copula type: "Clayton", "Frank",
"Gumbel", "Joe", or "Gaussian".</dd>

</dl>

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

Description

Usage

Value

Arguments

Examples