Conditional Copula Model for Crop Yield Forecasting


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Documentation for package ‘STCCGEV’ version 1.0.0

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clayton.theta Compute Clayton Copula Parameter from Kendall's Tau
copula_list Supported copula types
cropyields_covariates Data of the article "Probabilistic Crop Yields Forecasts With Spatio-Temporal Conditional Copula Using Extreme Weather Covariates"
dynamic.rho Compute Dynamic Gaussian Copula Correlation Parameter (rho)
dynamic.theta.clayton Compute Dynamic Clayton Copula Parameter
dynamic.theta.frank Compute Dynamic Frank Copula Parameter
dynamic.theta.gumbel Compute Dynamic Gumbel Copula Parameter
dynamic.theta.joe Compute Dynamic Joe Copula Parameter
fit_bsts Fit a Bayesian Structural Time Series (BSTS) Model
frank.theta Compute Frank Copula Parameter from Kendall's Tau
GH.theta Compute Gumbel Copula Parameter from Kendall's Tau
init_params_full Initial Parameters for 2D Pseudo-Loglikelihood Estimation
init_params_full_G Initial Parameters for 2D Pseudo-Loglikelihood-Generalized Estimation
init_params_noGEV Initial Parameters for 2D Pseudo-Loglikelihood Estimation without GEV models for covariates
joe.theta Compute Joe Copula Parameter from Kendall's Tau
log_likelihood_Generalized Compute Log-Likelihood for a Generalized Dynamic Copula-GEV Model
log_likelihood_generalized_2d Generalized Log-Likelihood Function for 2D Copula-GEV Model
log_likelihood_noGEV Compute Log-Likelihood for a Generalized Dynamic Copula Model without GEV covariates
medoid_names list containing Dufferin and Wellington
n_test 19
n_train 54
plot_forecast Plot Observed Data and BSTS Forecast
plot_forecast_compare Compare Forecasts from Two Models
simul.fun.noGEV Simulate Multivariate Crop Yield Data Using a Generalized Copula-BSTS Model Without GEV Covariates
simulation_generalized Simulate Multivariate Crop Yield Data Using a Generalized Copula-GEV-BSTS Model
simul_fun_generalized_2d A Special Case of simulation_generalized in 2 Dimensions
time_all 1950-2022
time_test 2004-2022
time_train 1950-2003
uu Pseudo-Observations of BSTS Residuals for Crop Yield Forecasting
xx_all Maximized Covariates Matrix for Crop Yield Forecasting
xx_test Maximized Covariates Matrix for Crop Yield Forecasting
xx_train Maximized Covariates Matrix for Crop Yield Forecasting
yy_all Crop Yield Data
yy_test Crop Yield Data for Testing in BSTS Models
yy_train Crop Yield Data for Training in BSTS Models
zz_all Standardized Covariates Array for Crop Yield Forecasting
zz_test Standardized Covariates Array for Crop Yield Forecasting
zz_train Standardized Covariates Array for Crop Yield Forecasting