simulation_generalized {STCCGEV} | R Documentation |
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. |