init_params_full {STCCGEV} | R Documentation |
Initial Parameters for 2D Pseudo-Loglikelihood Estimation
Description
Initial Parameters for 2D Pseudo-Loglikelihood Estimation
Usage
init_params_full
Format
A numeric vector of length (2+M+4*D*M)
where:
- omega
Baseline autoregressive coefficient.
- alpha
Parameter controlling variance.
- gamma1, gamma2, gamma3
Coefficients related to external factors.
- phi_gev
AR(1) coefficient for GEV.
- sigma_mu
Std dev of innovations for AR(1) process for GEV.
- sigma_gev
GEV scale parameter for GEV.
- xi_gev
GEV shape parameter for GEV.
[Package STCCGEV version 1.0.0 Index]