excessProb.condit.dm: Probability of joint threshold exceedance, in the Dirichlet...

In BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Probability of joint threshold exceedance, in the Dirichlet Mixture model, given a DM parameter.

Description

simple MC integration on the simplex.

Usage

excessProb.condit.dm(
  N = 100,
  par = get("dm.expar.D3k3"),
  thres = rep(100, 3),
  plot = FALSE,
  add = FALSE
)

Arguments

N	The number of MC iterations to be performed
par	the DM parameter, as a list
thres	the multivariate threshold
plot	logical: should convergence diagnostic plots be issued ?
add	logical: should the plot be added to a current one ?

Value

a list made of

mean

the mean estimate from the MC sample

esterr

the estimated standard deviation of the estimator

estsd

The estimated standard deviation of the MC sample

BMAmevt documentation built on April 21, 2023, 9:07 a.m.