excessProb.condit.nl: Probability of joint threshold excess in the NL model

View source: R/excessProb.nl.r

excessProb.condit.nlR Documentation

Probability of joint threshold excess in the NL model

Description

Probability of joint threshold excess in the NL model

Usage

excessProb.condit.nl(par = c(0.3, 0.4, 0.5, 0.6), thres = rep(100, 3))

Arguments

par

The Nested logistic parameter: of length four.

thres

a positive vector of size three.

Value

The approximate probability of joint excess, valid when at least one coordinate of thres is large


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