excessProb.condit.pb: Estimates the probability of joint excess, given a PB...

View source: R/excessProb.pb.r

excessProb.condit.pbR Documentation

Estimates the probability of joint excess, given a PB parameter.

Description

Simple MC integration on the simplex for joint excess probability, in the PB model.

Usage

excessProb.condit.pb(
  par = c(0.8, 1, 2, 3),
  thres = rep(500, 5),
  precision = 0.1,
  Nmin = 200,
  displ = FALSE,
  add = FALSE
)

Arguments

par

the DM parameter, as a list

thres

the multivariate threshold

precision

The desired relative precision of the estimate.

Nmin

The number of MC iterations to be performed

displ

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.