R/Ppermest_opt.R

In TBEST: Tree Branches Evaluated Statistically for Tightness

Ppermest_opt<-function(x,y,alpha,method,Nexcmax,Z){
    y<-sort(y,decreasing=T)
    N<-length(y)
    M<-sum(y>=x)
    Nexcmax<-min(Nexcmax,N/4)    
    if(M>=10){
        myP<-(M+1)/(N+2)
        Pci<-c(NA,NA)
        k<-1
    }
    if(M<10){
    	Nexcvec<-sort(seq(10,Nexcmax,by=10),decreasing=T)
        LNV<-length(Nexcvec)
        p<-1
        myP<-NA
        Pci<-c(NA,NA)
        k<-NA
        while (class(myP)=="logical"&p<=LNV){
	    Nexc<-Nexcvec[p]
            iter<-Pgpd(y,x,N,Nexc,method,alpha,Z)
            myP<-iter[[1]]
	    Pci<-iter[[2]]
            k<-iter[[3]]
            p<-p+1
        }
    }
    return(list(myP,Pci,k))
}