dbgpd_region: internal
In mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)

Description Usage Arguments Details Value Note Author(s) References See Also Examples

internal use only

1	dbgpd_region(x, y, z, quant = c(0.95, 0.9, 0.75), ...)

`x`
`y`
`z`
`quant`
`...`

internal use only

P. Rakonczai

internal use only

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y, z, quant = c(0.95, 0.9, 0.75), ...) 
{
    prec = 1000
    sq = (x[2] - x[1]) * (y[2] - y[1])
    one = sum(z) * sq
    level = seq(quantile(z, 0.4, na.rm = TRUE), quantile(z, 0.9995, 
        na.rm = TRUE), length.out = prec)
    numint = rep(0, prec)
    levelf = function(l) sum(z[z > l]) * sq
    numint = sapply(level, levelf)/one
    nq = rep(0, length(quant))
    for (i in 1:length(quant)) nq[i] = level[numint <= quant[i]][1]
    out = list(one, quant, nq, x, y, z)
    names(out) = c("one", "prob", "q", "x", "y", "z")
    out
  }