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

In lbelzile/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

lbelzile/BMAmevt documentation built on April 28, 2023, 2:29 p.m.