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

Description Usage Arguments Value

View source: R/excessProb.condit.dm.r

Description

simple MC integration on the simplex.

Usage

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  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 May 17, 2018, 12:16 p.m.