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

Description Usage Arguments Value

Description

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

Usage

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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


lbelzile/BMAmevt documentation built on June 13, 2019, 12:43 p.m.