excessProb.condit.pb {BMAmevt} | R Documentation |
Simple MC integration on the simplex for joint excess probability, in the PB model.
excessProb.condit.pb(par = c(0.8, 1, 2, 3), thres = rep(500, 5), precision = 0.1, Nmin = 200, displ = FALSE, add = FALSE)
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 ? |
a list made of
The mean estimate from the MC sample
The estimated standard deviation of the estimator
The estimated standard deviation of the MC sample