excessProb.condit.pb {BMAmevt}R Documentation

Estimates the probability of joint excess, given a PB parameter.

Description

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

Usage

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


[Package BMAmevt version 1.0.3 Index]