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BMAmevt (version 1.0.5)

excessProb.condit.dm: 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
)

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

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 ?