excessProb.condit.nl

Probability of joint threshold excess in the NL model

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Leo Belzile

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral
Measure

Anne Sabourin

excessProb.condit.nl function

<dl><dt>par</dt>
<dd>The Nested logistic parameter: of length four.</dd>
<dt>thres</dt>
<dd>a positive vector of size three.</dd></dl>

Arguments

Probability of joint threshold excess in the NL model — excessProb.condit.nl

<dl>

<dt>par</dt>
<dd>The Nested logistic parameter: of length four.</dd>


<dt>thres</dt>
<dd>a positive vector of size three.</dd>

</dl>

excessProb.condit.nl: Probability of joint threshold excess in the NL model

Description

Usage

Value

Arguments