excessProb.condit.nl {BMAmevt}

R Documentation

Probability of joint threshold excess in the NL model

Description

Probability of joint threshold excess in the NL model

Usage

excessProb.condit.nl(par = c(0.3, 0.4, 0.5, 0.6), thres = rep(100, 3))

Arguments

par	The Nested logistic parameter: of length four.
thres	a positive vector of size three.

Value

The approximate probability of joint excess, valid when at least one coordinate of thres is large

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