excessProb.condit.nl {BMAmevt} | R Documentation |
Probability of joint threshold excess in the NL model
excessProb.condit.nl(par = c(0.3, 0.4, 0.5, 0.6), thres = rep(100, 3))
par |
The Nested logistic parameter: of length four. |
thres |
a positive vector of size three. |
The approximate probability of joint excess, valid when at least one coordinate of thres
is large