excessProb.nl {BMAmevt} | R Documentation |
Posterior distribution the probability of joint threshold excess, in the NL model.
excessProb.nl( post.sample, from = NULL, to = NULL, thin = 100, thres = rep(100, 3), known.par = FALSE, true.par, displ = FALSE )
post.sample |
The posterior sample, as returned by |
from |
Integer or |
to |
Integer or |
thin |
Thinning interval. |
thres |
a positive vector of size three. |
known.par |
logical. Is the true parameter known ? |
true.par |
The true parameter, only used if |
displ |
logical. Should a plot be produced ? |
A list made of
The output of posteriorMean
called with FUN=excessProb.condit.nl
.
The posterior mean of the excess probability
The standard deviation of the mean estimator
The standard deviation of the excess probability, in the posterior sample.
The lower 0.1 quantile of the empirical posterior distribution of the excess probability
The upper 0.1 quantile of the empirical posterior distribution of the excess probability
NULL
if known.par=FALSE
, otherwise the excess probability in the true model.