excessProb.nl {BMAmevt}R Documentation

Posterior distribution the probability of joint threshold excess, in the NL model.

Description

Posterior distribution the probability of joint threshold excess, in the NL model.

Usage

excessProb.nl(
  post.sample,
  from = NULL,
  to = NULL,
  thin = 100,
  thres = rep(100, 3),
  known.par = FALSE,
  true.par,
  displ = FALSE
)

Arguments

post.sample

The posterior sample, as returned by posteriorMCMC

from

Integer or NULL. If NULL, the default value is used. Otherwise, should be greater than post.sample$Nbin. Indicates the index where the averaging process should start. Default to post.sample$Nbin +1

to

Integer or NULL. If NULL, the default value is used. Otherwise, must be lower than Nsim+1. Indicates where the averaging process should stop. Default to post.sample$Nsim.

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 known.par=TRUE

displ

logical. Should a plot be produced ?

Value

A list made of

whole

The output of posteriorMean called with FUN=excessProb.condit.nl.

mean

The posterior mean of the excess probability

esterr

The standard deviation of the mean estimator

estsd

The standard deviation of the excess probability, in the posterior sample.

lowquant

The lower 0.1 quantile of the empirical posterior distribution of the excess probability

upquant

The upper 0.1 quantile of the empirical posterior distribution of the excess probability

true

NULL if known.par=FALSE, otherwise the excess probability in the true model.


[Package BMAmevt version 1.0.4 Index]