This is an adaptation of the evir package interpret.gpdbiv function.
interpret.fbvpot was adapted to deal with the output of a call to
fbvpot from the evd and to handle families other than the logistic distribution.
The likelihood derivation comes from expression 2.10 in Smith et al. (1997).
Usage
ibvpot(fitted, q, silent = FALSE)
Arguments
fitted
the output of fbvpot or a list. See Details.
q
a vector of quantiles to consider, on the data scale. Must be greater than the thresholds.
silent
boolean; whether to print the interpretation of the result. Default to FALSE.
Details
The list fitted must contain
model a string; see bvevd for options
param a named vector containing the parameters of the model, as well as parameters
scale1, shape1,scale2 and shape2, corresponding to marginal GPD parameters.
threshold a vector of length 2 containing the two thresholds.
pat the proportion of observations above the corresponding threshold
Value
an invisible numeric vector containing marginal, joint and conditional exceedance probabilities.
Author(s)
Leo Belzile, adapting original S code by Alexander McNeil
References
Smith, Tawn and Coles (1997), Markov chain models for threshold exceedances. Biometrika,
84(2), 249–268.
providing 
.