The Frechet Distribution
Density, distribution function, quantile function and random generation for the three parameter Frechet distribution.
dfrechet(x, location = 0, scale = 1, shape, log = FALSE)
pfrechet(q, location = 0, scale = 1, shape,
lower.tail = TRUE, log.p = FALSE)
qfrechet(p, location = 0, scale = 1, shape,
lower.tail = TRUE, log.p = FALSE)
rfrechet(n, location = 0, scale = 1, shape)x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations.
Passed into |
location, scale, shape |
the location parameter a, scale parameter b, and shape parameter s. |
log |
Logical.
If |
lower.tail, log.p |
See frechet, the VGAM
family function for estimating the 2 parameters (without location
parameter) by maximum likelihood estimation, for the formula
of the probability density function and range restrictions on
the parameters.
dfrechet gives the density,
pfrechet gives the distribution function,
qfrechet gives the quantile function, and
rfrechet generates random deviates.
T. W. Yee and Kai Huang
Castillo, E., Hadi, A. S., Balakrishnan, N. Sarabia, J. S. (2005). Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, NJ, USA: Wiley-Interscience.
## Not run: shape <- 5
x <- seq(-0.1, 3.5, length = 401)
plot(x, dfrechet(x, shape = shape), type = "l", ylab = "", las = 1,
main = "Frechet density divided into 10 equal areas; orange = cdf")
abline(h = 0, col = "blue", lty = 2)
qq <- qfrechet(seq(0.1, 0.9, by = 0.1), shape = shape)
lines(qq, dfrechet(qq, shape = shape), col = "purple", lty = 3, type = "h")
lines(x, pfrechet(q = x, shape = shape), col = "orange")
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.