evd: frechet – R documentation

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frechet

The Frechet Distribution

Description

Density function, distribution function, quantile function and random generation for the Frechet distribution with location, scale and shape parameters.

Usage

dfrechet(x, loc=0, scale=1, shape=1, log = FALSE) 
pfrechet(q, loc=0, scale=1, shape=1, lower.tail = TRUE) 
qfrechet(p, loc=0, scale=1, shape=1, lower.tail = TRUE)
rfrechet(n, loc=0, scale=1, shape=1)

Arguments

`x, q`	Vector of quantiles.
`p`	Vector of probabilities.
`n`	Number of observations.
`loc, scale, shape`	Location, scale and shape parameters (can be given as vectors).
`log`	Logical; if `TRUE`, the log density is returned.
`lower.tail`	Logical; if `TRUE` (default), probabilities are P[X <= x], otherwise, P[X > x]

Details

The Frechet distribution function with parameters \code{loc} = a, \code{scale} = b and \code{shape} = s is

G(x) = exp{-[(z-a)/b]^(-s)}

for z > a and zero otherwise, where b > 0 and s > 0.

Value

dfrechet gives the density function, pfrechet gives the distribution function, qfrechet gives the quantile function, and rfrechet generates random deviates.

Examples

dfrechet(2:4, 1, 0.5, 0.8)
pfrechet(2:4, 1, 0.5, 0.8)
qfrechet(seq(0.9, 0.6, -0.1), 2, 0.5, 0.8)
rfrechet(6, 1, 0.5, 0.8)
p <- (1:9)/10
pfrechet(qfrechet(p, 1, 2, 0.8), 1, 2, 0.8)
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

evd

Functions for Extreme Value Distributions

v2.3-3

GPL-3

Authors

Alec Stephenson. Function fbvpot by Chris Ferro.

Initial release

2018-04-25