Frechet: The Frechet Distribution

Description

Density, distribution function, quantile function and random generation for the three parameter Frechet distribution.

Usage

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)

Value

dfrechet gives the density,

pfrechet gives the distribution function,

qfrechet gives the quantile function, and

rfrechet generates random deviates.

Arguments

x, q: vector of quantiles.
p: vector of probabilities.
n: number of observations. Passed into runif.
location, scale, shape: the location parameter $a$ , scale parameter $b$ , and shape parameter $s$ .
log: Logical. If log = TRUE then the logarithm of the density is returned.
lower.tail, log.p: Same meaning as in punif or qunif.

Author

T. W. Yee and Kai Huang

Details

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.

References

Castillo, E., Hadi, A. S., Balakrishnan, N. and Sarabia, J. S. (2005). Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, NJ, USA: Wiley-Interscience.

Examples

Run this code

if (FALSE)  shape <- 5
x <- seq(-0.1, 3.5, length = 401)
plot(x, dfrechet(x, shape = shape), type = "l", ylab = "",
  main = "Frechet density divided into 10 equal areas",
  sub = "Orange = CDF", las = 1)
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 = 2, lty = 2, type = "h")
lines(x, pfrechet(q = x, shape = shape), col = "orange")

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