Random generation for the Frechet distribution with parameters mu, sigma and alpha.
This generator is called by function gensample to create random variables based on its parameters.
Arguments
Details
If mu, sigma and alpha are not specified they assume the default values of 0, 1 and 1, respectively.
The Frechet distribution with parameters mu = \(\mu\), sigma = \(\sigma\) and alpha = \(\alpha\) has density:
$$ frac{\alpha}{\sigma}\left(\frac{x-\mu}{\sigma}\right)_{+}^{-\alpha-1}\exp\left\{-\left(\frac{x-\mu}{\sigma}\right)^{-\alpha}\right\} $$
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A
Reproducible Research Tool to Ease Monte Carlo Power Simulation
Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1--42. doi:10.18637/jss.v069.i03