Runuran (version 0.40)

udfrechet: UNU.RAN object for Frechet distribution

Description

Create UNU.RAN object for a Frechet (Extreme value type II) distribution with shape parameter shape, location parameter location and scale parameter scale.

[Distribution] -- Frechet (Extreme value type II).

Usage

udfrechet(shape, location=0, scale=1, lb=location, ub=Inf)

Value

An object of class "unuran.cont".

Arguments

shape

(strictly positive) shape parameter.

location

location parameter.

scale

(strictly positive) scale parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann .

Details

The Frechet distribution function with shape \(k\), location \(l\) and scale \(s\) is $$ F(x) = \exp(-(\frac{x-l}{s})^{-k}) $$ for \(x \ge l\).

The domain of the distribution can be truncated to the interval (lb,ub).

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 22, p. 2.

See Also

unuran.cont.

Examples

## Create distribution object for Frechet distribution
distr <- udfrechet(shape=2)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)