Frechet {VGAM} | R Documentation |
Density, distribution function, quantile function and random generation for the three parameter Frechet distribution.
dfrechet(x, location=0, scale=1, shape) pfrechet(q, location=0, scale=1, shape) qfrechet(p, location=0, scale=1, shape) rfrechet(n, location=0, scale=1, shape)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. Must be a positive integer of length 1. |
location, scale, shape |
the location parameter a, scale parameter b, and shape parameter s. |
See frechet2
and frechet3
, the VGAM
family functions for estimating the 2 (without location parameter) and
3 parameters 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
Castillo, E., Hadi, A. S., Balakrishnan, N. Sarabia, J. S. (2005) Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, N.J.: Wiley-Interscience.
## Not run: shape = 5 x = seq(-0.1, 3.5, len=100) plot(x, dfrechet(x, shape=shape), type="l", ylab="", las=1, main="Frechet density divided into 10 equal areas; red=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="red") ## End(Not run)