Frechet: The Frechet Distribution

FrechetR Documentation

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 loc = a, scale = b and shape = s is

G(z) = \exp\left\{-\left(\frac{z-a}{b}\right)^{-s} \right\}

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.

Author(s)

Alec Stephenson <alec_stephenson@hotmail.com>

See Also

rGenExtrVal, rGumbel, rRevWeibull

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

DescTools documentation built on Sept. 26, 2024, 1:07 a.m.