Transforms GEV data to unit Frechet ones and vice versa
The data to be transformed to unit Frechet or ordinary GEV margins
The location, scale and shape parameters of the GEV.
If Y is a random variable with a GEV distribution with location μ, scale σ and shape ξ. Then,
Z = [1 + ξ (Y - μ) / σ]_+^(1/ξ)
is unit Frechet distributed - where x_+ = max(0, x).
If Z is a unit Frechet random variable. Then,
Y = μ + σ (Z_+^(ξ) - 1) / ξ
is unit GEV distributed with location, scale and shape parameters equal to μ, σ and ξ respectively.
Returns a numeric vector with the same length of
1 2 3 4 5
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