# gev2frech: Transforms GEV data to unit Frechet ones and vice versa In SpatialExtremes: Modelling Spatial Extremes

## Description

Transforms GEV data to unit Frechet ones and vice versa

## Usage

 ```1 2``` ```gev2frech(x, loc, scale, shape, emp = FALSE) frech2gev(x, loc, scale, shape) ```

## Arguments

 `x` The data to be transformed to unit Frechet or ordinary GEV margins `loc, scale, shape` The location, scale and shape parameters of the GEV. `emp` Logical. If `TRUE`, data are transformed to unit Frechet margins using the empirical CDF.

## Details

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.

## Value

Returns a numeric vector with the same length of `x`

Mathieu Ribatet

## Examples

 ```1 2 3 4 5``` ```x <- c(2.2975896, 1.6448808, 1.3323833, -0.4464904, 2.2737603, -0.2581876, 9.5184398, -0.5899699, 0.4974283, -0.8152157) y <- gev2frech(x, 1, 2, .2) y frech2gev(y, 1, 2, .2) ```

SpatialExtremes documentation built on Jan. 5, 2018, 5:04 p.m.