frechet.mle: Fréchet MLE

In distributionsrd: Distribution Fitting and Evaluation

Description

Maximum likelihood estimation of the coefficients of the Fréchet distribution

Usage

frechet.mle(
  x,
  weights = NULL,
  start = c(shape = 1.5, scale = 0.5),
  lower = c(1e-10, 1e-10),
  upper = c(Inf, Inf)
)

Arguments

x	data vector
weights	numeric vector for weighted MLE, should have the same length as data vector x
start	named vector with starting values, default to c(shape=1.5,scale=0.5)
lower, upper	Lower and upper bounds to the estimated shape parameter, defaults to 1e-10 and Inf respectively

Value

Returns a named list containing a

coefficients

Named vector of coefficients

convergence

logical indicator of convergence

n

Length of the fitted data vector

np

Nr. of coefficients

x = rfrechet(1e3)

## Pareto fit with xmin set to the minium of the sample frechet.mle(x=x)

distributionsrd documentation built on July 1, 2020, 10:21 p.m.