frechet: The Frechet Distribution

In evd: Functions for Extreme Value Distributions

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 \code{loc} = a, \code{scale} = b and \code{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.

See Also

rgev, rgumbel, rrweibull

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

evd documentation built on Sept. 21, 2024, 9:06 a.m.