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#' Waic
#' @inherit manwaic return
#' @inheritParams manf
frechet_p2k1_waic=function(waicscores,x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kloc,
lddi,lddd,lambdad,aderivs){
if(waicscores){
if(aderivs){
f1f=frechet_p2k1_f1fa(x,t,v1hat,v2hat,v3hat,kloc=kloc)
f2f=frechet_p2k1_f2fa(x,t,v1hat,v2hat,v3hat,kloc=kloc)
} else {
f1f=frechet_p2k1_f1f(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
f2f=frechet_p2k1_f2f(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
}
fhatx=dfrechet_p2k1(x,t,ymn=v1hat,slope=v2hat,lambda=v3hat,log=FALSE,kloc=kloc)
waic=make_waic(x,fhatx,lddi,lddd,f1f,lambdad,f2f,dim=3)
waic1=waic$waic1
waic2=waic$waic2
}else{
waic1="extras not selected"
waic2="extras not selected"
}
list(waic1=waic1,waic2=waic2)
}
#' Predicted Parameter and Generalized Residuals
#' @inherit manpredictor return
#' @inheritParams manf
frechet_p2k1_predictordata=function(predictordata,x,t,t0,params,kloc){
if(predictordata){
#
# calculate the probabilities of the data using the fited model
#
a=params[1]
b=params[2]
s=params[3]
sg=exp(a+b*t)
px=pfrechet(x,mu=kloc,sigma=sg,lambda=s)
#
# calculate the quantiles for those probabilities at t0
#
sg0=exp(a+b*t0)
qx=qfrechet(px,mu=kloc,sigma=sg0,lambda=s)
} else{
predictedparameter="predictordata not selected"
adjustedx="predictordata not selected"
}
list(predictedparameter=sg,adjustedx=qx)
}
#' Logf for RUST
#' @inherit manlogf return
#' @inheritParams manf
frechet_p2k1_logf=function(params,x,t,kloc){
# a=params[1]
# b=params[2]
# s=params[3]
# sg=exp(a+b*t)
# if(s>0){
# logf=sum(dfrechet(x,mu=kloc,sigma=sg,lambda=s,log=TRUE))-log(s)
# }else{
# logf=-Inf
# }
a=params[1]
b=params[2]
s=pmax(params[3],.Machine$double.eps)
sg=exp(a+b*t)
logf=sum(dfrechet(x,mu=kloc,sigma=sg,lambda=s,log=TRUE))-log(s)
return(logf)
}
#' observed log-likelihood function
#' @inherit manloglik return
#' @inheritParams manf
frechet_p2k1_loglik=function(vv,x,t,kloc){
mu=vv[1]+vv[2]*t
loglik=sum(dfrechet(x,mu=kloc,sigma=exp(mu),lambda=max(vv[3],.Machine$double.eps),log=TRUE))
return(loglik)
}
#' Frechet_k1-with-p2 quantile function
#' @inherit manvector return
#' @inheritParams manf
qfrechet_p2k1=function(p,t0,ymn,slope,lambda,kloc){
mu=(ymn+slope*t0)
return(qfrechet(p,mu=kloc,sigma=exp(mu),lambda=lambda))
}
#' Frechet_k1-with-p2 density function
#' @inherit manvector return
#' @inheritParams manf
dfrechet_p2k1=function(x,t0,ymn,slope,lambda,log=FALSE,kloc){
mu=(ymn+slope*t0)
return(dfrechet(x,mu=kloc,sigma=exp(mu),lambda=lambda,log=log))
}
#' Frechet_k1-with-p2 distribution function
#' @inherit manvector return
#' @inheritParams manf
pfrechet_p2k1=function(x,t0,ymn,slope,lambda,kloc){
mu=(ymn+slope*t0)
return(pfrechet(x,mu=kloc,sigma=exp(mu),lambda=lambda))
}
#' One component of the second derivative of the normalized log-likelihood
#' @inherit manlnn return
#' @inheritParams manf
frechet_p2k1_lmn=function(x,t,v1,d1,v2,d2,v3,fd3,kloc,mm,nn){
d3=fd3*v3
net3=matrix(0,3,3)
net4=matrix(0,4,3)
lmn=matrix(0,4)
dd=c(d1,d2,d3)
vv=c(v1,v2,v3)
vvd=matrix(0,3)
nx=length(x)
# different
if(mm!=nn){
net4[,mm]=c(-1,-1,1,1)
net4[,nn]=c(-1,1,-1,1)
for (i in 1:4){
for (j in 1:3){
vvd[j]=vv[j]+net4[i,j]*dd[j]
}
lmn[i]=sum(dfrechet_p2k1(x,t,ymn=vvd[1],slope=vvd[2],lambda=vvd[3],kloc=kloc,log=TRUE))/nx
}
dld=(lmn[1]-lmn[2]-lmn[3]+lmn[4])/(4*dd[mm]*dd[nn])
# same
} else {
net3[,mm]=c(-1,0,1)
for (i in 1:3){
for (j in 1:3){
vvd[j]=vv[j]+net3[i,j]*dd[j]
}
lmn[i]=sum(dfrechet_p2k1(x,t,ymn=vvd[1],slope=vvd[2],lambda=vvd[3],kloc=kloc,log=TRUE))/nx
}
dld=(lmn[1]-2*lmn[2]+lmn[3])/(dd[mm]*dd[mm])
}
return(dld)
}
#' Second derivative matrix of the normalized log-likelihood
#' @inherit manldd return
#' @inheritParams manf
frechet_p2k1_ldd=function(x,t,v1,d1,v2,d2,v3,fd3,kloc){
ldd=matrix(0,3,3)
for (i in 1:3){
for (j in i:3){
ldd[i,j]=frechet_p2k1_lmn(x,t,v1,d1,v2,d2,v3,fd3,kloc,i,j)
}
}
for (i in 3:2){
for (j in 1:(i-1)){
ldd[i,j]=ldd[j,i]
}
}
return(ldd)
}
#' One component of the second derivative of the normalized log-likelihood
#' @inherit manlnnn return
#' @inheritParams manf
frechet_p2k1_lmnp=function(x,t,v1,d1,v2,d2,v3,fd3,kloc,mm,nn,rr){
d3=fd3*v3
net4=matrix(0,4,3)
net6=matrix(0,6,3)
net8=matrix(0,8,3)
lmn=matrix(0,8)
dd=c(d1,d2,d3)
vv=c(v1,v2,v3)
vvd=matrix(0,3)
nx=length(x)
# all diff
if ((mm!=nn)&(nn!=rr)&(rr!=mm)){
net8[,mm]=c(-1,1,-1,1,-1,1,-1,1)
net8[,nn]=c(-1,-1,1,1,-1,-1,1,1)
net8[,rr]=c(-1,-1,-1,-1,1,1,1,1)
for (i in 1:8){
for (j in 1:3){
vvd[j]=vv[j]+net8[i,j]*dd[j]
}
lmn[i]=sum(dfrechet_p2k1(x,t,ymn=vvd[1],slope=vvd[2],lambda=vvd[3],kloc=kloc,log=TRUE))/nx
}
dld1=(lmn[2]-lmn[1])/(2*dd[mm])
dld2=(lmn[4]-lmn[3])/(2*dd[mm])
dld21=(dld2-dld1)/(2*dd[nn])
dld3=(lmn[6]-lmn[5])/(2*dd[mm])
dld4=(lmn[8]-lmn[7])/(2*dd[mm])
dld43=(dld4-dld3)/(2*dd[nn])
dld=(dld43-dld21)/(2*dd[rr])
# all 3 the same
} else if ((mm==nn)&(nn==rr)){
net4[,mm]=c(-2,-1,1,2)
for (i in 1:4){
for (j in 1:3){
vvd[j]=vv[j]+net4[i,j]*dd[j]
}
lmn[i]=sum(dfrechet_p2k1(x,t,ymn=vvd[1],slope=vvd[2],lambda=vvd[3],kloc=kloc,log=TRUE))/nx
}
dld=(-lmn[1]+2*lmn[2]-2*lmn[3]+lmn[4])/(2*dd[mm]*dd[mm]*dd[mm])
} else {
# 2 the same
# mm is the repeated one, nn is the other one
if(mm==nn){m2=mm;n2=rr}
if(mm==rr){m2=mm;n2=nn}
if(nn==rr){m2=nn;n2=mm}
net6[,m2]=c(-1,0,1,-1,0,1)
net6[,n2]=c(-1,-1,-1,1,1,1)
for (i in 1:6){
for (j in 1:3){
vvd[j]=vv[j]+net6[i,j]*dd[j]
}
lmn[i]=sum(dfrechet_p2k1(x,t,ymn=vvd[1],slope=vvd[2],lambda=vvd[3],kloc=kloc,log=TRUE))/nx
}
dld1=(lmn[3]-2*lmn[2]+lmn[1])/(dd[m2]*dd[m2])
dld2=(lmn[6]-2*lmn[5]+lmn[4])/(dd[m2]*dd[m2])
dld=(dld2-dld1)/(2*dd[n2])
}
return(dld)
}
#' Third derivative tensor of the normalized log-likelihood
#' @inherit manlddd return
#' @inheritParams manf
frechet_p2k1_lddd=function(x,t,v1,d1,v2,d2,v3,fd3,kloc){
lddd=array(0,c(3,3,3))
for (i in 1:3){
for (j in i:3){
for (k in j:3){
lddd[i,j,k]=frechet_p2k1_lmnp(x,t,v1,d1,v2,d2,v3,fd3,kloc,i,j,k)
}
}
}
# steves dumb algorithm for filling in the non-unique values
for (i in 1:3){
for (j in 1:3){
for (k in 1:3){
a=c(i,j,k)
b=sort(a)
lddd[a[1],a[2],a[3]]=lddd[b[1],b[2],b[3]]
}
}
}
return(lddd)
}
#' DMGS equation 2.1, f1 term
#' @inherit man1f return
#' @inheritParams manf
frechet_p2k1_f1f=function(y,t0,v1,d1,v2,d2,v3,fd3,kloc){
d3=fd3*v3
# v1 stuff
v1m1=v1-1*d1
v100=v1+0*d1
v1p1=v1+1*d1
# v2 stuff
v2m1=v2-1*d2
v200=v2+0*d2
v2p1=v2+1*d2
# v3 stuff
v3m1=v3-1*d3
v300=v3+0*d3
v3p1=v3+1*d3
# v1 derivatives
F1m1=dfrechet_p2k1(y,t0,ymn=v1m1,slope=v200,lambda=v3,kloc=kloc)
F1p1=dfrechet_p2k1(y,t0,ymn=v1p1,slope=v200,lambda=v3,kloc=kloc)
# v2 derivatives
F2m1=dfrechet_p2k1(y,t0,ymn=v100,slope=v2m1,lambda=v3,kloc=kloc)
F2p1=dfrechet_p2k1(y,t0,ymn=v100,slope=v2p1,lambda=v3,kloc=kloc)
# v3 derivatives
F3m1=dfrechet_p2k1(y,t0,ymn=v100,slope=v200,lambda=v3m1,kloc=kloc)
F3p1=dfrechet_p2k1(y,t0,ymn=v100,slope=v200,lambda=v3p1,kloc=kloc)
f1=matrix(0,3,length(y))
f1[1,]=(F1p1-F1m1)/(2*d1)
f1[2,]=(F2p1-F2m1)/(2*d2)
f1[3,]=(F3p1-F3m1)/(2*d3)
return(f1)
}
#' DMGS equation 2.1, p1 term
#' @inherit man1f return
#' @inheritParams manf
frechet_p2k1_p1f=function(y,t0,v1,d1,v2,d2,v3,fd3,kloc){
d3=fd3*v3
# v1 stuff
v1m1=v1-1*d1
v100=v1+0*d1
v1p1=v1+1*d1
# v2 stuff
v2m1=v2-1*d2
v200=v2+0*d2
v2p1=v2+1*d2
# v3 stuff
v3m1=v3-1*d3
v300=v3+0*d3
v3p1=v3+1*d3
# v1 derivatives
F1m1=pfrechet_p2k1(y,t0,ymn=v1m1,slope=v200,lambda=v3,kloc=kloc)
F1p1=pfrechet_p2k1(y,t0,ymn=v1p1,slope=v200,lambda=v3,kloc=kloc)
# v2 derivatives
F2m1=pfrechet_p2k1(y,t0,ymn=v100,slope=v2m1,lambda=v3,kloc=kloc)
F2p1=pfrechet_p2k1(y,t0,ymn=v100,slope=v2p1,lambda=v3,kloc=kloc)
# v3 derivatives
F3m1=pfrechet_p2k1(y,t0,ymn=v100,slope=v200,lambda=v3m1,kloc=kloc)
F3p1=pfrechet_p2k1(y,t0,ymn=v100,slope=v200,lambda=v3p1,kloc=kloc)
p1=matrix(0,3,length(y))
p1[1,]=(F1p1-F1m1)/(2*d1)
p1[2,]=(F2p1-F2m1)/(2*d2)
p1[3,]=(F3p1-F3m1)/(2*d3)
return(p1)
}
#' DMGS equation 3.3, mu1 term
#' @inherit man1f return
#' @inheritParams manf
frechet_p2k1_mu1f=function(alpha,t0,v1,d1,v2,d2,v3,fd3,kloc){
q00=qfrechet_p2k1((1-alpha),t0,ymn=v1,slope=v2,lambda=v3,kloc=kloc)
d3=fd3*v3
# v1 stuff
v1m1=v1-1*d1
v100=v1+0*d1
v1p1=v1+1*d1
# v2 stuff
v2m1=v2-1*d2
v200=v2+0*d2
v2p1=v2+1*d2
# v3 stuff
v3m1=v3-1*d3
v300=v3+0*d3
v3p1=v3+1*d3
# v1 derivatives
F1m1=pfrechet_p2k1(q00,t0,ymn=v1m1,slope=v200,lambda=v3,kloc=kloc)
F1p1=pfrechet_p2k1(q00,t0,ymn=v1p1,slope=v200,lambda=v3,kloc=kloc)
# v2 derivatives
F2m1=pfrechet_p2k1(q00,t0,ymn=v100,slope=v2m1,lambda=v3,kloc=kloc)
F2p1=pfrechet_p2k1(q00,t0,ymn=v100,slope=v2p1,lambda=v3,kloc=kloc)
# v3 derivatives
F3m1=pfrechet_p2k1(q00,t0,ymn=v100,slope=v200,lambda=v3m1,kloc=kloc)
F3p1=pfrechet_p2k1(q00,t0,ymn=v100,slope=v200,lambda=v3p1,kloc=kloc)
mu1=matrix(0,3,length(alpha))
mu1[1,]=-(F1p1-F1m1)/(2*d1)
mu1[2,]=-(F2p1-F2m1)/(2*d2)
mu1[3,]=-(F3p1-F3m1)/(2*d3)
return(mu1)
}
#' DMGS equation 2.1, f2 term
#' @inherit man2f return
#' @inheritParams manf
frechet_p2k1_f2f=function(y,t0,v1,d1,v2,d2,v3,fd3,kloc){
d3=fd3*v3
# new method
dd=c(d1,d2,d3)
vv=c(v1,v2,v3)
f2=array(0,c(3,3,length(y)))
for (i in 1:3){
for (j in 1:3){
if(i==j){
vvm=vv
vv0=vv
vvp=vv
vvm[i]=vv[i]-dd[i]
vvp[i]=vv[i]+dd[i]
Fm1=dfrechet_p2k1(y,t0,ymn=vvm[1],slope=vvm[2],lambda=vvm[3],kloc=kloc)
F00=dfrechet_p2k1(y,t0,ymn=vv0[1],slope=vv0[2],lambda=vv0[3],kloc=kloc)
Fp1=dfrechet_p2k1(y,t0,ymn=vvp[1],slope=vvp[2],lambda=vvp[3],kloc=kloc)
f2[i,i,]=(Fp1-2*F00+Fm1)/(dd[i]*dd[i])
} else if(i<j) {
vvmm=vv
vvmp=vv
vvpm=vv
vvpp=vv
vvmm[i]=vv[i]-dd[i];vvmm[j]=vv[j]-dd[j]
vvmp[i]=vv[i]-dd[i];vvmp[j]=vv[j]+dd[j]
vvpm[i]=vv[i]+dd[i];vvpm[j]=vv[j]-dd[j]
vvpp[i]=vv[i]+dd[i];vvpp[j]=vv[j]+dd[j]
Fm1m1=dfrechet_p2k1(y,t0,ymn=vvmm[1],slope=vvmm[2],lambda=vvmm[3],kloc=kloc)
Fm1p1=dfrechet_p2k1(y,t0,ymn=vvmp[1],slope=vvmp[2],lambda=vvmp[3],kloc=kloc)
Fp1m1=dfrechet_p2k1(y,t0,ymn=vvpm[1],slope=vvpm[2],lambda=vvpm[3],kloc=kloc)
Fp1p1=dfrechet_p2k1(y,t0,ymn=vvpp[1],slope=vvpp[2],lambda=vvpp[3],kloc=kloc)
f2[i,j,]=(Fp1p1-Fm1p1-Fp1m1+Fm1m1)/(4*dd[i]*dd[j])
f2[j,i,]=f2[i,j,]
}
}
}
return(f2)
}
#' DMGS equation 2.1, p2 term
#' @inherit man2f return
#' @inheritParams manf
frechet_p2k1_p2f=function(y,t0,v1,d1,v2,d2,v3,fd3,kloc){
d3=fd3*v3
# new method
dd=c(d1,d2,d3)
vv=c(v1,v2,v3)
p2=array(0,c(3,3,length(y)))
for (i in 1:3){
for (j in 1:3){
if(i==j){
vvm=vv
vv0=vv
vvp=vv
vvm[i]=vv[i]-dd[i]
vvp[i]=vv[i]+dd[i]
Fm1=pfrechet_p2k1(y,t0,ymn=vvm[1],slope=vvm[2],lambda=vvm[3],kloc=kloc)
F00=pfrechet_p2k1(y,t0,ymn=vv0[1],slope=vv0[2],lambda=vv0[3],kloc=kloc)
Fp1=pfrechet_p2k1(y,t0,ymn=vvp[1],slope=vvp[2],lambda=vvp[3],kloc=kloc)
p2[i,i,]=(Fp1-2*F00+Fm1)/(dd[i]*dd[i])
} else if(i<j) {
vvmm=vv
vvmp=vv
vvpm=vv
vvpp=vv
vvmm[i]=vv[i]-dd[i];vvmm[j]=vv[j]-dd[j]
vvmp[i]=vv[i]-dd[i];vvmp[j]=vv[j]+dd[j]
vvpm[i]=vv[i]+dd[i];vvpm[j]=vv[j]-dd[j]
vvpp[i]=vv[i]+dd[i];vvpp[j]=vv[j]+dd[j]
Fm1m1=pfrechet_p2k1(y,t0,ymn=vvmm[1],slope=vvmm[2],lambda=vvmm[3],kloc=kloc)
Fm1p1=pfrechet_p2k1(y,t0,ymn=vvmp[1],slope=vvmp[2],lambda=vvmp[3],kloc=kloc)
Fp1m1=pfrechet_p2k1(y,t0,ymn=vvpm[1],slope=vvpm[2],lambda=vvpm[3],kloc=kloc)
Fp1p1=pfrechet_p2k1(y,t0,ymn=vvpp[1],slope=vvpp[2],lambda=vvpp[3],kloc=kloc)
p2[i,j,]=(Fp1p1-Fm1p1-Fp1m1+Fm1m1)/(4*dd[i]*dd[j])
p2[j,i,]=p2[i,j,]
}
}
}
return(p2)
}
#' DMGS equation 3.3, mu2 term
#' @inherit man2f return
#' @inheritParams manf
frechet_p2k1_mu2f=function(alpha,t0,v1,d1,v2,d2,v3,fd3,kloc){
q00=qfrechet_p2k1((1-alpha),t0,ymn=v1,slope=v2,lambda=v3,kloc=kloc)
d3=fd3*v3
# new method
dd=c(d1,d2,d3)
vv=c(v1,v2,v3)
mu2=array(0,c(3,3,length(alpha)))
for (i in 1:3){
for (j in 1:3){
if(i==j){
vvm=vv
vv0=vv
vvp=vv
vvm[i]=vv[i]-dd[i]
vvp[i]=vv[i]+dd[i]
Fm1=pfrechet_p2k1(q00,t0,ymn=vvm[1],slope=vvm[2],lambda=vvm[3],kloc=kloc)
F00=pfrechet_p2k1(q00,t0,ymn=vv0[1],slope=vv0[2],lambda=vv0[3],kloc=kloc)
Fp1=pfrechet_p2k1(q00,t0,ymn=vvp[1],slope=vvp[2],lambda=vvp[3],kloc=kloc)
mu2[i,i,]=-(Fp1-2*F00+Fm1)/(dd[i]*dd[i])
} else if(i<j) {
vvmm=vv
vvmp=vv
vvpm=vv
vvpp=vv
vvmm[i]=vv[i]-dd[i];vvmm[j]=vv[j]-dd[j]
vvmp[i]=vv[i]-dd[i];vvmp[j]=vv[j]+dd[j]
vvpm[i]=vv[i]+dd[i];vvpm[j]=vv[j]-dd[j]
vvpp[i]=vv[i]+dd[i];vvpp[j]=vv[j]+dd[j]
Fm1m1=pfrechet_p2k1(q00,t0,ymn=vvmm[1],slope=vvmm[2],lambda=vvmm[3],kloc=kloc)
Fm1p1=pfrechet_p2k1(q00,t0,ymn=vvmp[1],slope=vvmp[2],lambda=vvmp[3],kloc=kloc)
Fp1m1=pfrechet_p2k1(q00,t0,ymn=vvpm[1],slope=vvpm[2],lambda=vvpm[3],kloc=kloc)
Fp1p1=pfrechet_p2k1(q00,t0,ymn=vvpp[1],slope=vvpp[2],lambda=vvpp[3],kloc=kloc)
mu2[i,j,]=-(Fp1p1-Fm1p1-Fp1m1+Fm1m1)/(4*dd[i]*dd[j])
mu2[j,i,]=mu2[i,j,]
}
}
}
return(mu2)
}
#' frechet_k1 distribution: RHP mean
#' @inherit manmeans return
#' @inheritParams manf
frechet_p2k1_means=function(means,t0,ml_params,lddi,lddd,lambdad_rhp,nx,dim,kloc){
if(means){
# intro
v1=ml_params[1]
v2=ml_params[2]
v3=ml_params[3]
# ml mean
mu_hat=v1+v2*t0
if(mu_hat>1){
ml_mean=mu_hat*gamma(1-(1/v3))
} else {
ml_mean=Inf
}
# rhp mean
rh_mean=Inf
}else{
ml_mean="means not selected"
rh_mean="means not selected"
}
list(ml_mean=ml_mean,rh_mean=rh_mean)
}
#' Log scores for MLE and RHP predictions calculated using leave-one-out
#' @inherit manlogscores return
#' @inheritParams manf
frechet_p2k1_logscores=function(logscores,x,t,d1,d2,fd3,kloc,aderivs=TRUE){
if(logscores){
nx=length(x)
ml_oos_logscore=0
rh_oos_logscore=0
for (i in 1:nx){
x1=x[-i]
t1=t[-i]
dd=dfrechet_p2k1sub(x1,t1,x[i],t[i],d1,d2,fd3,kloc,aderivs)
ml_pdf=dd$ml_pdf
ml_oos_logscore=ml_oos_logscore+log(ml_pdf)
rh_pdf=dd$rh_pdf
rh_oos_logscore=rh_oos_logscore+log(rh_pdf)
}
}else{
ml_oos_logscore="extras not selected"
rh_oos_logscore="extras not selected"
}
list(ml_oos_logscore=ml_oos_logscore,rh_oos_logscore=rh_oos_logscore)
}
#' Densities from MLE and RHP
#' @inherit mandsub return
#' @inheritParams manf
dfrechet_p2k1sub=function(x,t,y,t0,d1,d2,fd3,kloc,aderivs=TRUE){
nx=length(x)
lm=lm(x~t)
v1start=lm$coefficients[1]
v2start=lm$coefficients[2]
xhat=v1start+v2start*t
v3start=sqrt((sum((x-xhat)^2))/(nx-1))
v1start=kloc
v2start=0
v3start=2
opt1=optim(c(v1start,v2start,v3start),frechet_p2k1_loglik,x=x,t=t,
kloc=kloc,control=list(fnscale=-1))
v1hat=opt1$par[1]
v2hat=opt1$par[2]
v3hat=opt1$par[3]
ml_params=c(v1hat,v2hat,v3hat)
# ml
muhat=v1hat+v2hat*t0
ml_pdf=dfrechet(y,mu=kloc,sigma=exp(muhat),lambda=v3hat)
ml_cdf=pfrechet(y,mu=kloc,sigma=exp(muhat),lambda=v3hat)
# rhp
if(aderivs) ldd=frechet_p2k1_ldda(x,t,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)ldd=frechet_p2k1_ldd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
lddi=solve(ldd)
if(aderivs) lddd=frechet_p2k1_lddda(x,t,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)lddd=frechet_p2k1_lddd(x,t,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
if(aderivs) f1=frechet_p2k1_f1fa(y,t0,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)f1=frechet_p2k1_f1f(y,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
if(aderivs) f2=frechet_p2k1_f2fa(y,t0,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)f2=frechet_p2k1_f2f(y,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
if(aderivs) p1=frechet_p2k1_p1fa(y,t0,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)p1=frechet_p2k1_p1f(y,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
if(aderivs) p2=frechet_p2k1_p2fa(y,t0,v1hat,v2hat,v3hat,kloc=kloc)
if(!aderivs)p2=frechet_p2k1_p2f(y,t0,v1hat,d1,v2hat,d2,v3hat,fd3,kloc=kloc)
lambdad_rhp=c(0,0,-1/v3hat)
df=dmgs(lddi,lddd,f1,lambdad_rhp,f2,dim=3)
dp=dmgs(lddi,lddd,p1,lambdad_rhp,p2,dim=3)
rh_pdf=pmax(ml_pdf+df/nx,0)
rh_cdf=pmin(pmax(ml_cdf+dp/nx,0),1)
# return
list( ml_params=ml_params,
ml_pdf=ml_pdf,
rh_pdf=rh_pdf,
ml_cdf=ml_cdf,
rh_cdf=rh_cdf)
}
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