Frechet | R Documentation |
Density, distribution function, quantile function and random generation for the Frechet distribution with location, scale and shape parameters.
dfrechet(x, loc = 0, scale = 1, shape = 1, log = FALSE) pfrechet(q, loc = 0, scale = 1, shape = 1, lower.tail = TRUE, log.p = FALSE) qfrechet(p, loc = 0, scale = 1, shape = 1, lower.tail = TRUE, log.p = FALSE) rfrechet(n, loc = 0, scale = 1, shape = 1)
x, q |
vector of quantiles. |
loc |
location parameter. |
scale |
scale parameter. |
shape |
shape parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p), default: FALSE. |
lower.tail |
logical; if TRUE, probabilities are P[X ≤ x] otherwise, P[X > x], default: TRUE. |
p |
vector of probabilities. |
n |
number of observations. |
The Frechet distribution function with location parameter m, scale parameter s and shape parameter α has density given by
f(x)=α/s z^(-α-1) e^-z^-α
for x>m, where z=(x-m)/s. The cumulative distribution function is
F(x)=e^-z^-α
for x>m, with z as stated above.
See https://en.wikipedia.org/wiki/Frechet_distribution for more details.
dfrechet
gives the density, pfrechet
gives the distribution function, qfrechet
gives the quantile function, and
rfrechet
generates random deviates.
Invalid arguments will result in return value NaN, with a warning.
frechetdist
dfrechet(seq(1, 5), 0, 1, 1) qfrechet(pfrechet(seq(1, 5), 0, 1, 1), 0, 1, 1) rfrechet(5, 0, 1, 1)
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