Frechet {VGAM} | R Documentation |
The Frechet Distribution
Description
Density, distribution function, quantile function and random generation for the three parameter Frechet distribution.
Usage
dfrechet(x, location = 0, scale = 1, shape, log = FALSE)
pfrechet(q, location = 0, scale = 1, shape,
lower.tail = TRUE, log.p = FALSE)
qfrechet(p, location = 0, scale = 1, shape,
lower.tail = TRUE, log.p = FALSE)
rfrechet(n, location = 0, scale = 1, shape)
Arguments
x , q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations.
Passed into |
location , scale , shape |
the location parameter |
log |
Logical.
If |
lower.tail , log.p |
Details
See frechet
, the VGAM
family function for estimating the 2 parameters
(without location
parameter) by maximum likelihood estimation, for the formula
of the probability density function and range restrictions on
the parameters.
Value
dfrechet
gives the density,
pfrechet
gives the distribution function,
qfrechet
gives the quantile function, and
rfrechet
generates random deviates.
Author(s)
T. W. Yee and Kai Huang
References
Castillo, E., Hadi, A. S., Balakrishnan, N. and Sarabia, J. S. (2005). Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, NJ, USA: Wiley-Interscience.
See Also
Examples
## Not run: shape <- 5
x <- seq(-0.1, 3.5, length = 401)
plot(x, dfrechet(x, shape = shape), type = "l", ylab = "",
main = "Frechet density divided into 10 equal areas",
sub = "Orange = CDF", las = 1)
abline(h = 0, col = "blue", lty = 2)
qq <- qfrechet(seq(0.1, 0.9, by = 0.1), shape = shape)
lines(qq, dfrechet(qq, shape = shape), col = 2, lty = 2, type = "h")
lines(x, pfrechet(q = x, shape = shape), col = "orange")
## End(Not run)