frechet.mle {distributionsrd} | R Documentation |

## Fréchet MLE

### 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)

[Package

*distributionsrd*version 0.0.6 Index]