frechet.mle {distributionsrd} | R Documentation |
Maximum likelihood estimation of the coefficients of the Fréchet distribution
frechet.mle( x, weights = NULL, start = c(shape = 1.5, scale = 0.5), lower = c(1e-10, 1e-10), upper = c(Inf, Inf) )
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 |
Returns a named list containing a
Named vector of coefficients
logical indicator of convergence
Length of the fitted data vector
Nr. of coefficients
x = rfrechet(1e3)
## Pareto fit with xmin set to the minium of the sample frechet.mle(x=x)