F(x) = exp(-((x - loc)/scale)^(-shape)), x > loc.
Density, distribution function, quantile and draws by inversion of the
morie Philox uniforms (identical in the Python arm).
Usage
FrechetDist(
x = NULL,
shape = NULL,
loc = 0,
scale = 1,
p = NULL,
n = 0,
seed = 0
)
Arguments
- x
Evaluation points.
- shape
Parameter (required).
- loc
Parameter.
- scale
Parameter.
- p
Probabilities for the quantile function.
- n
Number of random draws.
- seed
Philox seed.
Value
list(pdf, logpdf, cdf, quantile, random).
References
Frechet, M. (1927). Sur la loi de probabilite de l'ecart maximum. Ann. Soc. Polon. Math. 6, 93-116.
Examples
FrechetDist(0.5, shape = 2)$cdf
#> [1] 0.01831564
