search for: frechet

Dear R Helpers Which package is available for estimatine the parameters of three parameter FRECHET distribution. Also, how to generate the random numbers for Frechet using these three estimated parameters. Thanking in advance Maithili

Hi, is there any package (or source code snippet) that will evaluate the Frechet distance for curves represented as sets of points? Searching around only threw up references to a Frechet distribution. Thanks, ------------------------------------------------------------------- Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net> GPG Fingerprint: 0CCA 8EE2 2EEB...

hello everybody i want to use the maximum likelihood method to estimate FRECHET parameters of my sample data. Should it work with fitdistr in the package MASS? I only find how to do it for GEV, Gumbel, and almost all other distributions, but FRECHET? I would be very happy if somebody can tell me how to do fit the FRECHET distribution! Thanks Nadja Riedwyl

Hi everyone, is there a function to fit a frechet distribution? The only thing I found is gev.fit from ismev which fits a generalized extreme value distribution (if shape>1 => Frechet) . Is there a function to only fit a frechet? Thank you Benjamin

Dear R Helpers This is the R code (which I have slightly changed) I got in VGAM package for estimating the parameters of FRECHET. _________________________________________________________________ y = rfrechet(n <- 100, shape=exp(exp(0))) # (A) fit3 = vglm(y ~ 1, frechet3(ilocation=0), trace=TRUE, maxit=155) # (B) coef(fit3, matrix=TRUE) # (C) Coef(fit3)...

Dear R helpers I have some data and through some other software, it is understood that I can fit the Frechet Distribution to it. However, I need to fit the distribution using R code only. I have searched many R packages and one R helper has suggested some sites too, but unfortunately parameters couldn't be estimated. Using LMOM package, I know how to estimate the parameters of Generalized extreme va...

...R-Users, I have a question that bothers me in the last few days. It is supposed to be easy but I can't come up with a solution. Are there any functions in R dealing with transforming empirical and parametric distributions? I have two data sets of observed variables that I want to transform to Frechet and Uniform distribution. I would appreciate if someone could inform me about R-functions for this purpose or enligthen me how to do it by myself. Thank you very much in advance, Viola Rossini --------------------------------- [[alternative HTML version deleted]]

Hello, I used the following codes to generate bivariate normal dependence structure with unit Frechet margins. Sigma <- matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate y <- mvrnorm(Nsam, c(0,0), Sigma) # random v <- cbind(pnorm(y[,1],mean = 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1)) z <- cbind(-1/log(v[,1]),-1/log(v[,2])) z1 <- z[,1] z2 <- z[,2] And to get t...

Dear All- I am looking at the bivariate point process model for extreme values as described in Section 8.3.2 of Coles book. I am stuck at a very low level in being unable to reproduce the initial step of transforming the data to unit Frechet margins. In particular, I am unable to reproduce the wave-surge pairs distribution after transformation to Frechet scale (Figure 8.6 of Coles book). Here is what I am doing: library(ismev) data(wavesurge) wave <- wavesurge[,1] surge <- wavesurge[,2] plot(wave,surge, pch=20) ## reprod...

...roll the algorithm several times, varying the starting conditions and/or the number of clusters looked for. KmL 1.1.1 addition: - 7 imputations methods for longitudinal data - Calculus of three qualities criterion (Calinski&Harabatz, Ray&Turi, Davies&Bouldin) - Implementation of the Frechet distance between two trajectories - Calculus of the Frechet path - Optimization of the function 'dist' for trajectories - Possibility to use three different ways to define the starting conditions - Correction of minor bugs Christophe Genolini _____________________________________________...

...roll the algorithm several times, varying the starting conditions and/or the number of clusters looked for. KmL 1.1.1 addition: - 7 imputations methods for longitudinal data - Calculus of three qualities criterion (Calinski&Harabatz, Ray&Turi, Davies&Bouldin) - Implementation of the Frechet distance between two trajectories - Calculus of the Frechet path - Optimization of the function 'dist' for trajectories - Possibility to use three different ways to define the starting conditions - Correction of minor bugs Christophe Genolini _____________________________________________...

...s to hit each other so there is no space for the color in the square anymore (since the "squares" are actually not visible anymore)... this might change the color of the whole levelplot!. (I tried it with the plot of f(x,y)=max(x+y-1,0) for x,y in the unit interval, i.e. the Lower Frechet copula). So my question is, if it is possible to remove this gray "grid" form the levelplot graph? Thanks in advance marius

Dear R-"helpers"! May I kindly ask the pure statistics-experts to help me for a purpose which first part is not directly concerned with R. Consider two distribution functions, say f and g. For both, the median is smaller than a half. Now, the multiplicative or additive linkage of both distribution leads to a new distribution function, say h, whereas the median of h is greater than a

Hello Anyone that now of any function in R that can calculate copulas? Or if anyone have any code avaible I would be more than interested. Thank you in advance /Thomas ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help

...major 1 minor 3.1 year 2001 month 08 day 31 language R As an aside, the routine written specifically in R may take the form "testing.r"<- function(n = 1, alpha = 1, margins = "frechet") { if(length(n) != 1 || mode(n) != "numeric" || n <= 0 || n%%1 != 0) stop("`n' must be a positive integer") if(length(alpha) != 1 || mode(alpha) != "numeric" || alpha <= 0 || alpha > 1) stop("`alpha' must...

...expexp1 Exponentiated Exponential Distribution exponential Exponential Distribution fff F Distribution Family Function fisk Fisk Distribution family function frank Frank's Bivariate Distribution Family Function frechet2 Frechet Distribution Family Function freund61 Freund's (1961) Bivariate Extension of the Exponential Distribution gamma1 1-parameter Gamma Distribution gamma2 2-parameter Gamma Distribution gammahyp...