similar to: Generalized Extreme Value Distribution (LMOM package) and Frechet Distribution

Dera R Helpers, I am re-posting my query. Please guide me. Maithili --- On Fri, 3/13/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote: I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P

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

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

Dear R helpers I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows. library(quantreg) library(RODBC) library(MASS) library(actuar) library(lmom) x <-

Dear R helpers,   I have a data of 2102 observations (consisting of 0's also), to which I am trying to fit Normal distribution using "lmom" pacakage. If I use Excel, its easy to estimate the parameters of Normal distribution as simple mean and standard devaition. The results I get if I use teh excel are as   Parameters of Normal distribution :-   Mean = 22986.44 and standard

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)

Hi R helpers, Is there any function in R, which generates random numbers in case of (1) Generalized Extreme Value distribution and (2) Generalized PAreto distribution for the respective given set of parameters? Regards Maithili

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, How do you estimate the (Location, Scale, Shape) parameters of Generalized Extreme Value distribution using R? I have tried VGAM but just not able to write the R script. Please advise. With regards Maithili

Can anyone show me how to add a log Pearson type III plot using the evdistq() command to an extreme value plot using the lmom package? Attached sample code below... Thanks in advance, Dave library(lmom) # annual maximum daily streamflows Mackenzie River mackenzieRiver = c(26600, 30300, 34000, 32000, 29200, 28300, 28600, 26400, 28300, 28800, 29000, 22100, 32900, 31800, 21600, 32100, 27000,

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 25E2 AB04 06F7 1BB9

Dear R helpers, I need to use KS and AD test for Generalized Pareto and Generalized extreme value. E.g. if I need to use KS for Weibull, I have teh syntax ks.test(x.wei,"pweibull", shape=2,scale=1) Similarly, for AD I use ad.test(x, distr.fun, ...) My problem is fir given data, I have estimated the parameters of GPD and GEV using lmom. But I am not able to find out the distribution

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

Dear useRs, upon request, the VGAM package (currently version 0.7-1) has been officially released on CRAN (the package has been at my website http://www.stat.auckland.ac.nz/~yee/VGAM for a number of years now). VGAM implements a general framework for several classes of regression models using iteratively reweighted least squares (IRLS). The key ideas are Fisher scoring, generalized linear and

Dear R helpers   I have two series A and B as given below -   A <- c(2, 2, 1, 3, 7, 3, 3, 1, 14, 7, 31) B <- c(0.0728,0.9538,4.0140,0.0020,2.5593,0.1620,2.513,0.3798, .0033,0.2282, 0.1614)   I need to calculate the total in dataset B corresponding to the numbers in dataset A i.e. for no 1 in A, I need the total as 4.0140+0.3798 (as 1 is repeated twice) for no 2, I need the total as

Hi R lovers! Are there any means to define and plot a function given the equation that specifies the function? For example I'd like to plot and work with the Gumbel Distribution density defined by Lambda(x)=exp(-exp(-x)) My question may appear very simple but I haven't got an idea yet about how to do that. I could plot something with x a vector/set of value but I don't know how to

Dear R helpers   Suppose   M <- c(1:10)      #  length(M) = 10 N <- c(25:50)     #  length(N) = 26    I wish to have an outut file giving M and N. So I have tried   write.csv(data.frame(M, N), 'output.csv', row.names = FALSE)   but I get the following error message   Error in data.frame(M, N) :   arguments imply differing number of rows: 10, 26   How do I modify my write.csv

Dear Sirs, ? At the outset I sincerely apologize for reproducing my query to you. I also thank all of you for the solution you had provided. It has worked on the actual data I am working with. ? However, there is this peculiar problem which I had realized only after I had obtained my results. ? e.g. in the example I had attached ? A?<-?c(2, 2, 1, 3, 7, 3, 3, 1,?14, 7, 31) B?<-

Dear R helpers If for a given data, I need to calculate Mean, Standard Deviation, Mode, Median, Skewness, Kurtosis, is there any package in R, which will calculate these moments? Individually I can calculate these, but if there is any function which will calculate these at a stretch, please let me know. Maithili The INTERNET now has a personality. YOURS! See your Yahoo! Homepage.

Hi R helpers, I have two matrices A and B of the order (4 * 5) and (5 * 3) respectively. How to multiply these two matrices to obtain resultant matrix of the order (4 * 3). Thanks in advance With regards Maithili