udfrechet function

UNU.RAN object for Frechet distribution

Create UNU.RAN object for a Frechet (Extreme value type II) distribution with shape parameter shape, location parameter location

and scale parameter scale.

[Distribution] -- Frechet (Extreme value type II).

udfrechet(shape, location=0, scale=1, lb=location, ub=Inf)

Arguments

• shape: (strictly positive) shape parameter.
• location: location parameter.
• scale: (strictly positive) scale parameter.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Frechet distribution function with shape $k$, location $l$

and scale $s$ is

for $x \ge l$.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 22, p. 2.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Note

This function is a wrapper for the UNU.RAN class in .

Examples

## Create distribution object for Frechet distribution
distr <- udfrechet(shape=2)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)