<riedwyl <at> giub.unibe.ch> writes:
>
> 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
>
the evd package from CRAN has d/r/p/qfrechet functions.
you can set up a negative log-likelihood function
likfun <- function(loc,shape,scale) {
-sum(dfrechet(x,loc=loc,shape=shape,scale=scale,log=TRUE))
}
[totally untested]
and use mle, from the stats4 package (or just plain
old optim()) to find the parameters.
The hardest part may be to find good starting parameters.
Ben Bolker
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