A way to solve this problem is transform the three parameters from the GEV-distribution into Frechet. Have a look at Thomas & Reiss, Statistical Analysis of Extreme Values, or the thesis of Han Zhongxian, Actuarial modelling of extremal events... The last is free in the web. I am myself using the package evd by Alec Stephenson.
Best wishes Ekkehardt ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
