[R] Fit Frechet Distribution

Peters, Ekkehardt Ekkehardt.Peters at LUA.Brandenburg.de
Fri Dec 15 10:26:33 CET 2006

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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

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