Hi Maithili,
Some discussion was generated around this issue few years ago. I have not
experience doing this, so my help might not be a really one. Searching the
files I came up with this R post:

http://markmail.org/search/?q=fit+frechet+distribution


Also, a non-related website presents an implemented methodology for doing
what you need:

http://www.mathwave.com/articles/frechet_extreme_value_distribution.html


Finally, but not less interesting, take a look at this:

http://finzi.psych.upenn.edu/R/library/VGAM/html/frechet.html


HTH,

Jorge



On Wed, Mar 18, 2009 at 11:29 AM, Maithili Shiva
<maithili_shiva@yahoo.com>wrote:

>
> Dear Jorge,
>
> Thanks a lot for great help. That will solve my problem of generating
> random number generation etc. however, my main problem is HOW TO ESTIMATE
> THE PARAMETERS of FRECHET Distribution from a given sample data?
>
> That will be a great help for me.
>
> Thanks a lot again
>
> Regards
>
> Maithili
>
>
> --- On Wed, 3/18/09, Jorge Ivan Velez <jorgeivanvelez@gmail.com> wrote:
>
> > From: Jorge Ivan Velez <jorgeivanvelez@gmail.com>
> > Subject: Re: [R] Three Parameter FRECHET Distribution
> > To: maithili_shiva@yahoo.com
> > Cc: r-help@r-project.org
> > Date: Wednesday, March 18, 2009, 3:17 PM
> > Dear Maithili,
> > Take a look at this:
> >
> > http://bm2.genes.nig.ac.jp/RGM2/R_current/library/evd/man/frechet.html
> >
> > HTH,
> >
> > Jorge
> >
> >
> > On Wed, Mar 18, 2009 at 11:14 AM, Maithili Shiva
> > <maithili_shiva@yahoo.com>wrote:
> >
> > >
> > > 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
> > >
> > > ______________________________________________
> > > R-help@r-project.org 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.
> > >
>
>
>
>
>

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