Fit Frechet Distribution

<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