R中的弗雷谢特分布参数估计？

Question

我需要计算弗雷谢分布的参数。

我正在使用R的fitdistrplus和evd软件包。但我不知道什么值可以初始化参数。

library(fitdistrplus)
library(evd)

#Datos
x<-c(19.1,20.2,14.3,19.0,18.8,18.5,20.0,18.6,11.4,15.6,17.4,16.2,15.7,14.3,14.9,14.0,20.2,17.4,18.6,17.0,16.0,12.2,10.8,12.4,10.2,19.8,23.4)
fit.frechet<-fitdist(x,"frechet")


fit.frechet<-fitdist(x,"frechet")

产生以下错误

Error in computing default starting values.
Error in manageparam(start.arg = start, fix.arg = fix.arg, obs = data,  : 
  Error in start.arg.default(obs, distname) : 
  Unknown starting values for distribution frechet. `

启动参数时：

fit.frechet2<-fitdist(x,"frechet", start = list(loc=0,scale=1, shape=1))

输出：

 Warning messages:
1: In fitdist(x, "frechet", start = list(loc = 0, scale = 1, shape = 1)) :
  The dfrechet function should return a vector of with NaN values when input has inconsistent parameters and not raise an error
2: In fitdist(x, "frechet", start = list(loc = 0, scale = 1, shape = 1)) :
  The pfrechet function should return a vector of with NaN values when input has inconsistent parameters and not raise an error
3: In sqrt(diag(varcovar)) : NaNs produced
4: In sqrt(1/diag(V)) : NaNs produced
5: In cov2cor(varcovar) :
  diag(.) had 0 or NA entries; non-finite result is doubtful  

Fitting of the distribution ' frechet ' by maximum likelihood 
Parameters:
       estimate Std. Error
loc   -12128345   40.10705
scale  12128360   40.10705
shape   3493998        NaN

我如何估计R中的Frechet参数？

Answer 1

嗯，您可以尝试限制值并从一些合理的估算开始

F.e。

fit.frechet<-fitdist(x, "frechet", method = "mle", lower = c(0, 0, 0), start = list(loc=1,scale=12, shape=4))

将产生一些预期的警告，和

print(fit.frechet)

将显示一些合理的值

loc   2.146861e-07
scale 1.449643e+01
shape 4.533351e+00

带有拟合与经验图

plot(fit.frechet,demp=TRUE)

更新

我会说Frechet可能不适合您的数据。我尝试了Weibull，它看起来好多了，请亲自检查

fit.weibull<-fitdist(x, "weibull", method = "mle", lower = c(0, 0))
print(fit.weibull)
plot(fit.weibull, demp=TRUE)