Hi,
I am using brms to model some data with the Frechet family. According to the doc for the Frechet family the parameters mu and nu are estimated (2 parameters). However, the Frechet distribution is often formulated with 3 parameters, location, scale, and shape, which is also the case for the function dfrechet(x, loc = 0, scale = 1, shape = 1, log = FALSE)
included in bmrs (https://paul-buerkner.github.io/brms/reference/Frechet.html). How does nu
relate to the scale
and shape
of this distribution? I would like to get the estimated PDF from the parameters in the posterior.
Cheers
- Operating System: Win 10
- brms Version: 2.13.0