R code for fitting a three-parameter Fréchet distribution

The following code fits the three-parameter Fréchet distribution to (right) censored or complete (uncensored) data in R.

The R code implements a fitting strategy proposed by Jerry Lawless in his 2003 book Statistical models and methods for lifetime data (pp. 187-188). A similar strategy is suggested by Terry Therneau in this comment.

Frechet 3 parameter

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