GLmom
Generalized L-Moments Estimation for Extreme Value Distributions
Provides generalized L-moments estimation methods for the generalized extreme value ('GEV') distribution. Implements both stationary 'GEV' and non-stationary 'GEV11' models where location and scale parameters vary with time. Includes various penalty functions ('Martins'-'Stedinger', Park, Cannon, 'Coles'-Dixon) for shape parameter regularization. Also provides model averaging estimation ('ma.gev') that combines MLE and L-moment methods with multiple weighting schemes for robust high quantile estimation. The 'GLME' methodology is described in Shin et al. (2025a) <doi:10.48550/arXiv.2512.20385>. The non-stationary L-moment method is based on Shin et al. (2025b) <doi:10.1007/s42952-025-00325-3>. The model averaging method is described in Shin et al. (2026) <doi:10.1007/s00477-025-03167-x>. See also 'Hosking' (1990) <doi:10.1111/j.2517-6161.1990.tb01775.x> for L-moments theory and 'Martins' and 'Stedinger' (2000) <doi:10.1029/1999WR900330> for penalized likelihood methods.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3.1 |
rolling source/ R- | GLmom_1.3.1.tar.gz |
72.1 KiB |
1.3.1 |
rolling linux/jammy R-4.5 | GLmom_1.3.1.tar.gz |
359.6 KiB |
1.3.1 |
rolling linux/noble R-4.5 | GLmom_1.3.1.tar.gz |
359.5 KiB |
1.3.1 |
latest source/ R- | GLmom_1.3.1.tar.gz |
72.1 KiB |
1.3.1 |
latest linux/jammy R-4.5 | GLmom_1.3.1.tar.gz |
359.6 KiB |
1.3.1 |
latest linux/noble R-4.5 | GLmom_1.3.1.tar.gz |
359.5 KiB |
1.3.1 |
2026-04-23 source/ R- | GLmom_1.3.1.tar.gz |
72.1 KiB |
1.3.1 |
2026-04-09 windows/windows R-4.5 | GLmom_1.3.1.zip |
364.5 KiB |