Package: GLmom
Type: Package
Title: Generalized L-Moments Estimation for Extreme Value Distributions
Version: 2.0.1
Authors@R: c(
      person(given = "Yonggwan",
             family = "Shin",
             role = c("aut", "cre"),
             email = "syg.stat@etri.re.kr",
             comment = c(ORCID = "0000-0001-6966-6511")),
      person(given = "Seokkap",
             family = "Ko",
             role = c("aut", "ctb"),
             email = "softgear@etri.re.kr",
             comment = c(ORCID = "0000-0001-9218-7236")),
       person(given = "Jihong",
             family = "Park",
             role = "ctb",
             email="jihong8090@gmail.com",
             comment = c(ORCID = "0009-0003-3191-9968")),
      person(given = "Yire",
             family = "Shin",
             role = c("aut", "dtc"),
             email = "shinyire87@gmail.com",
             comment = c(ORCID = "0000-0003-1297-5430")),
      person(given = "Jeong-Soo",
             family = "Park",
             role = c("aut", "ths"),
             email = "jspark@chonnam.ac.kr",
             comment = c(ORCID = "0000-0002-8460-4869")))
Description: 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.
License: GPL (>= 3)
URL: https://github.com/sygstat/GLmom
BugReports: https://github.com/sygstat/GLmom/issues
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Imports: lmomco, nleqslv, stats, methods, robustbase, ismev, Rsolnp,
        zoo, graphics
Depends: R (>= 3.5.0)
Repository: https://sygstat.r-universe.dev
Date/Publication: 2026-07-28 01:21:47 UTC
RemoteUrl: https://github.com/sygstat/glmom
RemoteRef: HEAD
RemoteSha: e47ab9569b6fd96767fa8726877c6d29b348af82
NeedsCompilation: no
Packaged: 2026-10-26 07:05:29 UTC; root
Author: Yonggwan Shin [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-6966-6511>),
  Seokkap Ko [aut, ctb] (ORCID: <https://orcid.org/0000-0001-9218-7236>),
  Jihong Park [ctb] (ORCID: <https://orcid.org/0009-0003-3191-9968>),
  Yire Shin [aut, dtc] (ORCID: <https://orcid.org/0000-0003-1297-5430>),
  Jeong-Soo Park [aut, ths] (ORCID:
    <https://orcid.org/0000-0002-8460-4869>)
Maintainer: Yonggwan Shin <syg.stat@etri.re.kr>