com.prdist

Internal function that computes generalized L-moment distance
and median-based distance probabilities for each candidate submodel.

internal

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.

Yonggwan Shin

GLmom

Generalized L-Moments Estimation for Extreme Value Distributions

Seokkap Ko

Jihong Park

Yire Shin

Jeong-Soo Park

com.prdist function

<dl><dt>data</dt>
<dd>Numeric vector of data.</dd>
<dt>numk</dt>
<dd>Number of candidate submodels.</dd>
<dt>kfix</dt>
<dd>List of submodel fitting results.</dd>
<dt>Vinv</dt>
<dd>Inverse of the L-moment covariance matrix.</dd>
<dt>detV</dt>
<dd>Determinant of the L-moment covariance matrix.</dd>
<dt>numom</dt>
<dd>Number of L-moments.</dd>
<dt>hosking</dt>
<dd>List containing LME results.</dd>
<dt>trim</dt>
<dd>Left trimming level.</dd>
<dt>cov.type</dt>
<dd>Covariance type: "ratio" or "lambda" (default "lambda").</dd></dl>

Arguments

Compute generalized L-moment distance probabilities — com.prdist

<dl>

<dt>data</dt>
<dd>Numeric vector of data.</dd>


<dt>numk</dt>
<dd>Number of candidate submodels.</dd>


<dt>kfix</dt>
<dd>List of submodel fitting results.</dd>


<dt>Vinv</dt>
<dd>Inverse of the L-moment covariance matrix.</dd>


<dt>detV</dt>
<dd>Determinant of the L-moment covariance matrix.</dd>


<dt>numom</dt>
<dd>Number of L-moments.</dd>


<dt>hosking</dt>
<dd>List containing LME results.</dd>


<dt>trim</dt>
<dd>Left trimming level.</dd>


<dt>cov.type</dt>
<dd>Covariance type: "ratio" or "lambda" (default "lambda").</dd>

</dl>

com.prdist: Compute generalized L-moment distance probabilities

Description

Usage

Value

Arguments