GLmom (version 1.3.1)

gado.prop_11: Comprehensive Non-stationary GEV Estimation

Description

Estimates parameters of a non-stationary GEV distribution using multiple methods: Weighted Least Squares (WLS), GN16 method, and the proposed L-moment method from Shin et al. (2025, J. Korean Stat. Soc.).

This is a convenience wrapper around glme.gev11 with pen="no", providing compatibility with the original nsgev package interface.

Usage

gado.prop_11(xdat, ntry = 20, ftol = 1e-06)

Value

A list containing:

• para.prop - L-moment based estimates (proposed method).

• para.gado - GN16 method estimates.

• para.wls - Weighted least squares estimates.

• strup.org - Original non-stationary WLSE by Strup method.

• lme.sta - Stationary L-moment estimates.

Arguments

xdat

A numeric vector of data to be fitted.

ntry

Number of attempts for optimization (default 20).

ftol

Function tolerance for optimization (default 1e-6).

Author

Yonggwan Shin, Seokkap Ko, Jihong Park, Yire Shin, Jeong-Soo Park

References

Shin, Y., Shin, Y. & Park, J.-S. (2025). Building nonstationary extreme value model using L-moments. Journal of the Korean Statistical Society, 54, 947-970. tools:::Rd_expr_doi("10.1007/s42952-025-00325-3")

See Also

glme.gev11 for the full GLME method with penalty functions, nsgev for the simple interface.

Examples

data(Trehafod)
result <- gado.prop_11(Trehafod$r1, ntry = 5)
print(result$para.prop)
print(result$lme.sta)