lmoms.md.park

Internal function that computes sample L-moments with an
option for trimmed L-moments (TLmoms with left trimming). Includes
a fail-safe mode for use in optimization loops.

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

lmoms.md.park function

<dl><dt>x</dt>
<dd>Numeric vector of data.</dd>
<dt>nmom</dt>
<dd>Number of L-moments to compute. Default is 5.</dd>
<dt>mtrim</dt>
<dd>Logical. If TRUE, use left-trimmed L-moments (trim=5). Default is FALSE.</dd>
<dt>no.stop</dt>
<dd>Logical. If TRUE, return failure indicator instead of stopping. Default is FALSE.</dd>
<dt>vecit</dt>
<dd>Logical. If TRUE, return as a vector. Default is FALSE.</dd></dl>

Arguments

Modified L-moments calculation with optional trimming — lmoms.md.park

<dl>

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


<dt>nmom</dt>
<dd>Number of L-moments to compute. Default is 5.</dd>


<dt>mtrim</dt>
<dd>Logical. If TRUE, use left-trimmed L-moments (trim=5). Default is FALSE.</dd>


<dt>no.stop</dt>
<dd>Logical. If TRUE, return failure indicator instead of stopping. Default is FALSE.</dd>


<dt>vecit</dt>
<dd>Logical. If TRUE, return as a vector. Default is FALSE.</dd>

</dl>

lmoms.md.park: Modified L-moments calculation with optional trimming

Description

Usage

Value

Arguments