GLmom (version 1.3.1)

pk.beta.stnary: Beta preference function for stationary GEV

Description

Computes a Beta distribution-based adaptive preference (penalty) function for the GEV shape parameter. The hyperparameters are adapted based on the L-moment estimate of the shape parameter.

Usage

pk.beta.stnary(
  para = NULL,
  lme.center = NULL,
  p = NULL,
  q = NULL,
  c0 = 0.3,
  c1 = 10,
  c2 = 5
)

Value

A list containing:

pk.one

Preference function value (scalar)

p

Shape parameter p used

q

Shape parameter q used

Arguments

para

A vector of GEV parameters.

lme.center

L-moment estimates as center.

p

Shape parameter (default 6).

q

Shape parameter q (optional, if provided uses fixed limits).

c0

Limit parameter (default 0.3).

c1

Scaling parameter (default 10).

c2

Upper limit parameter (default 5).

Author

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

References

Shin, Y., Shin, Y., Park, J. & Park, J.-S. (2025). Generalized method of L-moment estimation for stationary and nonstationary extreme value models. arXiv preprint arXiv:2512.20385. tools:::Rd_expr_doi("10.48550/arXiv.2512.20385")

See Also

pk.norm.stnary for the normal penalty, MS_pk for the Martins-Stedinger penalty, glme.gev which uses these penalty functions.

Examples

# Beta preference for xi = -0.2 centered at LME xi = -0.15
pk.beta.stnary(para = c(100, 20, -0.2),
               lme.center = c(100, 20, -0.15), p = 6)