qns.gev_all

Internal function that computes time-varying quantiles for
non-stationary GEV models given a return period.

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

qns.gev_all function

<dl><dt>Tp</dt>
<dd>Return period (scalar).</dd>
<dt>para</dt>
<dd>Parameter vector for the non-stationary model.</dd>
<dt>year</dt>
<dd>Numeric vector of time points.</dd>
<dt>model</dt>
<dd>Model type: "gev11", "gev10", "gev20", or "gev01".</dd></dl>

Arguments

Quantile function for non-stationary GEV (return period input) — qns.gev_all

<dl>

<dt>Tp</dt>
<dd>Return period (scalar).</dd>


<dt>para</dt>
<dd>Parameter vector for the non-stationary model.</dd>


<dt>year</dt>
<dd>Numeric vector of time points.</dd>


<dt>model</dt>
<dd>Model type: "gev11", "gev10", "gev20", or "gev01".</dd>

</dl>

qns.gev_all: Quantile function for non-stationary GEV (return period input)

Description

Usage

Value

Arguments