set.prior

Internal function that sets up the prior distribution for
Bayesian Model Averaging (BMA) weights. Supports both normal and beta
priors, with hyperparameters adapted based on the weighting method and
L-moment estimate of xi.

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

set.prior function

<dl><dt>pen</dt>
<dd>Prior type: "norm" (normal) or "beta".</dd>
<dt>numk</dt>
<dd>Number of candidate submodels.</dd>
<dt>xi_lme</dt>
<dd>L-moment estimate of the shape parameter.</dd>
<dt>kpar</dt>
<dd>Numeric vector of candidate xi values.</dd>
<dt>weight</dt>
<dd>Weighting method name ("like", "gLd", or "med").</dd></dl>

Arguments

Set BMA prior distribution for candidate shape parameters — set.prior

<dl>

<dt>pen</dt>
<dd>Prior type: "norm" (normal) or "beta".</dd>


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


<dt>xi_lme</dt>
<dd>L-moment estimate of the shape parameter.</dd>


<dt>kpar</dt>
<dd>Numeric vector of candidate xi values.</dd>


<dt>weight</dt>
<dd>Weighting method name ("like", "gLd", or "med").</dd>

</dl>

set.prior: Set BMA prior distribution for candidate shape parameters

Description

Usage

Value

Arguments