wlik.xifix

Internal function that computes AIC-based model averaging
weights using the profile likelihood with L-moment submodel estimates
for each candidate 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

wlik.xifix function

<dl><dt>data</dt>
<dd>Numeric vector of data.</dd>
<dt>numk</dt>
<dd>Number of candidate submodels.</dd>
<dt>kpar</dt>
<dd>Numeric vector of candidate xi values.</dd>
<dt>weight</dt>
<dd>Weighting method name.</dd>
<dt>pertr</dt>
<dd>Perturbation parameter (default 0.85).</dd>
<dt>varcom</dt>
<dd>Logical. Whether to compute variance (default FALSE).</dd>
<dt>type</dt>
<dd>Type of computation.</dd>
<dt>prior</dt>
<dd>Numeric vector of BMA prior values.</dd>
<dt>trim</dt>
<dd>Left trimming level.</dd></dl>

Arguments

Likelihood-based weights with fixed xi — wlik.xifix

<dl>

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


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


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


<dt>weight</dt>
<dd>Weighting method name.</dd>


<dt>pertr</dt>
<dd>Perturbation parameter (default 0.85).</dd>


<dt>varcom</dt>
<dd>Logical. Whether to compute variance (default FALSE).</dd>


<dt>type</dt>
<dd>Type of computation.</dd>


<dt>prior</dt>
<dd>Numeric vector of BMA prior values.</dd>


<dt>trim</dt>
<dd>Left trimming level.</dd>

</dl>

wlik.xifix: Likelihood-based weights with fixed xi

Description

Usage

Value

Arguments