Other packages > Find by keyword >

GLmom  

Generalized L-Moments Estimation for Extreme Value Distributions
View on CRAN: Click here


Download and install GLmom package within the R console
Install from CRAN:
install.packages("GLmom")

Install from Github:
library("remotes")
install_github("cran/GLmom")

Install by package version:
library("remotes")
install_version("GLmom", "1.3.1")



Attach the package and use:
library("GLmom")
Maintained by
Yonggwan Shin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-27
Latest Update: 2026-02-27
Description:
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.
How to cite:
Yonggwan Shin (2026). GLmom: Generalized L-Moments Estimation for Extreme Value Distributions. R package version 1.3.1, https://cran.r-project.org/web/packages/GLmom. Accessed 14 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited GLmom R package
View GLmom citation profile
Other R packages that GLmom depends, imports, suggests or enhances
Complete documentation for GLmom
Functions, R codes and Examples using the GLmom R package
Full GLmom package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

zoltr  
Interface to the 'Zoltar' Forecast Repository API
'Zoltar' <https://www.zoltardata.com/> ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
easyDes  
An Easy Way to Descriptive Analysis
Descriptive analysis is essential for publishing medical articles. This package provides an easy ...
Download / Learn more Package Citations See dependency  
prodigenr  
Research Project Directory Generator
Create a project directory structure, along with typical files for that project. This allows proje ...
Download / Learn more Package Citations See dependency  
bioC.logs  
BioConductor Package Downloads Stats
Download stats reported from the BioConductor.org stats website. ...
Download / Learn more Package Citations See dependency  
spatstat.Knet  
Extension to 'spatstat' for Large Datasets on a Linear Network
Extension to the 'spatstat' family of packages, for analysing large datasets of spatial points on ...
Download / Learn more Package Citations See dependency  

26,352

R Packages

225,784

Dependencies

70,526

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA