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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", "2.0.1")



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 2.0.1, https://cran.r-project.org/web/packages/GLmom. Accessed 10 Oct. 2026.
Previous versions and publish date:
1.3.1 (2026-02-27 21:02), 2.0.0 (2026-07-05 17:50), (2026-07-26 00:30)
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Complete documentation for GLmom
Functions, R codes and Examples using the GLmom R package
Full GLmom package functions and examples
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