Generalized L-Moments Estimation for Extreme Value Distributions

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) . The non-stationary L-moment method is based on Shin et al. (2025b) . The model averaging method is described in Shin et al. (2026) . See also Hosking (1990) for L-moments theory and Martins and Stedinger (2000) for penalized likelihood methods.