GLmom: 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.