GLmom 1.3.1
Bug Fixes
- Replaced all
\dontrun{} with unwrapped examples or
\donttest{} per CRAN policy.
- Wrapped
Trehafod and glme.gev11() examples
in \donttest{} (> 5 sec on Debian).
- Fixed invalid URL for UK National River Flow Archive Peak Flow
Dataset.
- Single-quoted acronyms and proper names in DESCRIPTION to avoid
spell-check notes.
GLmom 1.3.0
Breaking Changes
- BREAKING:
glme.gev() output names
changed for consistency:
lme → para.lme
glme → para.glme
nllh.pref → nllh.glme
covinv → covinv.lmom
- BREAKING:
ma.gev() output names
changed for consistency:
zp.ma → qua.ma
zp.bma → qua.bma
fin.se.ma → fixw.se.ma
adj.se.ma → ranw.se.ma
numk_ma and numk_bma →
run.numk
pick_xi_ma and pick_xi_bma →
pick_xi
remle1 → para.remle1 (in return and
internal use)
remle2 → para.remle2 (in return and
internal use)
Internal Function Renames
- Renamed internal functions for consistency (these are not exported
but may affect code using
::: accessor):
init.glme() → init.gevmax()
new_pf_norm() → pk.norm.stnary() (with
backward-compatible alias)
gev.rl.delta_new() → gev.rl.delta()
lme.boots.new() → lme.boots()
cand.xi.new.paper() → cand.xi()
weight.com.new() → weight.com()
cov.interp.new() → cov.interp()
gev.profxi.mdfy.paper() →
gev.profxi.mdfy()
comp.prof.ci.new() → comp.prof.ci()
gev1.CD() → mle.gev.CD()
gev.remle() → remle.gev()
ginit.max() → init.gevmax()
pargev.xifix.ma() → pargev.xifix()
- Penalty functions in
set.prior() now use
pk.beta.stnary() from glme.gev.R
GLmom 1.2.0
Breaking Changes
- BREAKING:
glme.gev11() output
para.jkss renamed to para.lme for consistency.
Users accessing result$para.jkss should update their code
to use result$para.lme.
- BREAKING:
glme.gev11() and
gado.prop_11() output strup.final renamed to
para.wls. Users accessing result$strup.final
should update their code to use result$para.wls.
- BREAKING:
glme.gev11() no longer
returns strup.sta in its output.
New Features
- Enhanced
glme.gev11() with new parameters:
glme.pre = "wls": Pre-estimation method selection
(“wls” or “gado”)
choose = "gof": Model selection criterion (“gof” for
goodness-of-fit, “nllh” for negative log-likelihood)
pen.choice = 6: Default penalty hyperparameter choice
changed from NULL to 6
- New
quagev.NS() function for calculating quantiles from
non-stationary GEV models
- Supports GEV11, GEV10, GEV20, and stationary GEV00 models
- Returns time-varying quantiles as vector or matrix
- Enhanced
ma.gev() with new estimation options:
CD = TRUE: Coles-Dixon penalized MLE for shape
parameter regularization
remle = TRUE: Restricted MLE with mean/median
constraints
- Returns
mle.CD, qua.CD,
remle1, remle2, qua.remle1,
qua.remle2
- Returns
quant in output for convenience
- BMA outputs now include
bma.se.between and
bma.se.within
- New diagnostic plotting functions for MAGEV:
magev.ksensplot(): K sensitivity analysis to select
optimal number of submodels
magev.qqplot(): 2x2 Q-Q diagnostic plot comparing MLE,
LME, surrogate, and REMLE
magev.rlplot(): Return level plot with 95% confidence
intervals
- Added
bangkok dataset: Annual maximum daily rainfall
from Bangkok, Thailand
- Added
haenam dataset: Annual maximum daily rainfall
from Haenam, South Korea
Bug Fixes
- Improved handling of single quantile (
numq = 1) in
ma.gev()
GLmom 1.1.0
- Added Model Averaging GEV estimation (
ma.gev()) for
high quantile estimation.
- Combines MLE and L-moment estimates through weighted model
averaging
- Multiple weighting schemes:
like, gLd,
med, cvt and variants
- Optional Bayesian model averaging (
bma=TRUE) with
normal/beta priors
- Returns model-averaged quantiles (
qua.ma) with standard
errors
- New dependencies:
ismev, Rsolnp,
zoo.
- Reference: Shin et al. (2026) SERA, 40(2), 47 (MAGEV method)
GLmom 1.0.0
- Initial CRAN release.
- Stationary GEV parameter estimation using generalized L-moments
(
glme.gev()).
- Non-stationary GEV11 model estimation (
glme.gev11())
where location (mu) and scale (sigma) parameters vary linearly with
time.
para.glme: Proposed GLME estimates
para.lme: L-moment based estimates for non-stationary
model
- Compatibility functions for Shin et al. (2025, J. Korean Stat.
Soc.):
nsgev(): Simple interface for L-moment based
non-stationary estimation
gado.prop_11(): Comprehensive estimation with multiple
methods
- Multiple penalty function options:
"beta" (default),
"norm", "ms" (Martins-Stedinger),
"park", "cannon", "cd"
(Coles-Dixon), and "no" (no penalty).
- Flexible hyperparameter specification via
pen.choice or
direct parameters (p, c1, c2 for
beta; mu, std for normal penalty).
- Included datasets:
streamflow,
PhliuAgromet, and Trehafod.
- References:
- Shin et al. (2025a) arXiv:2512.20385 (GLME method)
- Shin et al. (2025b) J. Korean Stat. Soc. 54:947-970 (Non-stationary
L-moment)