PWM estimator for the GEV – alias

Hosking, Wallis and Wood (1985). L-moments are exactly linear combinations of the PWMs, so the PWM fit and the L-moment fit are THE SAME ESTIMATOR; one implementation serves both entries, and the raw PWMs are added for readers of the 1985 paper.

Usage

morie_evt_gev_pwm(block_maxima)

Arguments

block_maxima

one maximum per block.

Value

the morie_evt_gev_lmoments() list plus b0, b1, b2, alias_of.

References

Hosking, Wallis and Wood (1985), Technometrics 27:251-261.

Examples

set.seed(1)
morie_evt_gev_pwm(5 + (-log(stats::runif(60)))^(-0.1))$alias_of
#> [1] "morie_evt_gev_lmoments"