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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)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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