# pargev: Estimate the Parameters of the Generalized Extreme Value...

### Description

This function estimates the parameters of the Generalized Extreme Value distribution given the L-moments of the data in an L-moment object such as that returned by `lmoms`. The relations between distribution parameters and L-moments are seen under `lmomgev`.

### Usage

 `1` ```pargev(lmom, checklmom=TRUE, ...) ```

### Arguments

 `lmom` An L-moment object created by `lmoms` or `vec2lmom`. `checklmom` Should the `lmom` be checked for validity using the `are.lmom.valid` function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the τ_4 and τ_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check. `...` Other arguments to pass.

### Value

An R `list` is returned.

 `type` The type of distribution: `gev`. `para` The parameters of the distribution. `source` The source of the parameters: “pargev”.

W.H. Asquith

### References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

`lmomgev`, `cdfgev`, `pdfgev`, `quagev`

### Examples

 ```1 2``` ```lmr <- lmoms(rnorm(20)) pargev(lmr) ```

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