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Estimates the EV distr. parameters by Method of Moments and L-Moments with biased or unbiased PWM



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Gumbel_MOM_LMOM estimates the location and scale parameters of the EV distribution (Gumbel, or GEV Type I) for maxima, by three methods: (1) Method of Moments (MOM), (2,3) Method of L-moments (LMOM): LMOM with biased PWM and LMOM with unbiased PWM (PWM=Probability Weighted Moments). Especially suits for short series, e.g. block maxima of extreme winds. Suits for any "r" with the "r-largest" method which you used while composing a dataset.

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MATLAB Release
MATLAB 9.3 (R2017b)

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