Generalized L-Moments Estimation for Extreme Value Distributions // Provides generalized L-moments estimation methods for the generalized extreme value ('GEV') distribution. Implements both stationary 'GEV' and non-stationary 'GEV11' models where location and scale parameters vary with time. Includes various penalty functions (Martins-Stedinger, Park, Cannon, Coles- Dixon) for shape parameter regularization. Also provides model averaging estimation ('ma.gev') that combines MLE and L-moment methods with multiple weighting schemes for robust high quantile estimation. The 'GLME' methodology is described in Shin et al. (2025a) doi:10.48550/arXiv.2512.20385. The non- stationary L-moment method is based on Shin et al. (2025b) doi:10.1007/s42952-025-00325-3. The model averaging method is described in Shin et al. (2026) doi:10.1007/s00477-025-03167-x. See also Hosking (1990) doi:10.1111/j.2517-6161.1990.tb01775.x for L-moments theory and Martins and Stedinger (2000) doi:10.1029/1999WR900330 for penalized likelihood methods.