Like bootstrap_W_detrended but uses an arbitrary covariate
(e.g., SST) instead of a linear time trend, and retains the covariate
sensitivity mu1 in the bootstrap parameter vector. NOAA sites are fitted
with nonstationary GEV; ADCIRC sites use stationary GEV.
Details
The bootstrap Gamma matrix has L * 4 columns in parameter-major
ordering: (mu0, mu1, log_sigma, xi) at all sites. ADCIRC mu1 entries are
NA; the resulting W_bs has NA in those positions.
This is by design: embed_W skips unobserved entries.
Note
A small fraction of bootstrap resamples may produce degenerate data
that causes warnings or convergence failures in extRemes::fevd.
Failed fits are recorded in n_failures and excluded via
pairwise-complete covariance estimation (failure rates are typically
well below 1 percent).
See also
bootstrap_W_detrended for the time-trend version.