{
  "_id": "6ace8cd4f6f39cd7e29a13f7",
  "Package": "margEVT",
  "Type": "Package",
  "Title": "Regularized Point Processes and Stochastic Marginalization for\nExtremes",
  "Version": "0.4.0",
  "Authors@R": "c(\nperson(\"Rodrigo Fonseca\", \"Villa\", email = \"rodrigo03.villa@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0009-0005-2938-2270\"))\n)",
  "Description": "Implements a non-stationary extreme value analysis\nframework by coupling a covariate-driven non-homogeneous\nPoisson process (NHPP) with (adaptive) elastic-net\nregularization and analytical gradients. Provides methods for\nestimating conditional return levels and unconditional\n(marginalized) return levels via parametric stochastic\nintegration over stable vector autoregressive VAR(p) covariate\ntrajectories, or non-parametric annual-block resampling.\nSupports block-specific penalty controls, BIC selection along a\nregularization path, Karush-Kuhn-Tucker convergence checks,\ntime-rescaling residual diagnostics, conditional parametric\nbootstrap inference, and walk-forward assessment.",
  "License": "GPL (>= 3)",
  "Encoding": "UTF-8",
  "URL": "https://github.com/rodrigosqrt3/margEVT",
  "BugReports": "https://github.com/rodrigosqrt3/margEVT/issues",
  "RoxygenNote": "7.3.3",
  "VignetteBuilder": "knitr",
  "Config/testthat/edition": "3",
  "Repository": "https://rodrigosqrt3.r-universe.dev",
  "Date/Publication": "2026-10-13 17:06:54 UTC",
  "RemoteUrl": "https://github.com/rodrigosqrt3/margevt",
  "RemoteRef": "HEAD",
  "RemoteSha": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-10-13 19:37:17 UTC",
    "User": "root"
  },
  "Author": "Rodrigo Fonseca Villa [aut, cre] (ORCID:\n<https://orcid.org/0009-0005-2938-2270>)",
  "Maintainer": "Rodrigo Fonseca Villa <rodrigo03.villa@gmail.com>",
  "_user": "rodrigosqrt3",
  "_type": "src",
  "_file": "margEVT_0.4.0.tar.gz",
  "_fileid": "https://r2.ropensci.org/500f0798d1ae87f2af240bfd31e1b79f016e646cb87521a59f1bc3ae006b46eb",
  "_filesize": 564260,
  "_sha256": "500f0798d1ae87f2af240bfd31e1b79f016e646cb87521a59f1bc3ae006b46eb",
  "_expires": "2027-01-21T19:56:00.000Z",
  "_created": "2026-10-13T19:37:17.000Z",
  "_published": "2026-10-13T19:56:03.855Z",
  "_buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_jobs": [
    {
      "job": 115499937782,
      "time": 227,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "11843592253"
    },
    {
      "job": 115499937567,
      "time": 140,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "11842124876"
    },
    {
      "job": 115499937744,
      "time": 129,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "11844741014"
    },
    {
      "job": 115499937630,
      "time": 134,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "11844681772"
    },
    {
      "job": 115498503767,
      "time": 183,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11844105247"
    },
    {
      "job": 115499937304,
      "time": 99,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "11842576667"
    },
    {
      "job": 115499937550,
      "time": 145,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "11843995815"
    },
    {
      "job": 115499937826,
      "time": 145,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "11842059888"
    },
    {
      "job": 115499937693,
      "time": 127,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "NOTE",
      "artifact": "11842172065"
    }
  ],
  "_upstream": "https://github.com/rodrigosqrt3/margevt",
  "_commit": {
    "id": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
    "author": "Rodrigo Fonseca Villa <144546763+rodrigosqrt3@users.noreply.github.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Delete .Rbuildignore",
    "time": 1791911214
  },
  "_maintainer": {
    "name": "Rodrigo Fonseca Villa",
    "email": "rodrigo03.villa@gmail.com",
    "login": "rodrigosqrt3",
    "orcid": "0009-0005-2938-2270",
    "description": "",
    "uuid": 144546763
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "graphics",
      "role": "Imports"
    },
    {
      "package": "grDevices",
      "role": "Imports"
    },
    {
      "package": "parallel",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    },
    {
      "package": "vars",
      "role": "Suggests"
    }
  ],
  "_owner": "rodrigosqrt3",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2026-26",
      "n": 21
    },
    {
      "week": "2026-28",
      "n": 2
    },
    {
      "week": "2026-30",
      "n": 1
    },
    {
      "week": "2026-31",
      "n": 4
    },
    {
      "week": "2026-35",
      "n": 2
    },
    {
      "week": "2026-39",
      "n": 3
    },
    {
      "week": "2026-42",
      "n": 7
    }
  ],
  "_tags": [
    {
      "name": "v0.3.0",
      "date": "2026-09-23"
    },
    {
      "name": "v0.4.0",
      "date": "2026-10-13"
    }
  ],
  "_stars": 0,
  "_contributors": [
    {
      "user": "rodrigosqrt3",
      "count": 40,
      "uuid": 144546763
    }
  ],
  "_userbio": {
    "uuid": 144546763,
    "type": "user",
    "name": "Rodrigo Fonseca Villa",
    "followers": 0
  },
  "_downloads": {
    "count": 273,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/margEVT"
  },
  "_devurl": "https://github.com/rodrigosqrt3/margevt",
  "_searchresults": 7,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/manual.pdf",
    "extra/margEVT.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md"
  ],
  "_homeurl": "https://github.com/rodrigosqrt3/margevt",
  "_realowner": "rodrigosqrt3",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2026-07-23"
    },
    {
      "version": "0.1.1",
      "date": "2026-07-30"
    },
    {
      "version": "0.2.0",
      "date": "2026-08-26"
    },
    {
      "version": "0.3.0",
      "date": "2026-09-23"
    }
  ],
  "_exports": [
    "active_covariates",
    "backtest",
    "bic_nhpp",
    "bootstrap_coef",
    "bootstrap_rl",
    "build_cov_annual",
    "build_design_matrices",
    "fit_nhpp",
    "fit_var_generator",
    "is_nhpp_fit",
    "marginalize",
    "n_exceedances",
    "pp_grad",
    "pp_nllh",
    "predict_params",
    "rl_table",
    "seasonal_harmonics",
    "simulate_covariates"
  ],
  "_help": [
    {
      "page": "active_covariates",
      "title": "Extract names of non-seasonal covariates from a fitted model",
      "topics": [
        "active_covariates"
      ]
    },
    {
      "page": "backtest",
      "title": "Walk-forward backtesting for NHPP extreme value models",
      "topics": [
        "backtest"
      ]
    },
    {
      "page": "bic_nhpp",
      "title": "Compute BIC for a fitted nhpp_fit model",
      "topics": [
        "bic_nhpp"
      ]
    },
    {
      "page": "bootstrap_coef",
      "title": "Parametric bootstrap confidence intervals for model coefficients",
      "topics": [
        "bootstrap_coef"
      ]
    },
    {
      "page": "bootstrap_rl",
      "title": "Parametric bootstrap confidence intervals for return levels",
      "topics": [
        "bootstrap_rl"
      ]
    },
    {
      "page": "build_cov_annual",
      "title": "Build a covariate data frame for marginalization",
      "topics": [
        "build_cov_annual"
      ]
    },
    {
      "page": "build_design_matrices",
      "title": "Build design matrices for the NHPP point process model",
      "topics": [
        "build_design_matrices"
      ]
    },
    {
      "page": "coef.nhpp_fit",
      "title": "Extract coefficients of a fitted nhpp_fit model",
      "topics": [
        "coef.nhpp_fit"
      ]
    },
    {
      "page": "fit_nhpp",
      "title": "Fit a non-homogeneous point process model for extremes",
      "topics": [
        "fit_nhpp"
      ]
    },
    {
      "page": "fit_var_generator",
      "title": "Fit a stationary VAR generator of covariate trajectories",
      "topics": [
        "fit_var_generator"
      ]
    },
    {
      "page": "is_nhpp_fit",
      "title": "Check if an object is an nhpp_fit",
      "topics": [
        "is_nhpp_fit"
      ]
    },
    {
      "page": "marginalize",
      "title": "Compute unconditional return levels by marginalizing over covariates",
      "topics": [
        "marginalize"
      ]
    },
    {
      "page": "n_exceedances",
      "title": "Extract the number of exceedances from a fitted model",
      "topics": [
        "n_exceedances"
      ]
    },
    {
      "page": "nhpp_fit-methods",
      "title": "Log-likelihood, number of observations, and prediction for nhpp_fit",
      "topics": [
        "logLik.nhpp_fit",
        "nhpp_fit-methods",
        "nobs.nhpp_fit",
        "predict.nhpp_fit"
      ]
    },
    {
      "page": "plot.nhpp_fit",
      "title": "Plot diagnostics for a fitted nhpp_fit object",
      "topics": [
        "plot.nhpp_fit"
      ]
    },
    {
      "page": "plot.nhpp_rl",
      "title": "Plot return-level curves from marginalize()",
      "topics": [
        "plot.nhpp_rl"
      ]
    },
    {
      "page": "pp_grad",
      "title": "Analytical gradient of the penalized negative log-likelihood",
      "topics": [
        "pp_grad"
      ]
    },
    {
      "page": "pp_nllh",
      "title": "Penalized negative log-likelihood for the NHPP model",
      "topics": [
        "pp_nllh"
      ]
    },
    {
      "page": "predict_params",
      "title": "Compute time-varying GEV parameters from a fitted model",
      "topics": [
        "predict_params"
      ]
    },
    {
      "page": "print.nhpp_fit",
      "title": "Print a fitted nhpp_fit model",
      "topics": [
        "print.nhpp_fit"
      ]
    },
    {
      "page": "print.summary.nhpp_fit",
      "title": "Print a summary of a fitted nhpp_fit model",
      "topics": [
        "print.summary.nhpp_fit"
      ]
    },
    {
      "page": "residuals.nhpp_fit",
      "title": "Transformed residuals of a fitted nhpp_fit model",
      "topics": [
        "residuals.nhpp_fit"
      ]
    },
    {
      "page": "rl_table",
      "title": "Wide-format return level table from marginalize() output",
      "topics": [
        "rl_table"
      ]
    },
    {
      "page": "seasonal_harmonics",
      "title": "Seasonal Fourier harmonics",
      "topics": [
        "seasonal_harmonics"
      ]
    },
    {
      "page": "simulate_covariates",
      "title": "Simulate stationary covariate trajectories from a VAR generator",
      "topics": [
        "simulate_covariates"
      ]
    },
    {
      "page": "summary.nhpp_fit",
      "title": "Summarise a fitted nhpp_fit model",
      "topics": [
        "summary.nhpp_fit"
      ]
    }
  ],
  "_readme": "https://github.com/rodrigosqrt3/margevt/raw/HEAD/README.md",
  "_rundeps": [],
  "_vignettes": [
    {
      "source": "margEVT.Rmd",
      "filename": "margEVT.html",
      "title": "Covariate-driven extremes with margEVT",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Model",
        "Simulated data",
        "Estimation",
        "Diagnostics",
        "Marginal return levels",
        "Uncertainty",
        "Walk-forward validation",
        "Reproducibility"
      ],
      "created": "2026-10-13 14:25:09",
      "modified": "2026-10-13 14:25:09",
      "commits": 1
    }
  ],
  "_score": 4.544068044350276,
  "_indexed": true,
  "_nocasepkg": "margevt",
  "_universes": [
    "rodrigosqrt3"
  ],
  "_previous": "0.3.0",
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.4.0",
      "date": "2026-10-13T19:40:33.000Z",
      "distro": "resolute",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/f73a862db094bc572faa208043bb501e3b44231407c7eda8852da44af3a0122e",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "0.4.0",
      "date": "2026-10-13T19:39:09.000Z",
      "distro": "resolute",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/4fd1638189642045c8bdf0eb74c078331da23cf429618ed55ecad165c70c1304",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.4.0",
      "date": "2026-10-13T19:50:09.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/c3818fe884e70e2736682fd0f01f731d3ceefde561e569e80c160d84c4744d1c",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "0.4.0",
      "date": "2026-10-13T19:54:59.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/c2ac49e1158a28e3ea4aa160c47ca2ce534dca6ef6273596fab55e88d8d8d6d6",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.4.0",
      "date": "2026-10-13T19:39:20.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/a335e9d3b097c52145d86eb51add73d4ebac5003dc9e1d59d1b2f9a32e7de462",
      "status": "success",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-10-13T19:38:30.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/fe28f2e7c34996dbcf01772810b582fdf74502278a51534fe022351304f50086",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-10-13T19:38:32.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/1e1082de895cbb5837c0ffaeba18cda550f15074d40103b54cc1c80acfd01f2b",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "0.4.0",
      "date": "2026-10-13T19:38:40.000Z",
      "commit": "99ba0f20f56af57ce6b9b078bf8d095aca726986",
      "fileid": "https://r2.ropensci.org/e0e19a8d72bec75a9d4145d2f0e595df9bccc32fa9af670a1da67adf78fcaa2f",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/rodrigosqrt3/actions/runs/38455892023"
    }
  ]
}