Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.4.0
Authors@R: c(
    person("Rodrigo Fonseca", "Villa", email = "rodrigo03.villa@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0005-2938-2270"))
    )
Description: Implements a non-stationary extreme value analysis
        framework by coupling a covariate-driven non-homogeneous
        Poisson process (NHPP) with (adaptive) elastic-net
        regularization and analytical gradients. Provides methods for
        estimating conditional return levels and unconditional
        (marginalized) return levels via parametric stochastic
        integration over stable vector autoregressive VAR(p) covariate
        trajectories, or non-parametric annual-block resampling.
        Supports block-specific penalty controls, BIC selection along a
        regularization path, Karush-Kuhn-Tucker convergence checks,
        time-rescaling residual diagnostics, conditional parametric
        bootstrap 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
Imports: graphics, grDevices, parallel, stats, utils
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), vars
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: 2026-10-13 19:37:17 UTC; root
Author: Rodrigo Fonseca Villa [aut, cre] (ORCID:
    <https://orcid.org/0009-0005-2938-2270>)
Maintainer: Rodrigo Fonseca Villa <rodrigo03.villa@gmail.com>