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
NeedsCompilation: no
Packaged: 2026-10-13 17:17:13 UTC; rodri
Author: Rodrigo Fonseca Villa [aut, cre] (ORCID:
    <https://orcid.org/0009-0005-2938-2270>)
Maintainer: Rodrigo Fonseca Villa <rodrigo03.villa@gmail.com>
Repository: CRAN
Date/Publication: 2026-10-13 23:00:15 UTC
Built: R 4.5.3; ; 2026-10-13 23:51:39 UTC; windows
