Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.5.0
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, analytical gradients and a
    lower bound on the shape parameter.
    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: 2026-10-23 18:50:43 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: 2026-10-23 20:10:02 UTC
