Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.3.0
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 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) or univariate autoregressive covariate
    trajectories, or non-parametric annual-block resampling. Supports
    block-specific penalty controls, operational active-set thresholds,
    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: stats, utils, vars
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-09-23 16:46:19 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: 2026-09-23 17:00:02 UTC
