Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.6.0
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, and risk over
    planning horizons (design life levels) under covariate scenarios.
    Supports block-specific penalty controls, BIC selection along a
    regularization path, unpenalized refitting of the selected model,
    Karush-Kuhn-Tucker convergence checks, declustering, 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
Imports: graphics, grDevices, parallel, Rcpp, stats, utils
LinkingTo: Rcpp
Suggests: extRemes, knitr, rmarkdown, testthat (>= 3.0.0), vars
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.1
NeedsCompilation: yes
Packaged: 2026-11-13 19:57:43 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: 2026-11-14 00:10:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-11-14 00:52:35 UTC; windows
Archs: x64
