{ "_id": "6a6239cd35834fefe99ecb0b", "Package": "margEVT", "Type": "Package", "Title": "Regularized Point Processes and Stochastic Marginalization for\nExtremes", "Version": "0.1.0", "Authors@R": "c(\nperson(\"Rodrigo Fonseca\", \"Villa\", email = \"rodrigo03.villa@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0009-0005-2938-2270\")),\nperson(\"Flavio\", \"Ziegelmann\", email = \"flavioaz@mat.ufrgs.br\",\nrole = \"ths\",\ncomment = c(ORCID = \"0000-0001-8899-350X\"))\n)", "Description": "Implements a non-stationary extreme value analysis\nframework by coupling a covariate-driven Non-Homogeneous\nPoisson Process (NHPP) with Elastic-Net regularization and\nexact analytical gradients. Provides methodologies for\nestimating conditional return levels and unconditional\n(marginalized) return levels via parametric stochastic\nintegration over Vector Autoregressive VAR(p) covariate\ntrajectories, or non-parametric block bootstrapping.\nMethodologies are based on Villa (2026)\n \"A Novel Regularized Point Process and\nStochastic Marginalization Framework for Return Level Inference\nunder Covariate-Driven Extremes\" (Master's dissertation,\nUniversidade Federal do Rio Grande do Sul).", "License": "GPL (>= 3)", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-07-23 15:53:00 UTC", "User": "root" }, "Author": "Rodrigo Fonseca Villa [aut, cre] (ORCID:\n), Flavio Ziegelmann\n[ths] (ORCID: )", "Maintainer": "Rodrigo Fonseca Villa ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-07-23 14:39:17 UTC", "RemoteUrl": "https://github.com/cran/margEVT", "RemoteRef": "HEAD", 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