Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.1.0
Authors@R: c(
    person("Rodrigo Fonseca", "Villa", email = "rodrigo03.villa@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0005-2938-2270")),
    person("Flavio", "Ziegelmann", email = "flavioaz@mat.ufrgs.br",
           role = "ths",
           comment = c(ORCID = "0000-0001-8899-350X"))
    )
Description: Implements a non-stationary extreme value analysis
        framework by coupling a covariate-driven Non-Homogeneous
        Poisson Process (NHPP) with Elastic-Net regularization and
        exact analytical gradients. Provides methodologies for
        estimating conditional return levels and unconditional
        (marginalized) return levels via parametric stochastic
        integration over Vector Autoregressive VAR(p) covariate
        trajectories, or non-parametric block bootstrapping.
        Methodologies are based on Villa (2026)
        <https://sabi.ufrgs.br/> "A Novel Regularized Point Process and
        Stochastic Marginalization Framework for Return Level Inference
        under Covariate-Driven Extremes" (Master's dissertation,
        Universidade Federal do Rio Grande do Sul).
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: stats, utils, vars
Suggests: dplyr, tidyr, extRemes, testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-07-23 15:53:00 UTC; root
Author: Rodrigo Fonseca Villa [aut, cre] (ORCID:
        <https://orcid.org/0009-0005-2938-2270>), Flavio Ziegelmann
        [ths] (ORCID: <https://orcid.org/0000-0001-8899-350X>)
Maintainer: Rodrigo Fonseca Villa <rodrigo03.villa@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-07-23 14:39:17 UTC
RemoteUrl: https://github.com/cran/margEVT
RemoteRef: HEAD
RemoteSha: 2e72ae5f8031a2a9ce1befc0f3ecbf2b6912612a