Package: margEVT
Type: Package
Title: Regularized Point Processes and Stochastic Marginalization for
        Extremes
Version: 0.1.1
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
URL: https://github.com/rodrigosqrt3/margEVT
BugReports: https://github.com/rodrigosqrt3/margEVT/issues
RoxygenNote: 7.3.3
Imports: stats, utils, vars
Suggests: dplyr, tidyr, extRemes, testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-07-30 00:32:19 UTC; rodri
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: CRAN
Date/Publication: 2026-07-30 11:20:02 UTC
Built: R 4.6.0; ; 2026-07-30 14:14:57 UTC; unix
