The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

margEVT 0.2.0

Consistency and temporal resolution

• Added active_tol to fit_nhpp() and stored it in fitted objects. The same tolerance is now used by automatic BIC selection, print(), summary(), bic_nhpp(), active_covariates(), bootstrap refits, and downstream covariate generators.
• build_cov_annual(), fit_var_generator(), simulate_covariates(), marginalize(), and backtest() now inherit the temporal resolution from the fitted model unless the user supplies an explicit override.
• Added frequency-aware behavior for weekly and other non-daily analyses.
• fit_var_generator() now verifies the VAR root condition, stores the root moduli and spectral radius, and refuses to simulate from an unstable fit.
• simulate_covariates() now generates independent annual Monte Carlo paths, each with its own burn-in, instead of splitting one dependent long path into nominal annual replicates.
• Corrected GEV endpoint handling in marginalized probabilities: levels below the lower endpoint when the shape is positive now have zero non-exceedance probability, while levels above a finite upper endpoint retain probability one conditionally on that trajectory.

Inference and documentation

• Backtesting now reports not_rejected alongside the legacy calibrated field and uses language appropriate for nominal binomial comparisons and exploratory tail-conditional PIT diagnostics.
• Validation years with insufficient observed coverage are now excluded from binomial denominators instead of being silently counted as non-exceedances.
• Approach C now uses a locally preserved random seed, preventing its annual block sampling from resetting the outer bootstrap stream and repeating subsequent parametric bootstrap draws.
• bootstrap_rl() now reports the original fitted-model return level in RL_est; previous versions reported the mean of successful bootstrap roots.
• Clarified that the bootstrap is conditional on the observed occurrence pattern and selected model specification.
• Corrected the documentation of empirical annual-block marginalization and the event-based BIC convention.
• Added strict validation for block-specific penalty controls, return periods, Monte Carlo samples, and covariate trajectory lengths to prevent silent recycling or malformed fits.
• Return-level root finding no longer expands below the fitted threshold. It expands only the upper bracket and returns NA when the requested quantile lies outside the point-process tail domain.

margEVT 0.1.1

• Added plot.nhpp_fit() for cumulative-intensity and fitted-parameter plots.
• Added package URL and bug-report metadata.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.