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.