Package: EQRN
Type: Package
Title: Extreme Quantile Regression Neural Networks for Risk Forecasting
Version: 0.1.2
Authors@R: c(person(c("Olivier", "C."), "Pasche",
                    email = "olivier_pasche@alumni.epfl.ch", role = c("aut", "cre", "cph"),
                    comment = c(ORCID = "0000-0002-1202-9199"))
             )
Description: This framework enables forecasting and extrapolating
        measures of conditional risk (e.g. of extreme or unprecedented
        events), including quantiles and exceedance probabilities,
        using extreme value statistics and flexible neural network
        architectures. It allows for capturing complex multivariate
        dependencies, including dependencies between observations, such
        as sequential dependence (time-series). The methodology was
        introduced in Pasche and Engelke (2024)
        <doi:10.1214/24-AOAS1907> (also available in preprint: Pasche
        and Engelke (2022) <doi:10.48550/arXiv.2208.07590>).
License: GPL (>= 3)
Encoding: UTF-8
Imports: coro (>= 1.0.2), doFuture, evd, foreach, future, ismev,
        magrittr, stats, torch, utils
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
URL: https://github.com/opasche/EQRN, https://opasche.github.io/EQRN/
BugReports: https://github.com/opasche/EQRN/issues
Repository: https://opasche.r-universe.dev
Date/Publication: 2025-11-21 13:41:07 UTC
RemoteUrl: https://github.com/opasche/eqrn
RemoteRef: HEAD
RemoteSha: c3b007e747644b896b22c8eb1cdffb1976d5f63d
NeedsCompilation: no
Packaged: 2026-09-17 07:47:20 UTC; root
Author: Olivier C. Pasche [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-1202-9199>)
Maintainer: Olivier C. Pasche <olivier_pasche@alumni.epfl.ch>