Implements the Clock of Regimes (KRONX) framework for regime-switching fragility analysis of financial time series. The package fits Gaussian and Student-t Hidden Markov Models (HMMs) to return data, constructs a hazard-adjusted transition operator Q, derives the associated generator K = Q - I, and computes the fundamental matrix N = -K inverse to characterize expected residence times under structural fragility.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | stats, utils |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-04-24 |
| DOI: | 10.32614/CRAN.package.KRONX |
| Author: | Oscar Linares [aut, cre] |
| Maintainer: | Oscar Linares <olinares at umich.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Citation: | KRONX citation info |
| CRAN checks: | KRONX results |
| Reference manual: | KRONX.html , KRONX.pdf |
| Vignettes: |
KRONX: Clock of Regimes in R (source, R code) |
| Package source: | KRONX_0.1.0.tar.gz |
| Windows binaries: | r-release: KRONX_0.1.0.zip, r-oldrel: KRONX_0.1.0.zip |
| macOS binaries: | r-release (arm64): KRONX_0.1.0.tgz, r-oldrel (arm64): KRONX_0.1.0.tgz, r-release (x86_64): KRONX_0.1.0.tgz, r-oldrel (x86_64): KRONX_0.1.0.tgz |
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