Clock of Regimes for Regime-Switching Fragility Analysis
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK5 OK2026-04-25
Documentation
- Help pages
- 5
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 20%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing KRONX adds no packages beyond those that come with R.
Code & Tests
People & History
- 0.1.0Latest2026-04-24 · current release
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-04-24
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.0.0
- Download size
- 312 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("KRONX")The package provides a citation file, so citation() returns the authors' own entry.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.