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KRONX

0.1.0Package record

Clock of Regimes for Regime-Switching Fragility Analysis

0packages depend
1.7Kdownloads / year
89.7%test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 1.9 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK5 OK2026-04-25
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
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

1.7K
CRAN downloads in the past year
Rank #21,192 · ~5/day · ~141/mo
Daily download trend is not available in this view yet.
23030 days
62690 days
1.7K1 year
Compare downloads with other packages →
Also on36 r2u1 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing KRONX adds no packages beyond those that come with R.

Depends (1)
R >= 4.0.0
Imports (2)
statsutils
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • 0.1.0Latest
    2026-04-24 · current release
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for KRONX version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

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.

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