Clock of Regimes Naive Bayes Classifier (Student-t)
Overview
Computes and fits a heavy-tailed Student-t Naive Bayes classifier for non-stationary financial market regime analysis (Clock of Regimes, COR). The core innovation is a profile grid search over the degrees-of-freedom parameter nu that prevents numerical underflow and structural classification failures when identifying fat-tailed Stress regimes. Provides S3 methods for fitting, prediction, summarising, plotting, and parameter extraction.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK5 OK2026-05-31
Documentation
- Help pages
- 8 (1 internal)includes a package overview page
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing kronxNBC adds 1 package (0 with compiled code, 749 KB of source tarballs). Heaviest: naivebayes 749 KB.
Code & Tests
People & History
- 0.1.1Latest2026-05-30 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-30
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 796 KB
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