KRONX
Clock of Regimes for Regime-Switching Fragility Analysis
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | KRONX_0.1.0.tar.gz |
355.7 KiB |
0.1.0 |
rolling linux/noble R-4.5 | KRONX_0.1.0.tar.gz |
355.6 KiB |
0.1.0 |
rolling source/ R- | KRONX_0.1.0.tar.gz |
313.2 KiB |
0.1.0 |
latest linux/jammy R-4.5 | KRONX_0.1.0.tar.gz |
355.7 KiB |
0.1.0 |
latest linux/noble R-4.5 | KRONX_0.1.0.tar.gz |
355.6 KiB |
0.1.0 |
latest source/ R- | KRONX_0.1.0.tar.gz |
313.2 KiB |
0.1.0 |
2026-04-26 source/ R- | KRONX_0.1.0.tar.gz |
313.2 KiB |
0.1.0 |
2026-04-23 source/ R- | KRONX_0.1.0.tar.gz |
0 B |