kronxNBC
Clock of Regimes Naive Bayes Classifier (Student-t)
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | kronxNBC_0.1.1.tar.gz |
820.3 KiB |
0.1.1 |
rolling linux/noble R-4.5 | kronxNBC_0.1.1.tar.gz |
820.2 KiB |
0.1.1 |
rolling source/ R- | kronxNBC_0.1.1.tar.gz |
793.0 KiB |
0.1.1 |
latest linux/jammy R-4.5 | kronxNBC_0.1.1.tar.gz |
820.3 KiB |
0.1.1 |
latest linux/noble R-4.5 | kronxNBC_0.1.1.tar.gz |
820.2 KiB |
0.1.1 |
latest source/ R- | kronxNBC_0.1.1.tar.gz |
793.0 KiB |
0.1.1 |
2026-04-23 source/ R- | kronxNBC_0.1.1.tar.gz |
0 B |