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KRONX  

Clock of Regimes for Regime-Switching Fragility Analysis
View on CRAN: Click here


Download and install KRONX package within the R console
Install from CRAN:
install.packages("KRONX")

Install from Github:
library("remotes")
install_github("cran/KRONX")

Install by package version:
library("remotes")
install_version("KRONX", "0.1.0")



Attach the package and use:
library("KRONX")
Maintained by
Oscar Linares
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-24
Latest Update: 2026-04-24
Description:
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.
How to cite:
Oscar Linares (2026). KRONX: Clock of Regimes for Regime-Switching Fragility Analysis. R package version 0.1.0, https://cran.r-project.org/web/packages/KRONX. Accessed 21 Aug. 2026.
Previous versions and publish date:
No previous versions
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View KRONX citation profile
Other R packages that KRONX depends, imports, suggests or enhances
Complete documentation for KRONX
Functions, R codes and Examples using the KRONX R package
Full KRONX package functions and examples
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