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KRONX
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
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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 24 Oct. 2026.
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