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kronxNBC
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Install from CRAN:
install.packages("kronxNBC")
Install from Github:
library("remotes")
install_github("cran/kronxNBC") Install by package version:
library("remotes")
install_version("kronxNBC", "0.1.1") Attach the package and use:
library("kronxNBC")
Maintained by
Oscar Linares
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First Published: 2026-05-30
Latest Update: 2026-05-30
Description:
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.
How to cite:
Oscar Linares (2026). kronxNBC: Clock of Regimes Naive Bayes Classifier (Student-t). R package version 0.1.1, https://cran.r-project.org/web/packages/kronxNBC. Accessed 13 Oct. 2026.
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