Package: KRONX
Type: Package
Title: Clock of Regimes for Regime-Switching Fragility Analysis
Version: 0.1.0
Date: 2026-04-22
Authors@R: person("Oscar", "Linares",
    email = "olinares@umich.edu",
    role = c("aut", "cre"))
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.
License: GPL (>= 3)
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: stats, utils
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: utils
Config/testthat/edition: 3
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-04-22 21:02:59 UTC; olinaresmd
Author: Oscar Linares [aut, cre]
Maintainer: Oscar Linares <olinares@umich.edu>
Repository: CRAN
Date/Publication: 2026-04-24 20:20:27 UTC
