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.
| Version: | 0.1.1 |
| Imports: | stats, graphics, utils, naivebayes |
| Suggests: | zoo, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-05-30 |
| DOI: | 10.32614/CRAN.package.kronxNBC (may not be active yet) |
| Author: | Oscar Linares [aut, cre] |
| Maintainer: | Oscar Linares <olinares at umich.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | kronxNBC results |
| Reference manual: | kronxNBC.html , kronxNBC.pdf |
| Vignettes: |
Empirical Regime Classification with KRONXnbc (source, R code) kronxNBC: Student-t Naive Bayes for Financial Regime Detection (source, R code) |
| Package source: | kronxNBC_0.1.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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