Clock of Regimes for Regime-Switching Fragility Analysis

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Documentation for package ‘KRONX’ version 0.1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation

Help Pages

compute_log_returns	Compute log returns from a close-price vector.
fit_hmm_em	Fit a Gaussian or Student-t HMM via EM with multiple random restarts.
read_close_series	Read a close-price series from a CSV file.
run_kronx	Run the full Clock of Regimes (KRONX) analysis.
viterbi_decode	Decode the most likely hidden-state path via the Viterbi algorithm.