Clock of Regimes Naive Bayes Classifier (Student-t)

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.


Reference manual

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install.packages("kronxNBC")

0.1.1 by Oscar Linares, 5 months ago


Browse source code at https://github.com/cran/kronxNBC


Authors: Oscar Linares [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, graphics, utils, naivebayes

Suggests zoo, testthat, knitr, rmarkdown


See at CRAN