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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "KRONX" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'KRONX: Clock of Regimes for Regime-Switching Fragility Analysis'
version: 0.1.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.KRONX
abstract: 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.
authors:
- family-names: Linares
  given-names: Oscar
  email: olinares@umich.edu
preferred-citation:
  type: article
  title: 'The Talebian Architecture of Survival in Nonlinear Markets: The Clock of
    Regimes Model'
  authors:
  - family-names: Kaulins
    given-names: Karlis
  - family-names: Bulavs
    given-names: Ricards
  - family-names: Linares
    given-names: Oscar
    email: olinares@umich.edu
  year: '2026'
  journal: SSRN Electronic Journal
  notes: SSRN Working Paper 6419678
repository: https://oismrg-saamlab.r-universe.dev
commit: 6a171deff42e04b9fa8881e73994b27356e8b78a
date-released: '2026-04-22'
contact:
- family-names: Linares
  given-names: Oscar
  email: olinares@umich.edu
references:
- type: article
  title: 'Duration vs. Catastrophe: A Survival-Based Decomposition of Financial Fragility
    via the Clock of Regimes Model'
  authors:
  - family-names: Linares
    given-names: Oscar
  year: '2026'
  journal: SSRN Electronic Journal
  notes: SSRN Working Paper 6493539