https://oismrg-saamlab.r-universe.devRecent package updates in oismrg-saamlabR-universehttps://github.com/oismrg-saamlab.pnghttps://oismrg-saamlab.r-universe.devSat, 30 May 2026 13:50:02 GMTolinares@umich.edu (Oscar Linares)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.https://github.com/r-universe/oismrg-saamlab/actions/runs/26709589160Sat, 30 May 2026 13:50:02 GMTkronxNBC0.1.1successhttps://oismrg-saamlab.r-universe.devhttps://github.com/cran/kronxNBCempirical-regime-classification.Rmdempirical-regime-classification.htmlEmpirical Regime Classification with KRONXnbc2026-05-30 13:50:022026-05-30 13:50:02kronxNBC-jss.RmdkronxNBC-jss.htmlkronxNBC: Student-t Naive Bayes Classification for Financial Market Regime Detection in R2026-05-30 13:50:022026-05-30 13:50:02olinares@umich.edu (Oscar Linares)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.https://github.com/r-universe/oismrg-saamlab/actions/runs/25598928820Fri, 24 Apr 2026 21:09:39 GMTKRONX0.1.0successhttps://oismrg-saamlab.r-universe.devhttps://github.com/cran/KRONXkronx.Rnwkronx.pdfKRONX: Clock of Regimes in R2026-04-24 21:09:392026-04-24 21:09:39