Package: kronxNBC 0.1.1

kronxNBC: 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.

Authors:Oscar Linares [aut, cre]

kronxNBC_0.1.1.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
kronxNBC/json (API)

# Install 'kronxNBC' in R:
install.packages('kronxNBC', repos = c('https://oismrg-saamlab.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.30 score 272 downloads 2 exports 1 dependencies

Last updated from:a9df2955ae. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK147
source / vignettesOK226
linux-releaseOK133
macos-releaseOK156
macos-oldrelOK192
windows-develOK80
windows-releaseOK73
windows-oldrelOK63
wasm-releaseOK86

Exports:student_t_naive_bayestables

Dependencies:naivebayes

Empirical Regime Classification with KRONXnbc
Overview | Step 1 — Feature Engineering | Rolling Volatility | Drawdown | Downside Semi-deviation (Transition Stress Proxy) | Residence Pressure | Ruin Proxy | Attach Regime Labels and Export | Step 2 — Why Random Sampling, Not a Chronological Split | Step 3 — Fitting the Student-t Naive Bayes Classifier | Step 4 — Inspecting the Fitted Parameters | Parameter Tables | Coefficient Data Frame | Density Plots | Step 5 — Out-of-Sample Evaluation | Predictions | Confusion Matrix | COR Stress Alert | Step 6 — Interpreting the $\nu$ Parameter | What low $\nu$ means | Validation of the heavy-tail hypothesis | Appendix — Session Info

Last update: 2026-05-30
Started: 2026-05-30

kronxNBC: Student-t Naive Bayes Classification for Financial Market Regime Detection in R
Abstract | Introduction | Statistical Methodology | The Naive Bayes Framework | The Scaled Student-$t$ Distribution | Profile Maximum Likelihood for $\nu$ | Numerical Stability During Scoring | Package Overview | Installation | Function Reference | student_t_naive_bayes() | predict() | tables() | coef() | plot() | Complete Worked Example | Synthetic Dataset | Fitting the Model | Inspecting the Fitted Parameters | Parameter Tables | Coefficient Data Frame | Interpreting the $\nu$ Parameter | Density Visualisation | Out-of-Sample Evaluation | Class Predictions | Confusion Matrix | Posterior Probabilities | COR Stress Alert Signal | Comparison: Student-$t$ vs Gaussian Naive Bayes | Setup | Gaussian NBC via naivebayes | Head-to-Head Accuracy | Confusion Matrices | Stress-Class Recall | Tail Log-Density Comparison | Advanced Usage | Custom Prior Probabilities | Tuning the $\nu$ Grid | Accessing Raw Parameters | Predicting with a Subset of Features | The Clock of Regimes (COR) Framework | Data Requirements | Feature Engineering | Train/Test Split Strategy | Interpreting Empirical $\nu$ Estimates | Summary | Appendix: Session Information | References

Last update: 2026-05-30
Started: 2026-05-30

Readme and manuals

Help Manual

Help pageTopics
Coefficient extraction for student_t_naive_bayescoef.student_t_naive_bayes
Plot method for student_t_naive_bayesplot.student_t_naive_bayes
Predict method for student_t_naive_bayespredict.student_t_naive_bayes
Print method for student_t_naive_bayesprint.student_t_naive_bayes
Student-t Naive Bayes Classifierstudent_t_naive_bayes
Summary method for student_t_naive_bayessummary.student_t_naive_bayes
Parameter tables for Naive Bayes classifierstables tables.default tables.student_t_naive_bayes