The goal of 'kronos' is to provide an easy-to-use framework to analyse circadian or otherwise rhythmic data using the familiar R linear modelling syntax, while taking care of the trigonometry under the hood.

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.

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.

Kernel smoothers for univariate and multivariate data, with comprehensive visualisation and bandwidth selection capabilities, including for densities, density derivatives, cumulative distributions, clustering, classification, density ridges, significant modal regions, and two-sample hypothesis tests. Chacon & Duong (2018) <doi:10.1201/9780429485572>.

The Retained Component Criterion for Principal Component Analysis (RCC_PCA) is a tool to determine the optimal number of components to retain in PCA.

Compares k samples using the Anderson-Darling test, Kruskal-Wallis type tests 
	with different rank score criteria, Steel's multiple comparison test, and the 
        Jonckheere-Terpstra (JT) test. It computes asymptotic, simulated or (limited) exact 
        P-values, all valid under randomization, with or without ties, or conditionally 
        under random sampling from populations, given the observed tie pattern.  Except for 
        Steel's test and the JT test it also combines these tests across several blocks of 
	samples.  Also analyzed are 2 x t contingency tables and their blocked combinations 
	using the Kruskal-Wallis criterion.  Steel's test is inverted to provide simultaneous 
	confidence bounds for shift parameters.  A plotting function compares tail probabilities
	obtained under asymptotic approximation with those obtained via simulation or exact 
	calculations.