@railpath/finance-toolkit/dist/ml/schemas/RegimeDetectionResultSchema.d.ts

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

import { z } from 'zod';
/**
 * Zod schema for regime detection result
 */
export declare const RegimeDetectionResultSchema: z.ZodObject<{
    currentRegime: z.ZodString;
    regimes: z.ZodArray<z.ZodString>;
    stateSequence: z.ZodArray<z.ZodNumber>;
    stateProbabilities: z.ZodArray<z.ZodArray<z.ZodNumber>>;
    model: z.ZodObject<{
        numStates: z.ZodNumber;
        numFeatures: z.ZodNumber;
        transitionMatrix: z.ZodArray<z.ZodArray<z.ZodNumber>>;
        emissionParams: z.ZodArray<z.ZodObject<{
            means: z.ZodArray<z.ZodNumber>;
            variances: z.ZodArray<z.ZodNumber>;
        }, z.core.$strip>>;
        initialProbs: z.ZodArray<z.ZodNumber>;
        logLikelihood: z.ZodOptional<z.ZodNumber>;
    }, z.core.$strip>;
    confidence: z.ZodNumber;
}, z.core.$strip>;
/**
 * TypeScript types derived from Zod schemas
 */
export type RegimeDetectionResult = z.infer<typeof RegimeDetectionResultSchema>;
/**
 * Validated type after parsing
 */
export type RegimeDetectionResultValidated = z.output<typeof RegimeDetectionResultSchema>;