Package: RSDC 1.1-2

RSDC: Regime-Switching Dynamic Correlation Models

Estimation, forecasting, simulation, and portfolio construction for regime-switching models with exogenous variables as in Pelletier (2006) <doi:10.1016/j.jeconom.2005.01.013>.

Authors:David Ardia [aut, cre], Benjamin Seguin [aut]

RSDC_1.1-2.tar.gz
RSDC_1.1-2.zip(r-4.7)RSDC_1.1-2.zip(r-4.6)RSDC_1.1-2.zip(r-4.5)
RSDC_1.1-2.tgz(r-4.6-any)RSDC_1.1-2.tgz(r-4.5-any)
RSDC_1.1-2.tar.gz(r-4.7-any)RSDC_1.1-2.tar.gz(r-4.6-any)
RSDC_1.1-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RSDC/json (API)
NEWS

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

Bug tracker:https://github.com/ardiad/rsdc/issues

Datasets:

On CRAN:

Conda:

3.60 score 2 stars 2 scripts 120 downloads 7 exports 4 dependencies

Last updated from:f72b76304e. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE134
source / vignettesOK186
linux-release-x86_64NOTE136
macos-release-arm64NOTE130
macos-oldrel-arm64NOTE90
windows-develNOTE95
windows-releaseNOTE88
windows-oldrelNOTE88
wasm-releaseOK109

Exports:rsdc_estimatersdc_forecastrsdc_hamiltonrsdc_likelihoodrsdc_maxdivrsdc_minvarrsdc_simulate

Dependencies:DEoptimmvtnormrbibutilsRdpack