Package: RSDC
Title: Regime-Switching Dynamic Correlation Models
Version: 1.5-0
Authors@R: c(person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"),
             email = "david.ardia.ch@gmail.com",
             comment = c(ORCID = "0000-0003-2823-782X")),
             person("Benjamin", "Seguin", role = "aut"),
             person("Roosevelt Ymele", "Nguemo", role = "aut",
                    comment = c(ORCID = "0009-0003-9399-6256")))
Description: 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>.
License: GPL-3
Encoding: UTF-8
Language: en-US
Roxygen: list(markdown = TRUE)
URL: https://github.com/ArdiaD/RSDC
BugReports: https://github.com/ArdiaD/RSDC/issues
Imports: Rdpack (>= 2.0), DEoptim, mvtnorm, numDeriv, generics,
        graphics, stats, utils, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), quadprog, Rsolnp,
        ggplot2
Config/testthat/edition: 3
RdMacros: Rdpack
Depends: R (>= 3.5)
LazyData: true
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
Repository: https://ardiad.r-universe.dev
Date/Publication: 2026-07-02 16:38:20 UTC
RemoteUrl: https://github.com/ardiad/rsdc
RemoteRef: HEAD
RemoteSha: db3bb5e03868afc74404257c83bea6c6649425dd
NeedsCompilation: yes
Packaged: 2026-07-02 20:40:11 UTC; root
Author: David Ardia [aut, cre, cph, fnd] (ORCID:
    <https://orcid.org/0000-0003-2823-782X>),
  Benjamin Seguin [aut],
  Roosevelt Ymele Nguemo [aut] (ORCID:
    <https://orcid.org/0009-0003-9399-6256>)
Maintainer: David Ardia <david.ardia.ch@gmail.com>