Regime-Switching Dynamic Correlation Models

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Documentation for package ‘RSDC’ version 1.7-0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

RSDC-package	RSDC: Regime-Switching Dynamic Correlation Models
augment.rsdc_fit	Augment data with fitted RSDC regime information
autoplot.rsdc_fit	Plot a fitted RSDC model with 'ggplot2'
coef.rsdc_fit	Methods for fitted RSDC models
confint.rsdc_fit	Methods for fitted RSDC models
ff5ind	Five Fama-French industry portfolios with MCCC and VIX (daily)
glance.rsdc_fit	Glance at a fitted RSDC model
greenbrown	Green vs Brown portfolio dataset
logLik.rsdc_fit	Methods for fitted RSDC models
mccc	Media Climate Change Concerns (MCCC) index
nobs.rsdc_fit	Methods for fitted RSDC models
plot.rsdc_fit	Methods for fitted RSDC models
predict.rsdc_fit	Methods for fitted RSDC models
print.rsdc_fit	Methods for fitted RSDC models
print.rsdc_starts	Data-driven warm starts for high-dimensional estimation
RSDC	RSDC: Regime-Switching Dynamic Correlation Models
rsdc_bootstrap	Parametric bootstrap standard errors for a fitted RSDC model
rsdc_corr_bands	Uncertainty bands for the predicted correlation path
rsdc_estimate	Estimate Regime-Switching or Constant Correlation Model (Wrapper)
rsdc_fit-methods	Methods for fitted RSDC models
rsdc_forecast	Forecast Covariance/Correlation Paths from an RSDC Model
rsdc_forecast_ahead	Multi-step-ahead regime and correlation forecasts
rsdc_hamilton	Hamilton Filter (Fixed P or TVTP)
rsdc_likelihood	Negative Log-Likelihood for Regime-Switching Correlation Models
rsdc_maxdiv	Maximum-Diversification Portfolio (Rolling Weights)
rsdc_minvar	Minimum-Variance Portfolio (Rolling Weights)
rsdc_simulate	Simulate Multivariate Regime-Switching Data (TVTP)
rsdc_starts	Data-driven warm starts for high-dimensional estimation
rsdc_viterbi	Most likely regime path (Viterbi decoding)
simulate.rsdc_fit	Methods for fitted RSDC models
summary.rsdc_fit	Methods for fitted RSDC models
tidy.rsdc_fit	Tidy a fitted RSDC model
vcov.rsdc_fit	Methods for fitted RSDC models