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>.
| Version: |
1.7-0 |
| Depends: |
R (≥ 4.0) |
| Imports: |
Rdpack (≥ 2.0), DEoptim, mvtnorm, numDeriv, generics, graphics, parallel, stats, utils, Rcpp |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.1.7), quadprog, Rsolnp, ggplot2 |
| Published: |
2026-08-04 |
| DOI: |
10.32614/CRAN.package.RSDC |
| Author: |
David Ardia  [aut,
cre, cph, fnd],
Benjamin Seguin [aut],
Roosevelt Ymele Nguemo
[aut] |
| Maintainer: |
David Ardia <david.ardia.ch at gmail.com> |
| BugReports: |
https://github.com/ArdiaD/RSDC/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/ArdiaD/RSDC |
| NeedsCompilation: |
yes |
| Language: |
en-US |
| Citation: |
RSDC citation info |
| Materials: |
NEWS |
| CRAN checks: |
RSDC results |