RSDC                    RSDC: Regime-Switching Correlation Models for
                        Portfolio Analysis
greenbrown              Green vs Brown portfolio dataset
rsdc_estimate           Estimate Regime-Switching or Constant
                        Correlation Model (Wrapper)
rsdc_forecast           Forecast Covariance/Correlation Paths from an
                        RSDC Model
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)
