R: Regime-Switching Dynamic Correlation Models

# Regime-Switching Dynamic Correlation Models

## Documentation for package ‘RSDC’ version 1.1-2

- DESCRIPTION file
- Package NEWS

## Help Pages

RSDC-package | RSDC: Regime-Switching Correlation Models for Portfolio Analysis
greenbrown | Green vs Brown portfolio dataset
RSDC | RSDC: Regime-Switching Correlation Models for Portfolio Analysis
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)