Package: RSDC
Title: Regime-Switching Dynamic Correlation Models
Version: 1.1-2
Authors@R: c(person("David", "Ardia", role = c("aut", "cre"), 
             email = "david.ardia.ch@gmail.com", 
             comment = c(ORCID = "0000-0003-2823-782X")),
             person("Benjamin", "Seguin", role = "aut"))
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
RoxygenNote: 7.3.2
URL: https://github.com/ArdiaD/RSDC
BugReports: https://github.com/ArdiaD/RSDC/issues
Imports: Rdpack (>= 2.0), DEoptim, mvtnorm, stats, utils
Suggests: knitr, rmarkdown, testthat (>= 3.0.0), quadprog, Rsolnp
Config/testthat/edition: 3
RdMacros: Rdpack
Depends: R (>= 3.5)
LazyData: true
NeedsCompilation: no
Packaged: 2025-08-28 18:40:15 UTC; ardiad
Author: David Ardia [aut, cre] (ORCID: <https://orcid.org/0000-0003-2823-782X>),
  Benjamin Seguin [aut]
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Repository: CRAN
Date/Publication: 2025-09-03 08:00:24 UTC
Built: R 4.6.0; ; 2026-04-26 01:50:34 UTC; unix
