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RSDC  

Regime-Switching Dynamic Correlation Models
View on CRAN: Click here


Download and install RSDC package within the R console
Install from CRAN:
install.packages("RSDC")

Install from Github:
library("remotes")
install_github("cran/RSDC")

Install by package version:
library("remotes")
install_version("RSDC", "1.7-0")



Attach the package and use:
library("RSDC")
Maintained by
David Ardia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-03
Latest Update: 2025-09-03
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>.
How to cite:
David Ardia (2025). RSDC: Regime-Switching Dynamic Correlation Models. R package version 1.7-0, https://cran.r-project.org/web/packages/RSDC. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-08-04 11:30), 1.1-2 (2025-09-03 10:00)
Other packages that cited RSDC R package
View RSDC citation profile
Other R packages that RSDC depends, imports, suggests or enhances
Complete documentation for RSDC
Functions, R codes and Examples using the RSDC R package
Full RSDC package functions and examples
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