Package: RSDC
Title: Regime-Switching Dynamic Correlation Models
Version: 1.7-0
Authors@R: c(person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"),
             email = "david.ardia.ch@gmail.com",
             comment = c(ORCID = "0000-0003-2823-782X")),
             person("Benjamin", "Seguin", role = "aut"),
             person("Roosevelt Ymele", "Nguemo", role = "aut",
                    comment = c(ORCID = "0009-0003-9399-6256")))
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
Language: en-US
URL: https://github.com/ArdiaD/RSDC
BugReports: https://github.com/ArdiaD/RSDC/issues
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
Config/testthat/edition: 3
RdMacros: Rdpack
Depends: R (>= 4.0)
LazyData: true
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
NeedsCompilation: yes
Packaged: 2026-08-02 20:44:50 UTC; ardiad
Author: David Ardia [aut, cre, cph, fnd] (ORCID:
    <https://orcid.org/0000-0003-2823-782X>),
  Benjamin Seguin [aut],
  Roosevelt Ymele Nguemo [aut] (ORCID:
    <https://orcid.org/0009-0003-9399-6256>)
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Repository: CRAN
Date/Publication: 2026-08-04 09:30:08 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-08-17 01:43:27 UTC; windows
Archs: x64
