<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Regime-Switching Dynamic Correlation Models</dc:title>
  <dc:title>R package RSDC version 1.1-2</dc:title>
  <dc:description>Estimation, forecasting, simulation, and portfolio construction for 
    regime-switching models with exogenous variables as in 
    Pelletier (2006) &lt;doi:10.1016/j.jeconom.2005.01.013&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5)</dc:relation>
  <dc:relation>Imports: Rdpack (&gt;= 2.0), DEoptim, mvtnorm, stats, utils</dc:relation>
  <dc:relation>Suggests: knitr, rmarkdown, testthat (&gt;= 3.0.0), quadprog, Rsolnp</dc:relation>
  <dc:creator>David Ardia &lt;david.ardia.ch@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>David Ardia [aut, cre] (ORCID: &lt;https://orcid.org/0000-0003-2823-782X&gt;),
  Benjamin Seguin [aut]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2025-09-03</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=RSDC</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.RSDC</dc:identifier>
</oai_dc:dc>
