# Regime-Switching Dynamic Correlation Models

## Documentation for package ‘RSDC’ version 1.7-0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

RSDC-package | RSDC: Regime-Switching Dynamic Correlation Models
augment.rsdc_fit | Augment data with fitted RSDC regime information
autoplot.rsdc_fit | Plot a fitted RSDC model with 'ggplot2'
coef.rsdc_fit | Methods for fitted RSDC models
confint.rsdc_fit | Methods for fitted RSDC models
ff5ind | Five Fama-French industry portfolios with MCCC and VIX (daily)
glance.rsdc_fit | Glance at a fitted RSDC model
greenbrown | Green vs Brown portfolio dataset
logLik.rsdc_fit | Methods for fitted RSDC models
mccc | Media Climate Change Concerns (MCCC) index
nobs.rsdc_fit | Methods for fitted RSDC models
plot.rsdc_fit | Methods for fitted RSDC models
predict.rsdc_fit | Methods for fitted RSDC models
print.rsdc_fit | Methods for fitted RSDC models
print.rsdc_starts | Data-driven warm starts for high-dimensional estimation
RSDC | RSDC: Regime-Switching Dynamic Correlation Models
rsdc_bootstrap | Parametric bootstrap standard errors for a fitted RSDC model
rsdc_corr_bands | Uncertainty bands for the predicted correlation path
rsdc_estimate | Estimate Regime-Switching or Constant Correlation Model (Wrapper)
rsdc_fit-methods | Methods for fitted RSDC models
rsdc_forecast | Forecast Covariance/Correlation Paths from an RSDC Model
rsdc_forecast_ahead | Multi-step-ahead regime and correlation forecasts
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)
rsdc_starts | Data-driven warm starts for high-dimensional estimation
rsdc_viterbi | Most likely regime path (Viterbi decoding)
simulate.rsdc_fit | Methods for fitted RSDC models
summary.rsdc_fit | Methods for fitted RSDC models
tidy.rsdc_fit | Tidy a fitted RSDC model
vcov.rsdc_fit | Methods for fitted RSDC models