R Observatory: Metrics for RSDC version 1.7-0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RSDC

1.7-0

Regime-Switching Dynamic Correlation Models

0packages depend

2Kdownloads / year

85.9%test coverage

13/13checks pass

Overview

About

Maintained by David ArdiaFirst published 2025-09-032 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RSDC", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ArdiaD/RSDC")

Development version from ArdiaD/RSDC. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rsdc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RSDC

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RSDC

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.4 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.32

85.9%

Coverage · measured lines

100%

Documentation · exports

10

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 43%
Documented parameters: 100%
Return-value docs: 100%
References docs: 24%

Downloads

2K

CRAN downloads in the past year

Rank #17,741 · ~5/day · ~164/mo

Releases R versions

Daily download trend is not available in this view yet.

25730 days

60890 days

2K1 year

Compare downloads with other packages →

Also on73 r2u13 autocran

Repository

GitHub ↗ ardiad/rsdc

2Stars

1Forks

0Open issues

0Open PRs

2Releases

106Commits

3Contributors

106 commits · Last activity 2026-08-07

Commits over time

2026-07-19 · 802026-08-09 · 106

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/ardiad/rsdc on 2026-08-16.

Reproducibility and dev environment (1)

data-raw/

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0

Imports (10)

Rdpack DEoptim mvtnorm numDeriv genericsgraphicsparallelstatsutilsRcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (6)

knitr rmarkdown testthat quadprog Rsolnp ggplot2

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Authors (3)

David Ardia

Author, Maintainer, Copyright holder, Funder

Roosevelt Ymele Nguemo

Author · added in 1.7-0

Benjamin Seguin

Author

Copyright holders (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Funders (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

1.7-0Latest
2026-08-04 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.1-2
2026-03-10
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-09-03
Total releases: 2 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0
Bundled data: 84 KB / 3 files
Download size: 469 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RSDC")

Format

Ardia, D., Nguemo, R. Y., & Seguin, B. (2026). RSDC: Regime-Switching Dynamic Correlation Models (Version 1.7-0) [Computer software]. https://doi.org/10.32614/CRAN.package.RSDC

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RSDC version 1.7-0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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