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>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-clang
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespace in Imports field not imported from: ‘Rdpack’ All declared Imports should be used.
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r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespace in Imports field not imported from: ‘Rdpack’ All declared Imports should be used.
OK
r-devel-macos-arm64
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OK
r-devel-windows-x86_64
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OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
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OK
r-release-linux-x86_64
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r-release-macos-arm64
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r-release-macos-x86_64
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespace in Imports field not imported from: ‘Rdpack’ All declared Imports should be used.
NOTE
r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespace in Imports field not imported from: ‘Rdpack’ All declared Imports should be used.
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Version History
new
1.1-2
Mar 9, 2026