The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

Rtauchen: Discretization of AR(1) Processes

Discretize AR(1) process following Tauchen (1986) <http://www.sciencedirect.com/science/article/pii/0165176586901680>. A discrete Markov chain that approximates in the sense of weak convergence a continuous-valued univariate Autoregressive process of first order is generated. It is a popular method used in economics and in finance.

Version: 1.0
Imports: stats
Published: 2016-08-07
DOI: 10.32614/CRAN.package.Rtauchen
Author: David Zarruk Valencia & Rodrigo Azuero Melo
Maintainer: David Zarruk Valencia <davidzarruk at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/davidzarruk/Rtauchen
NeedsCompilation: no
Materials: README
CRAN checks: Rtauchen results

Documentation:

Reference manual: Rtauchen.pdf

Downloads:

Package source: Rtauchen_1.0.tar.gz
Windows binaries: r-devel: Rtauchen_1.0.zip, r-release: Rtauchen_1.0.zip, r-oldrel: Rtauchen_1.0.zip
macOS binaries: r-release (arm64): Rtauchen_1.0.tgz, r-oldrel (arm64): Rtauchen_1.0.tgz, r-release (x86_64): Rtauchen_1.0.tgz, r-oldrel (x86_64): Rtauchen_1.0.tgz

Reverse dependencies:

Reverse imports: sgmodel

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Rtauchen to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.