Package: Rtauchen 1.0

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.

Authors:David Zarruk Valencia & Rodrigo Azuero Melo

Rtauchen_1.0.tar.gz
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Rtauchen_1.0.tgz(r-4.6-any)Rtauchen_1.0.tgz(r-4.5-any)
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Rtauchen_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
Rtauchen/json (API)

# Install 'Rtauchen' in R:
install.packages('Rtauchen', repos = c('https://davidzarruk.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/davidzarruk/rtauchen/issues

On CRAN:

Conda:

3.48 score 2 stars 1 packages 4 scripts 232 downloads 2 exports 0 dependencies

Last updated from:f23fd6e118. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK96
source / vignettesOK118
linux-releaseOK84
macos-releaseOK88
macos-oldrelOK60
windows-develOK55
windows-releaseOK63
windows-oldrelOK66
wasm-releaseOK83

Exports:RtauchenTgrid

Dependencies:

Readme and manuals

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