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
Rtauchen_1.0.zip(r-4.7)Rtauchen_1.0.zip(r-4.6)Rtauchen_1.0.zip(r-4.5)
Rtauchen_1.0.tgz(r-4.6-any)Rtauchen_1.0.tgz(r-4.5-any)
Rtauchen_1.0.tar.gz(r-4.7-any)Rtauchen_1.0.tar.gz(r-4.6-any)
Rtauchen_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
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:

3.48 score 2 stars 1 packages 6 scripts 173 downloads 2 exports 0 dependencies

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

Target	Result	Time
linux-devel-x86_64	OK	93
source / vignettes	OK	173
linux-release-x86_64	OK	106
macos-release-arm64	OK	179
macos-oldrel-arm64	OK	161
windows-devel	OK	66
windows-release	OK	80
windows-oldrel	OK	65
wasm-release	OK	85