Package: Rtauchen
Type: Package
Title: Discretization of AR(1) Processes
Version: 1.0
Date: 2016-08-01
Author: David Zarruk Valencia & Rodrigo Azuero Melo
URL: https://github.com/davidzarruk/Rtauchen
Maintainer: David Zarruk Valencia <davidzarruk@gmail.com>
Description: 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.
License: GPL (>= 2)
Imports: stats
Packaged: 2026-10-11 13:00:36 UTC; root
NeedsCompilation: no
Repository: https://davidzarruk.r-universe.dev
Date/Publication: 2016-08-08 01:31:01 UTC
RemoteUrl: https://github.com/davidzarruk/rtauchen
RemoteRef: HEAD
RemoteSha: f23fd6e118a7ea84edaefa14b4c718c0534a526a