Other packages > Find by keyword >

Rtauchen  

Discretization of AR(1) Processes
View on CRAN: Click here


Download and install Rtauchen package within the R console
Install from CRAN:
install.packages("Rtauchen")

Install from Github:
library("remotes")
install_github("cran/Rtauchen")

Install by package version:
library("remotes")
install_version("Rtauchen", "1.0")



Attach the package and use:
library("Rtauchen")
Maintained by
David Zarruk Valencia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-08-07
Latest Update: 2016-08-07
Description:
Discretize AR(1) process following Tauchen (1986) . 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.
How to cite:
David Zarruk Valencia (2016). Rtauchen: Discretization of AR(1) Processes. R package version 1.0, https://cran.r-project.org/web/packages/Rtauchen. Accessed 25 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited Rtauchen R package
View Rtauchen citation profile
Other R packages that Rtauchen depends, imports, suggests or enhances
Complete documentation for Rtauchen
Functions, R codes and Examples using the Rtauchen R package
Some associated functions: Rtauchen . Tgrid . 
Some associated R codes: tauchen.R .  Full Rtauchen package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

missDiag  
Comparing Observed and Imputed Values under MAR and MCAR
Implements the computation of discrepancy statistics summarizing differences between the density of ...
Download / Learn more Package Citations See dependency  
connectwidgets  
Organize and Curate Your Content Within 'Posit Connect'
A collection of helper functions and 'htmlwidgets' to help publishers curate content collections on ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
commonsMath  
JAR Files of the Apache Commons Mathematics Library
'Java' JAR files for the Apache Commons Mathematics Library for use by users and other packages. ...
Download / Learn more Package Citations See dependency  
hwep  
Hardy-Weinberg Equilibrium in Polyploids
Inference concerning equilibrium and random mating in autopolyploids. Methods are available to test ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA