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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 06 Oct. 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
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