| Name : R-Rtauchen
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:00:00
|
| Group : Development/Libraries/Other
| Source RPM : R-Rtauchen-1.0-lp153.2.13.src.rpm
|
| Size : 0.01 MB
| |
| Packager : (none)
| |
| Summary : Discretization of AR(1) Processes
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
