<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Discretization of AR(1) Processes</dc:title>
  <dc:title>R package Rtauchen version 1.0</dc:title>
  <dc:description>Discretize AR(1) process following Tauchen (1986) &lt;http://www.sciencedirect.com/science/article/pii/0165176586901680&gt;. 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. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: stats</dc:relation>
  <dc:creator>David Zarruk Valencia &lt;davidzarruk@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>David Zarruk Valencia &amp; Rodrigo Azuero Melo</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2016-08-07</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=Rtauchen</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.Rtauchen</dc:identifier>
</oai_dc:dc>