DESCRIPTION~

Package: Rtauchen
Type: Package
Title: Discretization of AR(1) processes using the method by Tauchen (1986)
Version: 1.0
Date: 2016-08-01
Author: David Zarruk Valencia & Rodrigo Azuero Melo
URL: https://github.com/rodazuero/Rtauchen
Maintainer: David Zarruk Valencia <davidzarruk@gmail.com>
Description: Method for discretizing AR(1) processes by choosing a finite set of points and transition probabilities, so the resulting finite-state Markov Chain mimics the original process. 
License: GPL (>= 2)
Imports: "stats", "pnorm"
Packaged: 2016-08-04 21:56:05 UTC; rodrigoazuero