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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘David Zarruk Valencia <davidzarruk@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("David", "Zarruk", "Valencia", "&", "Rodrigo", "Azuero"),
family = "Melo",
role = "aut"),
person(given = c("David", "Zarruk"),
family = "Valencia",
role = "cre",
email = "davidzarruk@gmail.com"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘David Zarruk Valencia <davidzarruk@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("David", "Zarruk", "Valencia", "&", "Rodrigo", "Azuero"),
family = "Melo",
role = "aut"),
person(given = c("David", "Zarruk"),
family = "Valencia",
role = "cre",
email = "davidzarruk@gmail.com"))
as necessary.
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r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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r-devel-windows-x86_64
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r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
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OK
r-oldrel-windows-x86_64
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OK
r-patched-linux-x86_64
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r-release-linux-x86_64
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r-release-macos-arm64
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r-release-macos-x86_64
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘David Zarruk Valencia <davidzarruk@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("David", "Zarruk", "Valencia", "&", "Rodrigo", "Azuero"),
family = "Melo",
role = "aut"),
person(given = c("David", "Zarruk"),
family = "Valencia",
role = "cre",
email = "davidzarruk@gmail.com"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘David Zarruk Valencia <davidzarruk@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("David", "Zarruk", "Valencia", "&", "Rodrigo", "Azuero"),
family = "Melo",
role = "aut"),
person(given = c("David", "Zarruk"),
family = "Valencia",
role = "cre",
email = "davidzarruk@gmail.com"))
as necessary.
Reverse Dependencies (1)
imports
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Version History
new
1.0
Mar 10, 2026