Dear all,

I'm working on daily precipitation generation time series, in particular I
want to model a binary time serries (wet/dry day) for several years. I read
about Discrete-Value or Catagorical-value AR or ARMA techniques. They refer
to  Pegram’s [Pegram, G.G.S., 1980. An autoregressive model for multilag
markov chains. J. Appl. Probab. 17, 350–362] mixing operator and subsequent
more recent works  like
http://www.sciencedirect.com/science/article/pii/S0167715209001977 or
http://www.sciencedirect.com/science/article/pii/S0378375809000330.
Are these methods and Pegram's operetor  already implemented in some CRAN
package  or something similar? I'm looking if there is something already
implemented on which I can work

Thanks a lot in advance

Regards
Emanuele Cordano

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