Langevin: Langevin Analysis in One and Two Dimensions

Estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.

Package details

AuthorPhilip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb]
MaintainerPhilip Rinn <[email protected]>
LicenseGPL (>= 2)
Version1.2.1
URL https://gitlab.uni-oldenburg.de/TWiSt/Langevin
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Langevin")

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Langevin documentation built on May 2, 2019, 3:17 a.m.