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.

Install the latest version of this package by entering the following in R:
install.packages("Langevin")
AuthorPhilip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb]
Date of publication2016-08-29 17:44:14
MaintainerPhilip Rinn <philip.rinn@uni-oldenburg.de>
LicenseGPL (>= 2)
Version1.2
https://gitlab.uni-oldenburg.de/TWiSt/Langevin

View on CRAN

Files

inst
inst/CITATION
inst/doc
inst/doc/Langevin.Rnw
inst/doc/Langevin.pdf
src
src/Makevars
src/Langevin1D.cpp
src/Langevin2D.cpp
src/timeseries2D.cpp
src/timeseries1D.cpp
src/Makevars.win
src/RcppExports.cpp
src/linreg.h
NAMESPACE
GPL-2
R
R/print.Langevin.r R/timeseries2D.r R/Langevin1D.r R/Langevin2D.r R/Langevin-package.r R/timeseries1D.r R/plot.Langevin.r R/summary.Langevin.r
vignettes
vignettes/images
vignettes/images/Langevin-2D-example-ts.png
vignettes/images/Langevin-1D-example-D1D2.pdf
vignettes/images/Langevin-2D-example-D1D2.pdf
vignettes/images/Langevin-1D-example-ts.png
vignettes/images/Langevin-1D-example-recPDF.pdf
vignettes/Langevin.Rnw
vignettes/Langevin.bib
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/timeseries1D.Rd man/timeseries2D.Rd man/print.Langevin.Rd man/Langevin-package.Rd man/summary.Langevin.Rd man/Langevin1D.Rd man/Langevin2D.Rd man/plot.Langevin.Rd
cleanup

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.