Langevin: Langevin Analysis in One and Two Dimensions

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

Author
Philip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb]
Date of publication
2016-08-29 17:44:14
Maintainer
Philip Rinn <philip.rinn@uni-oldenburg.de>
License
GPL (>= 2)
Version
1.2
URLs

View on CRAN

Man pages

Langevin1D
Calculate the Drift and Diffusion of one-dimensional...
Langevin2D
Calculate the Drift and Diffusion of two-dimensional...
Langevin-package
An R package for stochastic data analysis
plot.Langevin
Plot estimated drift and diffusion coefficients
print.Langevin
Print estimated drift and diffusion coefficients
summary.Langevin
Summarize estimated drift and diffusion coefficients
timeseries1D
Generate a 1D Langevin process
timeseries2D
Generate a 2D Langevin process

Files in this package

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