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.


The Langevin package provides R functions to estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.

Documentation

All functions of the Langevin package have corresponding help files. Additionally the package ships a pdf vignette which corresponds to a paper published in the Journal of Open Research Software.

Citation

To cite the Langevin package and/or the mathematical concept behind it correctly see citation("Langevin") for details.

Examples

The help files for each function contain usage examples, additionally the package repository ships a script with examples that reproduce the figures from the vignette.

Installation

Released and tested versions of the Langevin package are available at CRAN and can be installed from within R via

install.packages("Langevin")

The development version of the Langevin package can be installed from within R via

install.packages("devtools")
devtools::install_git("https://gitlab.uni-oldenburg.de/TWiSt/Langevin.git")

Authors

Philip Rinn, Pedro G. Lind and David Bastine

License

GPL (>= 2)

News

Reference manual

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install.packages("Langevin")

1.2.1 by Philip Rinn, 7 months ago


https://gitlab.uni-oldenburg.de/TWiSt/Langevin


Report a bug at https://gitlab.uni-oldenburg.de/TWiSt/Langevin/issues


Browse source code at https://github.com/cran/Langevin


Authors: Philip Rinn [aut, cre] , Pedro G. Lind [aut] , David Bastine [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN