Package: Langevin 1.3.2
Philip Rinn
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.
Authors:
Langevin_1.3.2.tar.gz
Langevin_1.3.2.tar.gz(r-4.5-noble)Langevin_1.3.2.tar.gz(r-4.4-noble)
Langevin_1.3.2.tgz(r-4.4-emscripten)Langevin_1.3.2.tgz(r-4.3-emscripten)
Langevin.pdf |Langevin.html✨
Langevin/json (API)
# Install 'Langevin' in R: |
install.packages('Langevin', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Uses libs:
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 months agofrom:4eef85ac46. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 30 2024 |
R-4.5-linux-x86_64 | OK | Oct 30 2024 |
Exports:Langevin1DLangevin2Dtimeseries1Dtimeseries2D
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Calculate the Drift and Diffusion of one-dimensional stochastic processes | Langevin1D |
Calculate the Drift and Diffusion of two-dimensional stochastic processes | Langevin2D |
Plot estimated drift and diffusion coefficients | plot.Langevin |
Print estimated drift and diffusion coefficients | print.Langevin |
Summarize estimated drift and diffusion coefficients | summary.Langevin |
Generate a 1D Langevin process | timeseries1D |
Generate a 2D Langevin process | timeseries2D |