Introduction | Stochastic equations: from data to models and back | Implementation and architecture | A glimpse beyond the Langevin package | Discussion and conclusions | Different stochastic dynamics, same stationary distribution
Package: Langevin 1.3.3
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_1.3.3.tar.gz
Langevin_1.3.3.tar.gz(r-4.7-arm64)Langevin_1.3.3.tar.gz(r-4.7-x86_64)Langevin_1.3.3.tar.gz(r-4.6-arm64)Langevin_1.3.3.tar.gz(r-4.6-x86_64)
Langevin_1.3.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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 from:8087172abc. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 149 | ||
| linux-devel-x86_64 | OK | 131 | ||
| source / vignettes | OK | 204 | ||
| linux-release-arm64 | OK | 189 | ||
| linux-release-x86_64 | OK | 132 | ||
| wasm-release | OK | 119 |
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 |