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)
| # InstallLangevin 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 4 days agofrom:4eef85ac46
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 |