Estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.
| Version: | 1.3.3 |
| Depends: | R (≥ 3.3.0) |
| Imports: | Rcpp (≥ 1.0.12) |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 15.0.2-2) |
| Published: | 2025-10-12 |
| DOI: | 10.32614/CRAN.package.Langevin |
| Author: | Philip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb] |
| Maintainer: | Philip Rinn <philip.rinn at uni-oldenburg.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://gitlab.uni-oldenburg.de/TWiSt/Langevin |
| NeedsCompilation: | yes |
| Citation: | Langevin citation info |
| Materials: | README, ChangeLog |
| CRAN checks: | Langevin results |
| Reference manual: | Langevin.html , Langevin.pdf |
| Vignettes: |
An Introduction to Modeling Markov Processes with the Langevin Approach (source) |
| Package source: | Langevin_1.3.3.tar.gz |
| Windows binaries: | r-devel: Langevin_1.3.3.zip, r-release: Langevin_1.3.3.zip, r-oldrel: Langevin_1.3.3.zip |
| macOS binaries: | r-release (arm64): Langevin_1.3.3.tgz, r-oldrel (arm64): Langevin_1.3.3.tgz, r-release (x86_64): Langevin_1.3.3.tgz, r-oldrel (x86_64): Langevin_1.3.3.tgz |
| Old sources: | Langevin archive |
Please use the canonical form https://CRAN.R-project.org/package=Langevin to link to this page.