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.

Version: 1.2
Depends: R (≥ 3.0.2)
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.4.600.0)
Published: 2016-08-29
Author: Philip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb]
Maintainer: Philip Rinn <philip.rinn at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: Langevin citation info
Materials: README ChangeLog
CRAN checks: Langevin results


Reference manual: Langevin.pdf
Vignettes: An Introduction to Modeling Markov Processes with the Langevin Approach
Package source: Langevin_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: Langevin_1.2.tgz, r-oldrel: Langevin_1.2.tgz
Old sources: Langevin archive


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