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: 1.3.2
Depends: R (≥ 3.0.2)
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.4.600.0)
Published: 2024-07-01
DOI: 10.32614/CRAN.package.Langevin
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_1.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): Langevin_1.3.2.tgz, r-oldrel (arm64): Langevin_1.3.2.tgz, r-release (x86_64): Langevin_1.3.2.tgz, r-oldrel (x86_64): Langevin_1.3.2.tgz
Old sources: Langevin archive


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