The Langevin package provides R functions to estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.
All functions of the Langevin package have corresponding help files. Additionally the package ships a pdf vignette which corresponds to a paper published in the Journal of Open Research Software.
To cite the Langevin package and/or the mathematical concept behind
it correctly see citation("Langevin") for details.
The help files for each function contain usage examples, additionally the package repository ships a script with examples that reproduce the figures from the vignette.
Released and tested versions of the Langevin package are available at CRAN and can be installed from within R via
install.packages("Langevin")The development version of the Langevin package can be installed from within R via
install.packages("devtools")
devtools::install_git("https://gitlab.uni-oldenburg.de/TWiSt/Langevin.git")Philip Rinn, Pedro G. Lind and David Bastine
GPL (>= 2)