Langevin (1.1.1)

Langevin Analysis in One and Two Dimensions.

http://cran.r-project.org/web/packages/Langevin

Estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.

Maintainer: Philip Rinn
Author(s): Philip Rinn [aut, cre], Pedro G. Lind [aut], David Bastine [ctb]

License: GPL (>= 2)

Uses: Rcpp

Released about 4 years ago.