timeseries1D
(Package: Langevin) :
Generate a 1D Langevin process
timeseries1D generates a one-dimensional Langevin process using a simple Euler integration. The drift function is a cubic polynomial, the diffusion funcation a quadratic.
● Data Source:
CranContrib
● Keywords:
● Alias: timeseries1D
●
1 images
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timeseries2D
(Package: Langevin) :
Generate a 2D Langevin process
timeseries2D generates a two-dimensional Langevin process using a simple Euler integration. The drift function is a cubic polynomial, the diffusion function a quadratic.
● Data Source:
CranContrib
● Keywords:
● Alias: timeseries2D
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0 images
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print.Langevin
(Package: Langevin) :
Print estimated drift and diffusion coefficients
print method for class "Langevin".
● Data Source:
CranContrib
● Keywords:
● Alias: print.Langevin
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0 images
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Langevin-package
(Package: Langevin) :
An R package for stochastic data analysis
The Langevin package provides functions to estimate drift and diffusion functions from data sets.
● Data Source:
CranContrib
● Keywords:
● Alias: Langevin-package
●
0 images
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summary.Langevin
(Package: Langevin) :
Summarize estimated drift and diffusion coefficients
summary method for class "Langevin".
● Data Source:
CranContrib
● Keywords:
● Alias: summary.Langevin
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0 images
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Langevin1D
(Package: Langevin) :
Calculate the Drift and Diffusion of one-dimensional stochastic processes
Langevin1D calculates the Drift and Diffusion vectors (with errors) for a given time series.
● Data Source:
CranContrib
● Keywords:
● Alias: Langevin1D
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4 images
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Langevin2D
(Package: Langevin) :
Calculate the Drift and Diffusion of two-dimensional stochastic processes
Langevin2D calculates the Drift (with error) and Diffusion matrices for given time series.
● Data Source:
CranContrib
● Keywords:
● Alias: Langevin2D
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0 images
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plot.Langevin
(Package: Langevin) :
Plot estimated drift and diffusion coefficients
plot method for class "Langevin". This method is only implemented for one-dimensional analysis for now.
● Data Source:
CranContrib
● Keywords:
● Alias: plot.Langevin
●
0 images
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