README.md 1.38 KB
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### Langevin Analysis in One and Two Dimensions

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The [Langevin package](https://cran.r-project.org/package=Langevin) provides R
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functions to estimate drift and diffusion functions from time series and
generate synthetic time series from given drift and diffusion coefficients.


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### Documentation
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All functions of the Langevin package have corresponding help files.
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Additionally the package ships a pdf vignette which corresponds to a
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[paper](https://dx.doi.org/10.5334/jors.123) published in the Journal of Open
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Research Software.
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### Citation

To cite the Langevin package and/or the mathematical concept behind it correctly
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see `citation("Langevin")` for details.
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### Examples

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The help files for each function contain usage examples, additionally the
package repository ships a
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[script](https://gitlab.uni-oldenburg.de/TWiSt/Langevin/raw/master/examples.r)
with examples that reproduce the figures from the vignette.


### Installation

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Released and tested versions of the Langevin package are available at
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[CRAN](https://cran.r-project.org) and can be installed from within R via
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```R
install.packages("Langevin")
```

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The development version of the Langevin package can be installed from within R
via
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```R
install.packages("devtools")
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devtools::install_git("https://gitlab.uni-oldenburg.de/TWiSt/Langevin.git")
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```

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### Authors

Philip Rinn, Pedro G. Lind and David Bastine


### License

GPL (>= 2)