Commit 66747d6e authored by Philip Rinn's avatar Philip Rinn
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### Langevin Analysis in One and Two Dimensions
The [Langevin package](http://cran.r-project.org/package=Langevin) provides R
functions to estimate drift and diffusion functions from time series and
generate synthetic time series from given drift and diffusion coefficients.
### Documentation
The package ships a pdf vignette.
Additional documentation is available as a paper on
[arXiv](http://arxiv.org/pdf/1603.02036) (corresponding to the vignette) see
'citation("Langevin")' for details.
### Examples
The help files for each function contain usage examples, additionally the
package repository ships a
[script](https://gitlab.uni-oldenburg.de/TWiSt/Langevin/raw/master/examples.r)
with examples that reproduce the figures from the vignette.
### Installation
Released and tested versions of the Langevin package are available at
[CRAN](http://cran.r-project.org) and can be installed from within R via
```R
install.packages("Langevin")
```
The development version of Langevin can be installed from within R via
```R
install.packages("devtools")
library("devtools")
install_git("https://gitlab.uni-oldenburg.de/TWiSt/Langevin.git")
```
### Authors
Philip Rinn, Pedro G. Lind and David Bastine
### License
GPL (>= 2)
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