Langevin Analysis in One and Two Dimensions
An package for stochastic data analysis
Calculate the Drift and Diffusion of one-dimensional stochastic proces...
Calculate the Drift and Diffusion of two-dimensional stochastic proces...
Plot estimated drift and diffusion coefficients
Print estimated drift and diffusion coefficients
Summarize estimated drift and diffusion coefficients
Generate a 1D Langevin process
Generate a 2D Langevin process
Estimate drift and diffusion functions from time series and generate synthetic time series from given drift and diffusion coefficients.