The Langevin Approach: An R Package for Modeling Markov Processes

We describe an 'R' package developed by the research group 'Turbulence, Wind energy' 'and Stochastics' (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or measurements. The method can...

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Bibliographic Details
Main Authors: Philip Rinn, Pedro G Lind, Matthias Wächter, Joachim Peinke
Format: Article
Language:English
Published: Ubiquity Press 2016-08-01
Series:Journal of Open Research Software
Subjects:
R
Online Access:http://openresearchsoftware.metajnl.com/articles/123