%0 Journal Article
%A Gorjão, Leonardo
%A Meirinhos, Francisco
%T kramersmoyal: Kramers--Moyal coefficients for stochastic processes
%J The journal of open source software
%V 4
%N 44
%@ 2475-9066
%M FZJ-2020-00087
%P 1693 -
%D 2019
%X kramersmoyal is a python library to extract the Kramers--Moyal coefficients from timeseries of any dimension and to any desired order. This package employs a non-parametric Nadaraya--Watson estimator, i.e., kernel-density estimators, to retrieve the drift, diffusion, and higher-order moments of stochastic timeseries of any dimension.
%F PUB:(DE-HGF)16
%9 Journal Article
%R 10.21105/joss.01693
%U https://juser.fz-juelich.de/record/872589