TY  - JOUR
AU  - Gorjão, Leonardo
AU  - Meirinhos, Francisco
TI  - kramersmoyal: Kramers--Moyal coefficients for stochastic processes
JO  - The journal of open source software
VL  - 4
IS  - 44
SN  - 2475-9066
M1  - FZJ-2020-00087
SP  - 1693 -
PY  - 2019
AB  - 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.
LB  - PUB:(DE-HGF)16
DO  - DOI:10.21105/joss.01693
UR  - https://juser.fz-juelich.de/record/872589
ER  -