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- W3106208511 abstract "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." @default.
- W3106208511 created "2020-11-23" @default.
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- W3106208511 date "2019-12-19" @default.
- W3106208511 modified "2023-09-30" @default.
- W3106208511 title "kramersmoyal: Kramers--Moyal coefficients for stochastic processes" @default.
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- W3106208511 doi "https://doi.org/10.21105/joss.01693" @default.
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