data-langevintorus

Reproducibility of García-Portugués et al. (2019)

The directories /MD and /simulation contain the scripts used in the empirical analyses of García-Portugués et al. (2019), as well as their .RData outputs.

References

García-Portugués, E., Sørensen, M., Mardia, K. V., and Hamelryck, T. (2019). Langevin diffusions on the torus: estimation and applications. Statistics and Computing, 29(2):1–22. doi:10.1007/s11222-017-9790-2.