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Computational Rough Paths

Posted on by Robin Ding Leave a comment Algorithms, Analysis, Data Formats, Information Analysis

CoRoPa stands for Computational Rough Paths. The aim of CoRoPa is to provide a software framework for various ideas related to Rough Path Theory, including rough differential equations and the digital description of serial data streams.

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Website http://coropa.sourceforge.net/rde/
Tags
License GNU General Public License version 2.0 (GPLv2) GNU Library or Lesser General Public License version 2.0 (LGPLv2)
Features
  • RDE: The RDE package provides the software for the solution of rough differential equations (in the form of a Microsoft Visual Studio 2008 project). It also contains the newest version of libalgebra and implementations of Brownian paths and fractional Brownian paths. See http://coropa.sourceforge.net/rde/ for further details and for the documentation.
  • Digital description of serial data streams (sound compression etc.): See http://coropa.sourceforge.net/ for further details.