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Based on the detailed documentation provided for EmpiricalDynamics, the addition of strategic diagrams would significantly enhance user understanding, particularly for the complex workflows involved in SDE discovery and the hybrid architecture.

Here is the revised documentation with suggested image tags inserted at high-value locations.

EmpiricalDynamics

High-Performance & Robust Empirical Discovery of Differential Equations from Time Series Data

EmpiricalDynamics is a comprehensive toolkit for discovering differential and difference equations from empirical time series data. It combines the statistical power of R with a high-performance Julia backend (via SymbolicRegression.jl) to offer a robust engine capable of recovering physical laws, economic models, and stochastic differential equations from noisy data.

Performance Benchmarks:

  • Deterministic ODEs: R² > 0.93 on chaotic systems (Lorenz attractor)
  • Stochastic SDEs: Drift R² > 0.86, Diffusion R² > 0.59 with GLS refinement
  • Physics Constants: Precision of 10⁻⁸ recovering π and e from noisy data

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Version

Install

install.packages('EmpiricalDynamics')

Version

0.1.2

License

MIT + file LICENSE

Issues

Pull Requests

Stars

Forks

Maintainer

José Mauricio Gómez Julián

Last Published

January 16th, 2026

Functions in EmpiricalDynamics (0.1.2)

estimate_sde_iterative

Iterative GLS Estimation for SDEs
coefficient_table

Generate Coefficient Table
create_random_folds

Create Random Folds
compare_differentiation_methods

Compare Differentiation Methods
compute_derivatives

Compute Derivatives for Specified Variables
diagnose_sampling_frequency

Diagnose Sampling Frequency
ed_theme

Default ggplot2 Theme for EmpiricalDynamics
estimate_initial_values

Automatic Initial Value Estimation
compute_kurtosis

Compute Excess Kurtosis
eval_with_coefs

Evaluate equation with modified coefficients
define_custom_operators

Define Custom Operators
create_rolling_folds

Create Rolling Folds (walk-forward validation)
format_equation

Format Equation for Display
df_to_markdown

Data Frame to Markdown Table
df_to_latex

Data Frame to LaTeX Table
fit_with_optim

Fit Using General Optimization
fit_residual_distribution

Fit Residual Distribution
find_knee_point

Find Knee Point in Pareto Front
model_comparison_table

Generate Model Comparison Table
get_analysis_template

Get Analysis Template
get_pareto_set

Get Full Pareto Set
generate_report

Generate Analysis Report
model_conditional_variance

Model Conditional Variance
format_equation_string

Format Equation String
export_results

Export Results to Multiple Formats
list_example_data

List Available Example Datasets
plot.cv_result

Plot CV Results
load_example_data

Load Example Dataset
plot.trajectory_simulation

Plot Simulated Trajectories
explore_dynamics

Comprehensive Dynamics Exploration
exploration

Visual Exploration of Dynamical Structure
fit_specified_equation

Fit Specified Equation
fit_t_distribution

Fit Student's t Distribution
df_to_html

Data Frame to HTML Table
plot_surface_3d

3D Response Surface
plot.tvr_derivative

Plot Method for TVR Derivative
plot_phase_1d

1D Phase Diagram
output

Output and Report Generation
plot_bivariate

Bivariate Scatter Plot
plot_residual_diagnostics_panel

Plot Residual Diagnostics Panel
plot_timeseries

Time Series Plot
plot_pareto_front

Plot Pareto Front
print.residual_diagnostics

Print Residual Diagnostics
plot.bifurcation_analysis

Plot Bifurcation Diagram
print.tvr_derivative

Print Method for TVR Derivative
print.cv_result

Print CV Results
print_summary

Print Analysis Summary
plot_trajectory_2d

2D Trajectory Plot
predict.variance_model

Predict from Variance Model
preprocessing

Preprocessing Functions for Time Series Data
plot.validation_result

Plot Validation Results
print.qualitative_check

Print Qualitative Check Results
residual_analysis

Residual Analysis and Stochastic Differential Equations
section_header

Create Section Header
plot_tvr_diagnostic

Diagnostic Plot for TVR Differentiation
print.validation_result

Print Validation Results
r_to_latex_expr

Convert R Expression to LaTeX
setup_julia_backend

Setup Julia Backend
read_empirical_data

Read Empirical Data from File
select_lambda_cv_tvr

Cross-Validation Selection of Lambda for TVR
sensitivity_analysis

Parameter Sensitivity Analysis
save_plots

Save Diagnostic Plots
runs_test

Runs Test for Randomness
simulate_trajectory

Simulate Trajectory from SDE
residual_diagnostics

Comprehensive Residual Diagnostics
symbolic_search_weighted

Weighted Symbolic Search
utils

Utility Functions for EmpiricalDynamics
to_latex

Convert Equation to LaTeX
select_equation

Select Equation from Pareto Front
specify_variables

Specify Variable Types for Dynamical Analysis
suggest_differentiation_method

Suggest Differentiation Method Based on Data Characteristics
to_json

Simple JSON Conversion
symbolic_search_r_exhaustive

Exhaustive Search for Simple Equations
symbolic_search_r_genetic

R-Native Genetic Algorithm for Symbolic Regression
validate_model

Comprehensive Model Validation
validation

Validation of Discovered Equations
symbolic_search_julia

Julia Backend for Symbolic Search
symbolic_search

Symbolic Regression and Equation Discovery
analyze_fixed_points

Analyze Fixed Points
coefficient_change

Coefficient Change Between Equations
analysis_summary

Create Analysis Summary
check_qualitative_behavior

Check Qualitative Behavior
bootstrap_parameters

Bootstrap Confidence Intervals for Parameters
analyze_bifurcations

Analyze Bifurcations
annotate_hypotheses

Annotate Hypotheses
compute_derivative_savgol

Savitzky-Golay Derivative
compute_derivative_spectral

Spectral (FFT) Differentiation
compute_derivative

Compute Derivative of a Time Series
compute_derivative_fd

Centered Finite Differences
compute_derivative_spline

Smoothing Spline Derivative
compute_derivative_tvr

Total Variation Regularized Differentiation
construct_sde

Construct Stochastic Differential Equation Model
compute_residuals

Compute Residuals from Symbolic Equation
compare_trajectories

Compare Simulated and Observed Trajectories
cross_validate

Cross-Validate Discovered Equation
create_transformations

Create Candidate Transformations
compare_estimation_methods

Compare OLS and GLS Estimation
arch_test

ARCH-LM Test
create_block_folds

Create Block Folds (for time series)
compute_skewness

Compute Skewness
build_pareto_front

Build Pareto Front from Results
block_bootstrap_indices

Block Bootstrap Indices