rareflow: Variational Flow-Based Inference for Rare Events and Large Deviations

Variational flow-based methods for modeling rare events using Kullback–Leibler (KL) divergence, normalizing flows, Girsanov change of measure, and Freidlin–Wentzell action functionals. The package provides tools for rare-event inference, minimum-action paths, and quasi-potential computation in stochastic dynamical systems. Methods are based on Rezende and Mohamed (2015) <doi:10.48550/arXiv.1505.05770>, Girsanov (1960) <doi:10.1137/1105027>, and Freidlin and Wentzell (2012, ISBN:978-0387955477).

Version: 0.1.0
Suggests: knitr, rmarkdown, ggplot2, gganimate, testthat (≥ 3.0.0)
Published: 2026-02-13
DOI: 10.32614/CRAN.package.rareflow (may not be active yet)
Author: Pietro Piu [aut, cre]
Maintainer: Pietro Piu <pietro.piu.si at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: rareflow results

Documentation:

Reference manual: rareflow.html , rareflow.pdf
Vignettes: rareflow: Normalizing Flows for Rare-Event Inference (source, R code)

Downloads:

Package source: rareflow_0.1.0.tar.gz
Windows binaries: r-devel: rareflow_0.1.0.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): rareflow_0.1.0.tgz, r-oldrel (arm64): rareflow_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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