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Dear all, I have been looking for a while for ways to simulate from Langevin distributions and I thought I would ask here. I am ok with finding an algorithmic reference, though of course, a R package would be stupendous! Btw, just to clarify, the Langevin distribution with (mu, K), where mu is a vector and K>0 the concentration parameter is defined to be: f(x) = exp(K*mu'x) / const where