Provides functions for the robust estimation of parametric families of copulas using minimization of the Maximum Mean Discrepancy, following the article Alquier, Chérief-Abdellatif, Derumigny and Fermanian (2022) <doi:10.1080/01621459.2021.2024836>.
Version: 0.2.1 Depends: R (≥ 3.6.0) Imports: VineCopula, cubature, randtoolbox, pbapply, wdm Suggests: knitr, rmarkdown Published: 2022-04-25 DOI: 10.32614/CRAN.package.MMDCopula Author: Alexis Derumigny [aut, cre], Pierre Alquier [aut], Jean-David Fermanian [aut], Badr-Eddine Chérief-Abdellatif [aut] Maintainer: Alexis Derumigny <a.f.f.derumigny at tudelft.nl> BugReports: https://github.com/AlexisDerumigny/MMDCopula/issues License: GPL-3 NeedsCompilation: no Materials: README, NEWS CRAN checks: MMDCopula results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=MMDCopula to link to this page.
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