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CRAN: Package MMDCopula

MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy

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: Reference manual: MMDCopula.pdf Vignettes: The MMD copula package: robust estimation of parametric copula models by MMD minimization (source)
Downloads: Package source: MMDCopula_0.2.1.tar.gz Windows binaries: r-devel: MMDCopula_0.2.1.zip, r-release: MMDCopula_0.2.1.zip, r-oldrel: MMDCopula_0.2.1.zip macOS binaries: r-release (arm64): MMDCopula_0.2.1.tgz, r-oldrel (arm64): MMDCopula_0.2.1.tgz, r-release (x86_64): MMDCopula_0.2.1.tgz, r-oldrel (x86_64): MMDCopula_0.2.1.tgz Old sources: MMDCopula archive Linking:

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