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 (2020) <arXiv:2010.00408>.

Version: 0.1.0
Depends: R (≥ 3.6.0)
Imports: VineCopula, cubature, pcaPP, randtoolbox
Suggests: knitr, rmarkdown
Published: 2020-10-13
Author: Alexis Derumigny ORCID iD [aut, cre], Pierre Alquier ORCID iD [aut], Jean-David Fermanian ORCID iD [aut], Badr-Eddine Chérief-Abdellatif [aut]
Maintainer: Alexis Derumigny <a.f.f.derumigny at utwente.nl>
BugReports: https://github.com/AlexisDerumigny/MMDCopula/issues
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: MMDCopula results

Downloads:

Reference manual: MMDCopula.pdf
Vignettes: The MMD copula package: robust estimation of parametric copula models by MMD minimization
Package source: MMDCopula_0.1.0.tar.gz
Windows binaries: r-devel: MMDCopula_0.1.0.zip, r-release: MMDCopula_0.1.0.zip, r-oldrel: MMDCopula_0.1.0.zip
macOS binaries: r-release (arm64): MMDCopula_0.1.0.tgz, r-release (x86_64): MMDCopula_0.1.0.tgz, r-oldrel: MMDCopula_0.1.0.tgz

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