Package: MMDCopula 0.2.1

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>.

Authors:Alexis Derumigny [aut, cre], Pierre Alquier [aut], Jean-David Fermanian [aut], Badr-Eddine Chérief-Abdellatif [aut]

MMDCopula_0.2.1.tar.gz
MMDCopula_0.2.1.zip(r-4.7)MMDCopula_0.2.1.zip(r-4.6)MMDCopula_0.2.1.zip(r-4.5)
MMDCopula_0.2.1.tgz(r-4.6-any)MMDCopula_0.2.1.tgz(r-4.5-any)
MMDCopula_0.2.1.tar.gz(r-4.7-any)MMDCopula_0.2.1.tar.gz(r-4.6-any)
MMDCopula_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
MMDCopula/json (API)
NEWS

# Install 'MMDCopula' in R:
install.packages('MMDCopula', repos = c('https://alexisderumigny.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/alexisderumigny/mmdcopula/issues

On CRAN:

Conda:

copula-modelscopulasmmdr-pkg

4.48 score 6 stars 3 scripts 211 downloads 8 exports 11 dependencies

Last updated from:a2b46db3bc. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK139
source / vignettesOK178
linux-release-x86_64OK113
macos-release-arm64OK88
macos-oldrel-arm64OK109
windows-develOK68
windows-releaseOK91
windows-oldrelOK79
wasm-releaseOK107

Exports:BiCopConfIntMMDBiCopEst.MOBiCopEstMMDBiCopGradMMDBiCopPar2Tau.MOBiCopParamDistLpBiCopSim.MOBiCopTau2Par.MO

Dependencies:ADGofTestcubaturelatticeMASSmvtnormpbapplyrandtoolboxRcpprngWELLVineCopulawdm

The MMD copula package: robust estimation of parametric copula models by MMD minimization

Rendered fromintroduction.Rmdusingknitr::rmarkdownon May 06 2026.

Last update: 2021-08-09
Started: 2020-10-01