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-4.5)MMDCopula_0.2.1.zip(r-4.4)MMDCopula_0.2.1.zip(r-4.3)
MMDCopula_0.2.1.tgz(r-4.5-any)MMDCopula_0.2.1.tgz(r-4.4-any)MMDCopula_0.2.1.tgz(r-4.3-any)
MMDCopula_0.2.1.tar.gz(r-4.5-noble)MMDCopula_0.2.1.tar.gz(r-4.4-noble)
MMDCopula_0.2.1.tgz(r-4.4-emscripten)MMDCopula_0.2.1.tgz(r-4.3-emscripten)
MMDCopula.pdf |MMDCopula.html✨
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-Forge:

copula-modelscopulasmmdr-pkg

4.40 score 5 stars 3 scripts 220 downloads 8 exports 11 dependencies

Last updated 3 years agofrom:a2b46db3bc. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 09 2025
R-4.5-winOKFeb 09 2025
R-4.5-macOKFeb 09 2025
R-4.5-linuxOKFeb 09 2025
R-4.4-winOKFeb 09 2025
R-4.4-macOKFeb 09 2025
R-4.3-winOKFeb 09 2025
R-4.3-macOKFeb 09 2025

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 Feb 09 2025.

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