Package: MMDCopula
Type: Package
Title: Robust Estimation of Copulas by Maximum Mean Discrepancy
Version: 0.2.1
Description: 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@R: c(
    person("Alexis", "Derumigny",, email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
    person("Pierre", "Alquier",, email = "pierre.alquier.stat@gmail.com", role = "aut", comment = c(ORCID = "0000-0003-4249-7337")),
    person("Jean-David", "Fermanian",, email = "Jean-David.Fermanian@ensae.fr", role = "aut", comment = c(ORCID = "0000-0001-5960-5555")),
    person("Badr-Eddine", "Chérief-Abdellatif",, email = "badr.eddine.cherief.abdellatif@gmail.com", role = "aut")
	)
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.1.2
Depends: R (>= 3.6.0)
Imports: VineCopula, cubature, randtoolbox, pbapply, wdm
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
BugReports: https://github.com/AlexisDerumigny/MMDCopula/issues
Config/pak/sysreqs: make
Repository: https://alexisderumigny.r-universe.dev
Date/Publication: 2022-04-25 09:16:00 UTC
RemoteUrl: https://github.com/alexisderumigny/mmdcopula
RemoteRef: HEAD
RemoteSha: a2b46db3bc95672e02b13a410de4c816dd320c45
NeedsCompilation: no
Packaged: 2026-10-03 08:29:24 UTC; root
Author: Alexis Derumigny [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6163-8097>),
  Pierre Alquier [aut] (ORCID: <https://orcid.org/0000-0003-4249-7337>),
  Jean-David Fermanian [aut] (ORCID:
    <https://orcid.org/0000-0001-5960-5555>),
  Badr-Eddine Chérief-Abdellatif [aut]
Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>