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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 articleAlquier, 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.html ,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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