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)
- Version0.2.1
- R version≥ 3.6.0
- LicenseGPL-3
- Needs compilation?No
- Last release04/25/2022
Documentation
Team
Alexis Derumigny
Pierre Alquier
Jean-David Fermanian
Badr-Eddine Chérief-Abdellatif
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends1 package
- Imports5 packages
- Suggests2 packages