Question 1

What does the R-package 'MMDCopula' do?

Accepted Answer

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](https://doi.org/10.1080%2F01621459.2021.2024836).

Question 2

Who maintains MMDCopula?

Accepted Answer

Alexis Derumigny

Question 3

Who authored MMDCopula?

Accepted Answer

Pierre Alquier, Jean-David Fermanian, Badr-Eddine Chérief-Abdellatif

Question 4

What is the current version of MMDCopula?

Accepted Answer

The current version of the R-package '0.2.1' is 0.2.1

Question 5

When was the last release of MMDCopula?

Accepted Answer

The last release of the R-package '0.2.1' was 04/25/2022

Question 6

Where can I search for the R-package 'MMDCopula'?

Accepted Answer

You can search for the R-package 'MMDCopula' on CRAN/E at https://cran-e.com

MMDCopula

Documentation

Team

Alexis Derumigny

Pierre Alquier

Jean-David Fermanian

Badr-Eddine Chérief-Abdellatif

Insights

Last 30 days

Last 365 days

Binaries

Dependencies