[aut, cre],
Pierre Alquier
[aut],
Jean-David Fermanian
[aut],
Badr-Eddine Chérief-Abdellatif [aut]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 (2020) <arXiv:2010.00408>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | VineCopula, cubature, pcaPP, randtoolbox |
| Suggests: | knitr, rmarkdown |
| Published: | 2020-10-13 |
| 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 utwente.nl> |
| BugReports: | https://github.com/AlexisDerumigny/MMDCopula/issues |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | MMDCopula results |
| Reference manual: | MMDCopula.pdf |
| Vignettes: |
The MMD copula package: robust estimation of parametric copula models by MMD minimization |
| Package source: | MMDCopula_0.1.0.tar.gz |
| Windows binaries: | r-devel: MMDCopula_0.1.0.zip, r-release: MMDCopula_0.1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release: MMDCopula_0.1.0.tgz, r-oldrel: MMDCopula_0.1.0.tgz |
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