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) <doi:10.1080/01621459.2021.2024836>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.1 |
rolling linux/jammy R-4.5 | MMDCopula_0.2.1.tar.gz |
92.7 KiB |
0.2.1 |
rolling linux/noble R-4.5 | MMDCopula_0.2.1.tar.gz |
92.6 KiB |
0.2.1 |
rolling source/ R- | MMDCopula_0.2.1.tar.gz |
23.3 KiB |
0.2.1 |
latest linux/jammy R-4.5 | MMDCopula_0.2.1.tar.gz |
92.7 KiB |
0.2.1 |
latest linux/noble R-4.5 | MMDCopula_0.2.1.tar.gz |
92.6 KiB |
0.2.1 |
latest source/ R- | MMDCopula_0.2.1.tar.gz |
23.3 KiB |
0.2.1 |
2026-04-26 source/ R- | MMDCopula_0.2.1.tar.gz |
23.3 KiB |
0.2.1 |
2026-04-23 source/ R- | MMDCopula_0.2.1.tar.gz |
23.3 KiB |
0.2.1 |
2026-04-09 windows/windows R-4.5 | MMDCopula_0.2.1.zip |
95.5 KiB |
0.2.1 |
2025-04-20 source/ R- | MMDCopula_0.2.1.tar.gz |
23.3 KiB |