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MMDCopula  

Robust Estimation of Copulas by Maximum Mean Discrepancy
View on CRAN: Click here


Download and install MMDCopula package within the R console
Install from CRAN:
install.packages("MMDCopula")

Install from Github:
library("remotes")
install_github("cran/MMDCopula")

Install by package version:
library("remotes")
install_version("MMDCopula", "0.2.1")



Attach the package and use:
library("MMDCopula")
Maintained by
Alexis Derumigny
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-10-13
Latest Update: 2022-04-25
Description:
Provides functions for the robust estimation of parametric families of copulas using minimization of the Maximum Mean Discrepancy, following the article Alquier, Ch
How to cite:
Alexis Derumigny (2020). MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy. R package version 0.2.1, https://cran.r-project.org/web/packages/MMDCopula
Previous versions and publish date:
0.1.0 (2020-10-13 16:00), 0.2.0 (2021-08-10 10:30)
Other packages that cited MMDCopula R package
View MMDCopula citation profile
Other R packages that MMDCopula depends, imports, suggests or enhances
Functions, R codes and Examples using the MMDCopula R package
Some associated functions: BiCopConfIntMMD . BiCopEst.MO . BiCopEstMMD . BiCopGradMMD . BiCopPar2Tau.MO . BiCopParamDistLp . BiCopSim.MO . 
Some associated R codes: BiCopConfIntMMD.R . BiCopEstMMD.R . BiCopGradMMD.R . BiCopParamDistLp.R . MarshallOlkin.R . MarshallOlkin_utils.R . kernel.R . utils.R .  Full MMDCopula package functions and examples
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