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regMMD  

Robust Regression and Estimation Through Maximum Mean Discrepancy Minimization
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("regMMD", "0.1.0")



Attach the package and use:
library("regMMD")
Maintained by
Pierre Alquier
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-10-25
Latest Update: 2024-10-25
Description:
The functions in this package compute robust estimators by minimizing a kernel-based distance known as MMD (Maximum Mean Discrepancy) between the sample and a statistical model. Recent works proved that these estimators enjoy a universal consistency property, and are extremely robust to outliers. Various optimization algorithms are implemented: stochastic gradient is available for most models, but the package also allows gradient descent in a few models for which an exact formula is available for the gradient. In terms of distribution fit, a large number of continuous and discrete distributions are available: Gaussian, exponential, uniform, gamma, Poisson, geometric, etc. In terms of regression, the models available are: linear, logistic, gamma, beta and Poisson. Alquier, P. and Gerber, M. (2024) <doi:10.1093/biomet/asad031> Cherief-Abdellatif, B.-E. and Alquier, P. (2022) <doi:10.3150/21-BEJ1338>.
How to cite:
Pierre Alquier (2024). regMMD: Robust Regression and Estimation Through Maximum Mean Discrepancy Minimization. R package version 0.1.0, https://cran.r-project.org/web/packages/regMMD. Accessed 13 Mar. 2026.
Previous versions and publish date:
0.0.1 (2024-10-25 10:10), 0.0.2 (2025-10-15 07:20), 0.0.3 (2025-10-16 10:10)
Other packages that cited regMMD R package
View regMMD citation profile
Other R packages that regMMD depends, imports, suggests or enhances
Complete documentation for regMMD
Functions, R codes and Examples using the regMMD R package
Full regMMD package functions and examples
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