Other packages > Find by keyword >

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 04 Jul. 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

missCompare  
Intuitive Missing Data Imputation Framework
Offers a convenient pipeline to test and compare various missing data imputation algorithms on simu ...
Download / Learn more Package Citations See dependency  
multiwayvcov  
Multi-Way Standard Error Clustering
Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelb ...
Download / Learn more Package Citations See dependency  
musica  
Multiscale Climate Model Assessment
Provides functions allowing for (1) easy aggregation of multivariate time series into custom time sc ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
PELVIS  
Probabilistic Sex Estimate using Logistic Regression, Based on VISual Traits of the Human Os Coxae
An R-Shiny application implementing a method of sexing the human os coxae based on logistic regressi ...
Download / Learn more Package Citations See dependency  
SurvCorr  
Correlation of Bivariate Survival Times
Estimates correlation coefficients with associated confidence limits for bivariate, partially censo ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,674

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA