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DESCRIPTION
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DESCRIPTION
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Package: MMDCopula
Type: Package
Title: Robust Estimation of Copulas by Maximum Mean Discrepancy
Version: 0.2.1
Description: 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>.
Authors@R: c(
person("Alexis", "Derumigny",, email = "[email protected]", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
person("Pierre", "Alquier",, email = "[email protected]", role = "aut", comment = c(ORCID = "0000-0003-4249-7337")),
person("Jean-David", "Fermanian",, email = "[email protected]", role = "aut", comment = c(ORCID = "0000-0001-5960-5555")),
person("Badr-Eddine", "Chérief-Abdellatif",, email = "[email protected]", role = "aut")
)
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.1.2
Depends:
R (>= 3.6.0)
Imports:
VineCopula,
cubature,
randtoolbox,
pbapply,
wdm
Suggests:
knitr,
rmarkdown
VignetteBuilder: knitr
BugReports: https://github.com/AlexisDerumigny/MMDCopula/issues