R Observatory: Metrics for MMDCopula version 0.2.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

MMDCopula

0.2.1Package record

Robust Estimation of Copulas by Maximum Mean Discrepancy

0packages depend

2.6Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Alexis DerumignyCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 0.2.1

NEW FEATURES

New functions BiCopPar2Tau.MO and BiCopTau2Par.MO to convert between the parameter and the Kendall's tau of a Marshall-Olkin copula.
New argument truncVal of the function BiCopParamDistLp to allow for computation of the norm on a smaller subset of the unit square [0,1]^2.

BiCopParamDistLp now also works for p=Inf (i.e., the supremum norm).

New checks for finiteness of the arguments to BiCopEstMMD.

OTHER IMPROVEMENTS

Improvement of default values for gamma in BiCopEstMMD.
Updated the references.
Fixed the documentation of the parameter kernel for the functions BiCopEstMMD and BiCopGradMMD.
New dependence wdm instead of pcaPP for fast computation of Kendall's tau.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("MMDCopula", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("AlexisDerumigny/MMDCopula")

Development version from AlexisDerumigny/MMDCopula. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-mmdcopula

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-MMDCopula

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-MMDCopula

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 1.0 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.1

READMEYes · 155 wordsVignettesYes · 1 · staticNEWSYes · 100% structured · mentions 0.2.1Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 7
Examples that run: 100%7 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 71%

Vignettes (1)

The MMD copula package: robust estimation of parametric copula models by MMD minimization HTML

How these are measured

Downloads

2.6K

CRAN downloads in the past year

Rank #20,179 · ~7/day · ~213/mo

Releases R versions

Daily download trend is not available in this view yet.

25930 days

65290 days

2.6K1 year

Compare downloads with other packages →

Also on65 r2u4 autocran

How downloads are counted

Repository

alexisderumigny/mmdcopula ↗Account: AlexisDerumigny

6Stars

0Forks

0Open issues

0Open PRs

1Releases

24Commits

1Commit identities

copula-modelscopulasmmdr-packager-pkg

24 commits · Last activity 2022-04-25 · 0% stars, 30d

Responsiveness

not measured

Stars over time

2023-12-15 · 52026-07-07 · 6

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/alexisderumigny/mmdcopula on 2026-10-18.

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Installing MMDCopula adds 9 packages (7 with compiled code, 8.0 MB of source tarballs). Heaviest: cubature 3.2 MB, Rcpp 1.8 MB, randtoolbox 1.4 MB.

Depends (1)

R >= 3.6.0

Imports (5)

VineCopula cubature randtoolbox pbapply wdm

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (4)

Alexis Derumigny

Author, Maintainer since 0.1.0 (2020)

Pierre Alquier

Author

Badr-Eddine Chérief-Abdellatif

Author

Jean-David Fermanian

Author

Releases (3)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.1Latest
record
2022-04-25 · current release · diff ↗ ·
added 2 exports
BiCopPar2Tau.MO, BiCopTau2Par.MO
R
R 4.2.0 released · 2022-04-22
0.2.0
record
2021-08-10 · diff ↗ ·
added 1 export
BiCopConfIntMMD
R
R 4.1.0 released · 2021-05-18
0.1.0
record
2020-10-13
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-10-13
Total releases: 3 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.6.0
Download size: 24 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MMDCopula")

Format

Derumigny, A., Alquier, P., Chérief-Abdellatif, B., & Fermanian, J. (2022). MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.MMDCopula

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MMDCopula version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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