MMDCopula
Robust Estimation of Copulas by Maximum Mean Discrepancy
v0.2.1
·
Apr 25, 2022
·
GPL-3
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>.
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|---|---|
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| r-devel-linux-x86_64-debian-gcc | OK |
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| r-devel-macos-arm64 | OK |
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| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
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| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |