AlexisDerumigny/MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy
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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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.2.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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