{"id":32206249,"url":"https://github.com/alexisderumigny/mmdcopula","last_synced_at":"2025-10-22T05:10:15.656Z","repository":{"id":56934699,"uuid":"300278392","full_name":"AlexisDerumigny/MMDCopula","owner":"AlexisDerumigny","description":"Robust Estimation of Copulas by Maximum Mean Discrepancy","archived":false,"fork":false,"pushed_at":"2022-04-25T10:23:55.000Z","size":162,"stargazers_count":5,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-10-11T17:51:30.595Z","etag":null,"topics":["copula-models","copulas","mmd","r-package","r-pkg"],"latest_commit_sha":null,"homepage":"","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/AlexisDerumigny.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2020-10-01T12:53:14.000Z","updated_at":"2023-12-15T17:44:18.000Z","dependencies_parsed_at":"2022-08-21T06:50:46.743Z","dependency_job_id":null,"html_url":"https://github.com/AlexisDerumigny/MMDCopula","commit_stats":null,"previous_names":[],"tags_count":1,"template":false,"template_full_name":null,"purl":"pkg:github/AlexisDerumigny/MMDCopula","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexisDerumigny%2FMMDCopula","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexisDerumigny%2FMMDCopula/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexisDerumigny%2FMMDCopula/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexisDerumigny%2FMMDCopula/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/AlexisDerumigny","download_url":"https://codeload.github.com/AlexisDerumigny/MMDCopula/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexisDerumigny%2FMMDCopula/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":280383000,"owners_count":26321423,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-10-22T02:00:06.515Z","response_time":63,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["copula-models","copulas","mmd","r-package","r-pkg"],"created_at":"2025-10-22T05:10:14.326Z","updated_at":"2025-10-22T05:10:15.652Z","avatar_url":"https://github.com/AlexisDerumigny.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"Package MMDCopula\n===================\n\n\nThis package implements the robust estimation procedure of copulas via maximum mean discrepancy (MMD),\nfollowing the article Alquier, Chérief-Abdellatif, Derumigny, and Fermanian, J.D. (2022),\nEstimation of copulas via Maximum Mean Discrepancy.\n*Journal of the American Statistical Association*, [doi:10.1080/01621459.2021.2024836](https://doi.org/10.1080/01621459.2021.2024836).\n\n\n**How to install**\n\nThe release version on CRAN:\n\n```r\ninstall.packages(\"MMDCopula\")\n```\n\nThe development version from GitHub:\n\n```r\n# install.packages(\"remotes\")\nremotes::install_github(\"AlexisDerumigny/MMDCopula\")\n```\n\n\n**Main functions**\n\n* `BiCopEstMMD`: estimate the parameter of a parametric bivariate copula by MMD minimization.\n\n* `BiCopConfIntMMD`: compute a bootstrap-based or subsampling-based confidence interval for the parameter of a parametric bivariate copula.\n\n* `BiCopGradMMD`: compute the gradient of the MMD criteria. Used in `BiCopEstMMD`.\n\n\n**Functions for simulation and inference for the Marshall-Olkin copula**\n\n* `BiCopSim.MO`: simulation of observations following a Marshall-Olkin copula.\n\n* `BiCopEst.MO`: estimation of the parameter of a Marshall-Olkin copula.\n\n* `BiCopPar2Tau.MO` and `BiCopTau2Par.MO`: convert between the parameter and the Kendall's tau of a Marshall-Olkin copula.\n\n\n**Other functions**\n\n* `BiCopParamDistLp`: compute the $L^p$ distance between two parametric copula models.\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falexisderumigny%2Fmmdcopula","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Falexisderumigny%2Fmmdcopula","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Falexisderumigny%2Fmmdcopula/lists"}