CRAN/E | R Packages from Alexis Derumigny

Alexis Derumigny

Author of 4 R packages

Quick info

Alexis Derumigny has worked on 4 packages so far. In total, Alexis Derumigny has worked with 7 other authors on those packages. A true team player!

Packages overview

BoundEdgeworth
CondCopulas
ElliptCopulas
MMDCopula

Package details

BoundEdgeworth

Bound on the Error of the First-Order Edgeworth Expansion

Alexis Derumigny , Lucas Girard , Yannick Guyonvarch

CondCopulas

Estimation and Inference for Conditional Copula Models

Alexis Derumigny , Jean-David Fermanian , Aleksey Min , Rutger van der Spek

ElliptCopulas

Inference of Elliptical Distributions and Copulas

Alexis Derumigny , Jean-David Fermanian , Rutger van der Spek

MMDCopula

Robust Estimation of Copulas by Maximum Mean Discrepancy

Alexis Derumigny , Pierre Alquier , Jean-David Fermanian , Badr-Eddine Chérief-Abdellatif

Colleagues

Lucas Girard
Yannick Guyonvarch
Jean-David Fermanian
Aleksey Min
Rutger van der Spek
Pierre Alquier
Badr-Eddine Chérief-Abdellatif