regMMD: Robust Regression and Estimation Through Maximum Mean Discrepancy Minimization

The functions in this package compute robust estimators by minimizing a kernel-based distance known as MMD (Maximum Mean Discrepancy) between the sample and a statistical model. Recent works proved that these estimators enjoy a universal consistency property, and are extremely robust to outliers. Various optimization algorithms are implemented: stochastic gradient is available for most models, but the package also allows gradient descent in a few models for which an exact formula is available for the gradient. In terms of distribution fit, a large number of continuous and discrete distributions are available: Gaussian, exponential, uniform, gamma, Poisson, geometric, etc. In terms of regression, the models available are: linear, logistic, gamma, beta and Poisson. Alquier, P. and Gerber, M. (2024) <doi:10.1093/biomet/asad031> Cherief-Abdellatif, B.-E. and Alquier, P. (2022) <doi:10.3150/21-BEJ1338>.

Version:	0.1.0
Imports:	Rdpack (≥ 0.7)
Published:	2025-11-18
DOI:	10.32614/CRAN.package.regMMD
Author:	Pierre Alquier [aut, cre], Mathieu Gerber [aut]
Maintainer:	Pierre Alquier <pierre.alquier.stat at gmail.com>
License:	GPL (≥ 3)
NeedsCompilation:	no
CRAN checks:	regMMD results

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