Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Adding references #122

Merged
merged 1 commit into from
Feb 4, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
56 changes: 56 additions & 0 deletions joss/paper.bib
Original file line number Diff line number Diff line change
Expand Up @@ -166,4 +166,60 @@ @inproceedings{turing
year = {2018},
url = {http://proceedings.mlr.press/v84/ge18b.html},
biburl = {https://dblp.org/rec/bib/conf/aistats/GeXG18},
}

@software{DatagenCopulaBased_1,
author = {Krzysztof Domino and
Adam and
Oskar Laverny and
Julia TagBot},
title = {iitis/DatagenCopulaBased.jl: v1.4.2},
month = may,
year = 2023,
publisher = {Zenodo},
version = {v1.4.2},
doi = {10.5281/zenodo.7944064},
url = {https://doi.org/10.5281/zenodo.7944064}
}

@misc{DatagenCopulaBased_2,
title={Introducing higher order correlations to marginals' subset of multivariate data by means of Archimedean copulas},
author={Krzysztof Domino and Adam Glos},
year={2018},
eprint={1803.07813},
archivePrefix={arXiv},
primaryClass={cs.DS}
}

@misc{DatagenCopulaBased_3,
title={Selected Methods for non-Gaussian Data Analysis},
author={Krzysztof Domino},
year={2019},
eprint={1811.10486},
archivePrefix={arXiv},
primaryClass={stat.ME}
}

@article{DatagenCopulaBased_4,
title={Multivariate cumulants in outlier detection for financial data analysis},
author={Domino, Krzysztof},
journal={Physica A: Statistical Mechanics and its Applications},
volume={558},
pages={124995},
year={2020},
publisher={Elsevier}
}

@software{BivariateCopulas,
author = {Ander Gray and
Jasper Behrensdorf and
amrods and
Christian Schilling},
title = {AnderGray/BivariateCopulas.jl: 0.1.5},
month = dec,
year = 2023,
publisher = {Zenodo},
version = {v0.1.5},
doi = {10.5281/zenodo.10412898},
url = {https://doi.org/10.5281/zenodo.10412898}
}
2 changes: 1 addition & 1 deletion joss/paper.md
Original file line number Diff line number Diff line change
Expand Up @@ -35,7 +35,7 @@ The Julia package `Copulas.jl` brings most standard copula-related features into

The R package `copula` [@r_copula_citation1; @r_copula_citation2; @r_copula_citation3; @r_copula_citation4] is the gold standard when it comes to sampling, estimating, or simply working around dependence structures. However, in other languages, the available tools are not as developped and/or not as recognised. We bridge the gap in the Julian ecosystem with this Julia-native implementation. Due to the very flexible type system in Julia, our code expressiveness and tidyness will increase its usability and maintenability in the long-run. Type-stability allows sampling in arbitrary precision without requiering more code, and Julia's multiple dispatch yields most of the below-described applications.

There are competing packages in Julia, such as [`BivariateCopulas.jl`](https://github.com/AnderGray/BivariateCopulas.jl) which only deals with a few models in bivariate settings but has very nice graphs, or [`DatagenCopulaBased.jl`](https://github.com/iitis/DatagenCopulaBased.jl), which only provides sampling and does not have exactly the same models as `Copulas.jl`. While not fully covering out both of these package's functionality (mostly because the three projects chose different copulas to implement), `Copulas.jl` is clearly the must fully featured, and brings, as a key feature, the complience with the broader ecosystem.
There are competing packages in Julia, such as [`BivariateCopulas.jl`](https://github.com/AnderGray/BivariateCopulas.jl) [@BivariateCopulas] which only deals with a few models in bivariate settings but has very nice graphs, or [`DatagenCopulaBased.jl`](https://github.com/iitis/DatagenCopulaBased.jl) [@DatagenCopulaBased_1; @DatagenCopulaBased_2; @DatagenCopulaBased_3; @DatagenCopulaBased_4], which only provides sampling and does not have exactly the same models as `Copulas.jl`. While not fully covering out both of these package's functionality (mostly because the three projects chose different copulas to implement), `Copulas.jl` is clearly the must fully featured, and brings, as a key feature, the complience with the broader ecosystem.

# Examples

Expand Down
Loading