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* Adding references
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lrnv authored Feb 4, 2024
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56 changes: 56 additions & 0 deletions joss/paper.bib
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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
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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

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