diff --git a/joss/paper.bib b/joss/paper.bib index 3c4fe825..6e40e9e7 100644 --- a/joss/paper.bib +++ b/joss/paper.bib @@ -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} } \ No newline at end of file diff --git a/joss/paper.md b/joss/paper.md index f2dbba5d..7302b1cf 100644 --- a/joss/paper.md +++ b/joss/paper.md @@ -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