diff --git a/Project.toml b/Project.toml index a9fe397e9..560cd26d2 100644 --- a/Project.toml +++ b/Project.toml @@ -38,7 +38,7 @@ Roots = "1, 2" SpecialFunctions = "2" StableRNGs = "1" StatsBase = "0.33, 0.34" -TaylorSeries = "0.12, 0.13, 0.14, 0.15, 0.16" +TaylorSeries = "0.12, 0.13, 0.14, 0.15, 0.16, 0.17" Test = "1.6" TestItemRunner = "v0.2" WilliamsonTransforms = "0.1" diff --git a/joss/paper.bib b/joss/paper.bib index 2d1325de5..3323ae07f 100644 --- a/joss/paper.bib +++ b/joss/paper.bib @@ -237,4 +237,14 @@ @Article{BenchmarkTools primaryClass = {cs.PF}, adsurl = {https://ui.adsabs.harvard.edu/abs/2016arXiv160804295C}, adsnote = {Provided by the SAO/NASA Astrophysics Data System} -} \ No newline at end of file +} + +@Article{abegaz2012, + title= "{Semiparametric estimation of conditional copulas}", + author = {Abegaz, Fentaw and Gijbels, Ir{\`e}ne and Veraverbeke, No{\"e}l}, + journal = {Journal of Multivariate Analysis}, + volume = {110}, + pages = {43--73}, + year = {2012}, + publisher = {Elsevier} +} diff --git a/joss/paper.md b/joss/paper.md index 6dd598e86..38e245a1b 100644 --- a/joss/paper.md +++ b/joss/paper.md @@ -108,7 +108,6 @@ using Turing Turing.Turing.@addlogprob! loglikelihood(D, dataset) end ``` - ## The Archimedean interface Archimedean copulas form a large class of copulas that has seen a lot of theoretical work. Among others, you may take a look at [@mcneilMultivariateArchimedeanCopulas2009b]. We use [`WilliamsonTransforms.jl`](https://github.com/lrnv/WilliamsonTransforms.jl/)'s implementation of the Williamson $d$-transfrom to sample from any archimedean copula, including for example the `ClaytonCopula` with negative dependence parameter in any dimension, which is a first to our knowledge.