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CompatHelper: bump compat for TaylorSeries to 0.17, (keep existing compat) #2

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CompatHelper: bump compat for TaylorSeries to 0.17, (keep existing compat) #2

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Update paper.md
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CompatHelper: bump compat for TaylorSeries to 0.17, (keep existing co…
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2 changes: 1 addition & 1 deletion Project.toml
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Expand Up @@ -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"
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12 changes: 11 additions & 1 deletion joss/paper.bib
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Expand Up @@ -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}
}
}

@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}
}
1 change: 0 additions & 1 deletion joss/paper.md
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Expand Up @@ -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.
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