WilliamsonTransforms
Williamson and Inverse-Williamson transformations, in fully generic pure Julia.
Science Score: 57.0%
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Low similarity (10.4%) to scientific vocabulary
Repository
Williamson and Inverse-Williamson transformations, in fully generic pure Julia.
Basic Info
Statistics
- Stars: 3
- Watchers: 2
- Forks: 1
- Open Issues: 1
- Releases: 12
Metadata Files
README.md
WilliamsonTransforms.jl
This rather simple package providing a Julia-native implementation of the Williamson d-transform and of its inverse. See the documentations for the definitions.
Do not hesitate to open an issue and talk if you are interested.
See the following references and the documentation of the package for the definition and motivations of this (rather niche) transformation:
bibtex
@book{williamson1955multiply,
title={On multiply monotone functions and their laplace transforms},
author={Williamson, Richard Edmund},
year={1955},
publisher={Mathematics Division, Office of Scientific Research, US Air Force}
}
@article{mcneil2009multivariate,
title={Multivariate Archimedean copulas, d-monotone functions and ℓ 1-norm symmetric distributions},
author={McNeil, Alexander J and Ne{\v{s}}lehov{\'a}, Johanna},
year={2009}
}
@article{mcneil2010archimedean,
title={From archimedean to liouville copulas},
author={McNeil, Alexander J and Ne{\v{s}}lehov{\'a}, Johanna},
journal={Journal of Multivariate Analysis},
volume={101},
number={8},
pages={1772--1790},
year={2010},
publisher={Elsevier}
}
@book{durante2015principles,
title={Principles of copula theory},
author={Durante, Fabrizio and Sempi, Carlo},
year={2015},
publisher={CRC press}
}
Citing this work
If you end up using these routines in a scholarly work, please cite this work using the following bibtex:
BibTeX
@article{Laverny2024,
author = {Oskar Laverny and Santiago Jimenez},
title = {Copulas.jl: A fully Distributions.jl-compliant copula package},
journal = {Journal of Open Source Software},
doi = {10.21105/joss.06189},
url = {https://doi.org/10.21105/joss.06189},
year = {2024},
publisher = {The Open Journal},
volume = {9},
number = {94},
pages = {6189}
}
Owner
- Name: Oskar Laverny
- Login: lrnv
- Kind: user
- Location: Brussels
- Company: UCLouvain
- Website: actuarial.science
- Repositories: 5
- Profile: https://github.com/lrnv
What would be the dependence structure between quality of code and quantity of coffee ?
Citation (CITATION.bib)
@article{Laverny2024,
author = {Oskar Laverny and Santiago Jimenez},
title = {Copulas.jl: A fully Distributions.jl-compliant copula package},
journal = {Journal of Open Source Software},
doi = {10.21105/joss.06189},
url = {https://doi.org/10.21105/joss.06189},
year = {2024},
publisher = {The Open Journal},
volume = {9},
number = {94},
pages = {6189}
}
GitHub Events
Total
- Create event: 3
- Commit comment event: 3
- Release event: 1
- Push event: 7
- Pull request event: 2
Last Year
- Create event: 3
- Commit comment event: 3
- Release event: 1
- Push event: 7
- Pull request event: 2
Packages
- Total packages: 1
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Total downloads:
- julia 168 total
- Total dependent packages: 1
- Total dependent repositories: 0
- Total versions: 12
juliahub.com: WilliamsonTransforms
Williamson and Inverse-Williamson transformations, in fully generic pure Julia.
- Documentation: https://docs.juliahub.com/General/WilliamsonTransforms/stable/
- License: MIT
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Latest release: 0.2.0
published 8 months ago
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