QuadraticFormsMGHyp

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

https://github.com/s-broda/quadraticformsmghyp.jl

Science Score: 77.0%

This score indicates how likely this project is to be science-related based on various indicators:

✓
CITATION.cff file
Found CITATION.cff file
✓
codemeta.json file
Found codemeta.json file
✓
.zenodo.json file
Found .zenodo.json file
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DOI references
Found 2 DOI reference(s) in README
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Academic publication links
Links to: zenodo.org
✓
Committers with academic emails
1 of 2 committers (50.0%) from academic institutions
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Institutional organization owner
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JOSS paper metadata
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Scientific vocabulary similarity
Low similarity (8.7%) to scientific vocabulary

Keywords

expected-shortfall generalized-hyperbolic-distribution imhof inversion-formula normal-inverse-gaussian partial-moments quadratic-forms saddlepoint-approximation students-t tail-probabilities value-at-risk variance-gamma

Last synced: 6 months ago · JSON representation ·

Repository

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

Basic Info

Host: GitHub
Owner: s-broda
License: mit
Language: Julia
Default Branch: master
Size: 604 KB

Statistics

Stars: 5
Watchers: 1
Forks: 2
Open Issues: 0
Releases: 15

Topics

Created almost 6 years ago · Last pushed 11 months ago

Metadata Files

Readme License Citation

README.md

QuadraticFormsMGHyp

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors. Matlab and Fortran code is available here.

Installation

The package can be installed with using Pkg; Pkg.add("QuadraticFormsMGHyp").

Citation

If you use this package in your research, then please consider citing our paper. The figures in the paper can be recreated by running using Pkg; Pkg.test("QuadraticFormsMGHyp").

Owner

Name: Simon Broda
Login: s-broda
Kind: user
Location: Zurich (CH)

Website: https://www.hslu.ch/de-ch/hochschule-luzern/ueber-uns/personensuche/profile/?pid=4728
Repositories: 6
Profile: https://github.com/s-broda

Citation (CITATION.bib)

@article{bz:21,
    author = {Broda, Simon A and Zambrano, Juan Arismendi},
    title = {On quadratic forms in multivariate generalized hyperbolic random vectors},
    journal = {Biometrika},
    volume = {108},
    number = {2},
    pages = {413--424},
    year = {2021},
    doi = {10.1093/biomet/asaa067},
}

GitHub Events

Total

Create event: 6
Commit comment event: 2
Release event: 2
Issues event: 1
Watch event: 1
Delete event: 5
Issue comment event: 4
Push event: 29
Pull request event: 10

Last Year

Create event: 6
Commit comment event: 2
Release event: 2
Issues event: 1
Watch event: 1
Delete event: 5
Issue comment event: 4
Push event: 29
Pull request event: 10

Committers

Last synced: almost 3 years ago

All Time

Total Commits: 69
Total Committers: 2
Avg Commits per committer: 34.5
Development Distribution Score (DDS): 0.203

Top Committers

Name	Email	Commits
Simon Broda	s**a@u**l	55
Simon Broda	s**a@u**h	14

Committer Domains (Top 20 + Academic)

uzh.ch: 1 uva.nl: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time

Total issues: 2
Total pull requests: 18
Average time to close issues: about 2 hours
Average time to close pull requests: 3 months
Total issue authors: 2
Total pull request authors: 4
Average comments per issue: 5.5
Average comments per pull request: 0.22
Merged pull requests: 12
Bot issues: 0
Bot pull requests: 16

Past Year

Issues: 1
Pull requests: 11
Average time to close issues: about 3 hours
Average time to close pull requests: about 24 hours
Issue authors: 1
Pull request authors: 2
Average comments per issue: 1.0
Average comments per pull request: 0.0
Merged pull requests: 10
Bot issues: 0
Bot pull requests: 11

View more stats

Top Authors

Issue Authors

KristofferC (1)
JuliaTagBot (1)

Pull Request Authors

dependabot[bot] (9)
github-actions[bot] (7)
c42f (1)
s-broda (1)

Top Labels

Issue Labels

Pull Request Labels

dependencies (9) github_actions (9)

Packages

Total packages: 1
Total downloads: unknown

Total dependent packages: 0
Total dependent repositories: 0
Total versions: 15

juliahub.com: QuadraticFormsMGHyp

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

Documentation: https://docs.juliahub.com/General/QuadraticFormsMGHyp/stable/
License: MIT
Latest release: 1.4.0
published 11 months ago

Versions: 15
Dependent Packages: 0
Dependent Repositories: 0

Rankings

Dependent repos count: 9.9%

Average: 37.7%

Dependent packages count: 38.9%

Stargazers count: 48.5%

Forks count: 53.5%

Last synced: 7 months ago

Dependencies

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.github/workflows/ci_nightly.yml actions

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.github/workflows/compathelper.yml actions

.github/workflows/tagbot.yml actions

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actions/checkout v1 composite