Skip to content

Commit

Permalink
Merge pull request #5502 from openjournals/joss.06441
Browse files Browse the repository at this point in the history 
Merging automatically
  • Loading branch information
@editorialbot
editorialbot authored Jun 14, 2024
2 parents 58f5959 + a29c0b2 commit 5bb5e9c
Show file tree
Hide file tree
Showing 4 changed files with 919 additions and 0 deletions.
297 changes: 297 additions & 0 deletions joss.06441/10.21105.joss.06441.crossref.xml
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,297 @@
<?xml version="1.0" encoding="UTF-8"?>
<doi_batch xmlns="http://www.crossref.org/schema/5.3.1"
xmlns:ai="http://www.crossref.org/AccessIndicators.xsd"
xmlns:rel="http://www.crossref.org/relations.xsd"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
version="5.3.1"
xsi:schemaLocation="http://www.crossref.org/schema/5.3.1 http://www.crossref.org/schemas/crossref5.3.1.xsd">
<head>
<doi_batch_id>20240614115908-3e7b3565a98dfbfcd96c9232e76d4f175b396c11</doi_batch_id>
<timestamp>20240614115908</timestamp>
<depositor>
<depositor_name>JOSS Admin</depositor_name>
<email_address>[email protected]</email_address>
</depositor>
<registrant>The Open Journal</registrant>
</head>
<body>
<journal>
<journal_metadata>
<full_title>Journal of Open Source Software</full_title>
<abbrev_title>JOSS</abbrev_title>
<issn media_type="electronic">2475-9066</issn>
<doi_data>
<doi>10.21105/joss</doi>
<resource>https://joss.theoj.org</resource>
</doi_data>
</journal_metadata>
<journal_issue>
<publication_date media_type="online">
<month>06</month>
<year>2024</year>
</publication_date>
<journal_volume>
<volume>9</volume>
</journal_volume>
<issue>98</issue>
</journal_issue>
<journal_article publication_type="full_text">
<titles>
<title>MarSwitching.jl: A Julia package for Markov switching
dynamic models</title>
</titles>
<contributors>
<person_name sequence="first" contributor_role="author">
<given_name>Mateusz</given_name>
<surname>Dadej</surname>
<ORCID>https://orcid.org/0000-0002-1791-7611</ORCID>
</person_name>
</contributors>
<publication_date>
<month>06</month>
<day>14</day>
<year>2024</year>
</publication_date>
<pages>
<first_page>6441</first_page>
</pages>
<publisher_item>
<identifier id_type="doi">10.21105/joss.06441</identifier>
</publisher_item>
<ai:program name="AccessIndicators">
<ai:license_ref applies_to="vor">http://creativecommons.org/licenses/by/4.0/</ai:license_ref>
<ai:license_ref applies_to="am">http://creativecommons.org/licenses/by/4.0/</ai:license_ref>
<ai:license_ref applies_to="tdm">http://creativecommons.org/licenses/by/4.0/</ai:license_ref>
</ai:program>
<rel:program>
<rel:related_item>
<rel:description>Software archive</rel:description>
<rel:inter_work_relation relationship-type="references" identifier-type="doi">10.5281/zenodo.11546432</rel:inter_work_relation>
</rel:related_item>
<rel:related_item>
<rel:description>GitHub review issue</rel:description>
<rel:inter_work_relation relationship-type="hasReview" identifier-type="uri">https://github.com/openjournals/joss-reviews/issues/6441</rel:inter_work_relation>
</rel:related_item>
</rel:program>
<doi_data>
<doi>10.21105/joss.06441</doi>
<resource>https://joss.theoj.org/papers/10.21105/joss.06441</resource>
<collection property="text-mining">
<item>
<resource mime_type="application/pdf">https://joss.theoj.org/papers/10.21105/joss.06441.pdf</resource>
</item>
</collection>
</doi_data>
<citation_list>
<citation key="bezanson2017julia">
<article_title>Julia: A fresh approach to numerical
computing</article_title>
<author>Bezanson</author>
<journal_title>SIAM review</journal_title>
<issue>1</issue>
<volume>59</volume>
<doi>10.1137/141000671</doi>
<cYear>2017</cYear>
<unstructured_citation>Bezanson, J., Edelman, A., Karpinski,
S., &amp; Shah, V. B. (2017). Julia: A fresh approach to numerical
computing. SIAM Review, 59(1), 65–98.
https://doi.org/10.1137/141000671</unstructured_citation>
</citation>
<citation key="hamilton89">
<article_title>A new approach to the economic analysis of
nonstationary time series and the business cycle</article_title>
<author>Hamilton</author>
<journal_title>Econometrica</journal_title>
<issue>2</issue>
<volume>57</volume>
<doi>10.2307/1912559</doi>
<cYear>1989</cYear>
<unstructured_citation>Hamilton, J. D. (1989). A new
approach to the economic analysis of nonstationary time series and the
business cycle. Econometrica, 57(2), 357–384.
https://doi.org/10.2307/1912559</unstructured_citation>
</citation>
<citation key="buffington02">
<article_title>American options with regime
switching</article_title>
<author>Buffington</author>
<journal_title>International Journal of Theoretical and
Applied Finance</journal_title>
<issue>05</issue>
<volume>05</volume>
<doi>10.1142/S0219024902001523</doi>
<cYear>2002</cYear>
<unstructured_citation>Buffington, J., &amp; Elliott, R. J.
(2002). American options with regime switching. International Journal of
Theoretical and Applied Finance, 05(05), 497–514.
https://doi.org/10.1142/S0219024902001523</unstructured_citation>
</citation>
<citation key="Brandt2014">
<article_title>Evaluating forecasts of political conflict
dynamics</article_title>
<author>Brandt</author>
<journal_title>International Journal of
Forecasting</journal_title>
<issue>4</issue>
<volume>30</volume>
<doi>10.1016/j.ijforecast.2014.03.014</doi>
<issn>0169-2070</issn>
<cYear>2014</cYear>
<unstructured_citation>Brandt, P. T., Freeman, J. R., &amp;
Schrodt, P. A. (2014). Evaluating forecasts of political conflict
dynamics. International Journal of Forecasting, 30(4), 944–962.
https://doi.org/10.1016/j.ijforecast.2014.03.014</unstructured_citation>
</citation>
<citation key="wang23">
<article_title>Predicting daily streamflow with a novel
multi-regime switching ARIMA-MS-GARCH model</article_title>
<author>Wang</author>
<journal_title>Journal of Hydrology: Regional
Studies</journal_title>
<volume>47</volume>
<doi>10.1016/j.ejrh.2023.101374</doi>
<issn>2214-5818</issn>
<cYear>2023</cYear>
<unstructured_citation>Wang, H., Song, S., Zhang, G., &amp;
Ayantoboc, O. O. (2023). Predicting daily streamflow with a novel
multi-regime switching ARIMA-MS-GARCH model. Journal of Hydrology:
Regional Studies, 47, 101374.
https://doi.org/10.1016/j.ejrh.2023.101374</unstructured_citation>
</citation>
<citation key="shiferaw21">
<article_title>Regime shifts in the COVID-19 case fatality
rate dynamics: A Markov-switching autoregressive model
analysis</article_title>
<author>Shiferaw</author>
<journal_title>Chaos, Solitons &amp; Fractals:
X</journal_title>
<volume>6</volume>
<doi>10.1016/j.csfx.2021.100059</doi>
<issn>2590-0544</issn>
<cYear>2021</cYear>
<unstructured_citation>Shiferaw, Y. A. (2021). Regime shifts
in the COVID-19 case fatality rate dynamics: A Markov-switching
autoregressive model analysis. Chaos, Solitons &amp; Fractals: X, 6,
100059.
https://doi.org/10.1016/j.csfx.2021.100059</unstructured_citation>
</citation>
<citation key="delbianco20">
<article_title>A Markov-switching approach to the study of
citations in academic journals</article_title>
<author>Delbianco</author>
<journal_title>Journal of Informetrics</journal_title>
<issue>4</issue>
<volume>14</volume>
<doi>10.1016/j.joi.2020.101081</doi>
<issn>1751-1577</issn>
<cYear>2020</cYear>
<unstructured_citation>Delbianco, F., Fioriti, A.,
Hernandez-Chanto, A., &amp; Tohmé, F. (2020). A Markov-switching
approach to the study of citations in academic journals. Journal of
Informetrics, 14(4), 101081.
https://doi.org/10.1016/j.joi.2020.101081</unstructured_citation>
</citation>
<citation key="Rlang">
<volume_title>R: A language and environment for statistical
computing</volume_title>
<author>R Core Team</author>
<cYear>2017</cYear>
<unstructured_citation>R Core Team. (2017). R: A language
and environment for statistical computing. R Foundation for Statistical
Computing. https://www.R-project.org/</unstructured_citation>
</citation>
<citation key="MSwM">
<volume_title>MSwM: Fitting Markov switching
models</volume_title>
<author>Josep A. Sanchez-Espigares</author>
<doi>10.32614/cran.package.mswm</doi>
<cYear>2021</cYear>
<unstructured_citation>Josep A. Sanchez-Espigares, A. L.-M.
(2021). MSwM: Fitting Markov switching models.
https://doi.org/10.32614/cran.package.mswm</unstructured_citation>
</citation>
<citation key="dynr">
<article_title>What’s for dynr: A package for linear and
nonlinear dynamic modeling in R</article_title>
<author>Ou</author>
<journal_title>The R Journal</journal_title>
<volume>11</volume>
<doi>10.32614/rj-2019-012</doi>
<cYear>2019</cYear>
<unstructured_citation>Ou, L., Hunter, M. D., &amp; Chow,
S.-M. (2019). What’s for dynr: A package for linear and nonlinear
dynamic modeling in R. The R Journal, 11, 1–20.
https://doi.org/10.32614/rj-2019-012</unstructured_citation>
</citation>
<citation key="statsmodels">
<article_title>Statsmodels: Econometric and statistical
modeling with Python</article_title>
<author>Seabold</author>
<journal_title>9th python in science
conference</journal_title>
<doi>10.25080/majora-92bf1922-011</doi>
<cYear>2010</cYear>
<unstructured_citation>Seabold, S., &amp; Perktold, J.
(2010). Statsmodels: Econometric and statistical modeling with Python.
9th Python in Science Conference.
https://doi.org/10.25080/majora-92bf1922-011</unstructured_citation>
</citation>
<citation key="msregress">
<volume_title>MS_regress - the MATLAB package for Markov
regime switching models</volume_title>
<author>Perlin</author>
<doi>10.2139/ssrn.1714016</doi>
<cYear>2012</cYear>
<unstructured_citation>Perlin, M. (2012). MS_regress - the
MATLAB package for Markov regime switching models.
https://doi.org/10.2139/ssrn.1714016</unstructured_citation>
</citation>
<citation key="Dalle2024">
<article_title>HiddenMarkovModels.jl: Generic, fast and
reliable state space modeling</article_title>
<author>Dalle</author>
<journal_title>Journal of Open Source
Software</journal_title>
<issue>96</issue>
<volume>9</volume>
<doi>10.21105/joss.06436</doi>
<cYear>2024</cYear>
<unstructured_citation>Dalle, G. (2024).
HiddenMarkovModels.jl: Generic, fast and reliable state space modeling.
Journal of Open Source Software, 9(96), 6436.
https://doi.org/10.21105/joss.06436</unstructured_citation>
</citation>
<citation key="filardo94">
<article_title>Business-cycle phases and their transitional
dynamics</article_title>
<author>Filardo</author>
<journal_title>Journal of Business &amp; Economic
Statistics</journal_title>
<issue>3</issue>
<volume>12</volume>
<doi>10.2307/1392086</doi>
<cYear>1994</cYear>
<unstructured_citation>Filardo, A. J. (1994). Business-cycle
phases and their transitional dynamics. Journal of Business &amp;
Economic Statistics, 12(3), 299–308.
https://doi.org/10.2307/1392086</unstructured_citation>
</citation>
<citation key="kim94">
<article_title>Dynamic linear models with
Markov-switching</article_title>
<author>Kim</author>
<journal_title>Journal of Econometrics</journal_title>
<issue>1</issue>
<volume>60</volume>
<doi>10.1016/0304-4076(94)90036-1</doi>
<issn>0304-4076</issn>
<cYear>1994</cYear>
<unstructured_citation>Kim, C.-J. (1994). Dynamic linear
models with Markov-switching. Journal of Econometrics, 60(1), 1–22.
https://doi.org/10.1016/0304-4076(94)90036-1</unstructured_citation>
</citation>
</citation_list>
</journal_article>
</journal>
</body>
</doi_batch>
Binary file added joss.06441/10.21105.joss.06441.pdf
View file
Binary file not shown.
Loading

0 comments on commit 5bb5e9c

Please sign in to comment.