[REVIEW]: MarSwitching.jl: A Julia package for Markov switching dynamic models

editorialbot commented 6 months ago

Submitting author: !--author-handle-->@m-dadej@jbytecode<!--end-editor-- Reviewers: @y1my1, @mkitti Archive: 10.5281/zenodo.11546432

Status

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Reviewers and authors:

Please avoid lengthy details of difficulties in the review thread. Instead, please create a new issue in the target repository and link to those issues (especially acceptance-blockers) by leaving comments in the review thread below. (For completists: if the target issue tracker is also on GitHub, linking the review thread in the issue or vice versa will create corresponding breadcrumb trails in the link target.)

Reviewer instructions & questions

@y1my1 & @mkitti, your review will be checklist based. Each of you will have a separate checklist that you should update when carrying out your review. First of all you need to run this command in a separate comment to create the checklist:

@editorialbot generate my checklist

The reviewer guidelines are available here: https://joss.readthedocs.io/en/latest/reviewer_guidelines.html. Any questions/concerns please let @jbytecode know.

✨ Please start on your review when you are able, and be sure to complete your review in the next six weeks, at the very latest ✨

Checklists

📝 Checklist for @y1my1

📝 Checklist for @mkitti

m-dadej commented 3 months ago

@editorialbot generate pdf

editorialbot commented 3 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

jbytecode commented 3 months ago

@m-dadej - I've just sent a pull request. This PR includes some minor changes and fixes in both the bibtex and manuscript files. Please review the changes. If you are agreed with them, please merge. Thank you in advance.

jbytecode commented 3 months ago

@editorialbot check references

editorialbot commented 3 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...
- No DOI given, and none found for title: MSwM: Fitting Markov Switching Models

INVALID DOIs

- None

jbytecode commented 3 months ago

@editorialbot generate pdf

editorialbot commented 3 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

jbytecode commented 3 months ago

@m-dadej - The sentence

Where the former is estimated using the data up to time $t$ and the latter using the whole dataset.

doesn't sound clear to me, and I am not really sure I understand the point there, so could you please refactor this sentence and get it more clear?

After that, we need to create a version tag, e.g. vx.y.z, in the target repository. Please use this version tag to create a new Zenodo archive. Please provide me the versiyon tag and the zenodo link here.

In Zenodo archive, the list of authors, the title of the paper, and the ORCIDs should match exactly with those in the submission.

Thank you in advance.

m-dadej commented 3 months ago

Hey @jbytecode

The paragraph now reads:

The package also provides functions for filtered transition probabilities $P(S_t = i | \Psi_t)$ and smoothed ones $P(S_t = i | \Psi_T)$ [@kim94]. The former is estimated using the data available up to time $t$, while the latter is estimated using the full sample information in a backward fashion, starting from $T$, $T-1$, $...$ and so on. The functions to obtain these probability vectors are filtered_probs() and smoothed_probs(), respectively.

Is it ok?

The new version tag is v0.2.3. The Zenodo link link is here: https://zenodo.org/records/11546432

jbytecode commented 3 months ago

@editorialbot set v0.2.3 as version

editorialbot commented 3 months ago

Done! version is now v0.2.3

jbytecode commented 3 months ago

@editorialbot set 10.5281/zenodo.11546432 as archive

editorialbot commented 3 months ago

Done! archive is now 10.5281/zenodo.11546432

jbytecode commented 3 months ago

@editorialbot check references

editorialbot commented 3 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...
- No DOI given, and none found for title: MSwM: Fitting Markov Switching Models

INVALID DOIs

- None

jbytecode commented 3 months ago

@m-dadej - The license of the software is MIT but in Zenodo archive, it appears Creative Commons Attribution 4.0 International. Could you please fix?

m-dadej commented 3 months ago

Done, it's MIT now.

jbytecode commented 3 months ago

@editorialbot generate pdf

editorialbot commented 3 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

jbytecode commented 3 months ago

@m-dadej - The manuscript seems okay to me. Do you have any additional changes before the acceptance of the paper?

m-dadej commented 2 months ago

@jbytecode Nope, seems fine to me as well.

Btw, I'd like to thank you and reviewers (@y1my1, @mkitti) for the time and suggestions! I very much appreciate it.

jbytecode commented 2 months ago

@editorialbot check references

editorialbot commented 2 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...
- 10.32614/cran.package.mswm may be a valid DOI for title: MSwM: Fitting Markov Switching Models

INVALID DOIs

- None

jbytecode commented 2 months ago

@m-dadej - Sorry, I've just realized that the missing DOI is actively directed to the package, so we can fix it. Please merge the pull request. Then we can go forward

jbytecode commented 2 months ago

@editorialbot check references

editorialbot commented 2 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/cran.package.mswm is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...

INVALID DOIs

- None

jbytecode commented 2 months ago

@editorialbot generate pdf

editorialbot commented 2 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

jbytecode commented 2 months ago

@editorialbot recommend-accept

editorialbot commented 2 months ago

Attempting dry run of processing paper acceptance...

editorialbot commented 2 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/cran.package.mswm is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...

INVALID DOIs

- None

editorialbot commented 2 months ago

:warning: Error preparing paper acceptance. The generated XML metadata file is invalid.

No declaration for attribute displaystyle of element mfrac

jbytecode commented 2 months ago

@m-dadej - Sorry for the inconvenience. The final renderer doesn't accept dfrac or mfrac but using frac is okay. The PR fixes (possibly) this issue. Could you please merge it?

jbytecode commented 2 months ago

@editorialbot generate pdf

editorialbot commented 2 months ago

I'm sorry human, I don't understand that. You can see what commands I support by typing:

@editorialbot commands

jbytecode commented 2 months ago

@editorialbot generate pdf

editorialbot commented 2 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

jbytecode commented 2 months ago

@editorialbot recommend-accept

editorialbot commented 2 months ago

Attempting dry run of processing paper acceptance...

editorialbot commented 2 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/cran.package.mswm is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...

INVALID DOIs

- None

editorialbot commented 2 months ago

:wave: @openjournals/sbcs-eics, this paper is ready to be accepted and published.

Check final proof :point_right::page_facing_up: Download article

If the paper PDF and the deposit XML files look good in https://github.com/openjournals/joss-papers/pull/5499, then you can now move forward with accepting the submission by compiling again with the command @editorialbot accept

crvernon commented 2 months ago

🔍 checking out the following:

[x] reviewer checklists are completed or addressed
[x] version set
[x] archive set
[x] archive names (including order) and title in archive matches those specified in the paper
[x] archive uses the same license as the repo and is OSI approved as open source
[x] archive DOI and version match or redirect to those set by editor in review thread
[x] paper is error free - grammar and typos
[x] paper is error free - test links in the paper and bib
[x] paper is error free - refs preserve capitalization where necessary
[x] paper is error free - no invalid refs without justification

crvernon commented 2 months ago

@editorialbot check references

editorialbot commented 2 months ago

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1137/141000671 is OK
- 10.2307/1912559 is OK
- 10.1142/S0219024902001523 is OK
- 10.1016/j.ijforecast.2014.03.014 is OK
- 10.1016/j.ejrh.2023.101374 is OK
- 10.1016/j.csfx.2021.100059 is OK
- 10.1016/j.joi.2020.101081 is OK
- 10.32614/cran.package.mswm is OK
- 10.32614/rj-2019-012 is OK
- 10.25080/majora-92bf1922-011 is OK
- 10.2139/ssrn.1714016 is OK
- 10.21105/joss.06436 is OK
- 10.2307/1392086 is OK
- 10.1017/S0305004100030401 is OK
- 10.1016/0304-4076(94)90036-1 is OK

MISSING DOIs

- No DOI given, and none found for title: R: A Language and Environment for Statistical Comp...

INVALID DOIs

- None

crvernon commented 2 months ago

@editorialbot generate pdf

editorialbot commented 2 months ago

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

crvernon commented 2 months ago

:wave: @m-dadej - This one is looking very good. Just a few minor things in the paper:

[x] LINE 6: "package allows users of Julia programming language" should be "package allows users of the Julia programming language" where "the" is added in.
[x] LINES 10-12: Consider changing "Because of non-trivial likelihood function and the amount of model parameters, Julia is a perfect language to implement this class of models due to its performance." to "Given the non-trivial nature of the likelihood function and the amount of model parameters, Julia is an ideal language for implementing this class of models due to its computational performance." for better readability.
[x] LINES 29-30: "MATLAB users may also estimate these models with MS_Regress (Perlin, 2012) package." should be "MATLAB users may also estimate these models with the MS_Regress (Perlin, 2012) package." where "the" is added in.
[x] LINE 34: "with Julia" should be "with the Julia"
[x] LINE 37: "find HiddenMarkovModels.jl" should be "find the HiddenMarkovModels.jl"
[x] LINE 38: "offers more" should be "offers a more"
[x] LINE 47: "of dependent" should be "of the dependent"
[x] LINE 59: are you missing a prime here after delta? "where 𝛿𝑖,𝑗 is"
[x] LINES 69-70: "to either exog_vars or exog_switching_vars argument," should be "to either the exog_vars or the exog_switching_vars argument,"
[x] LINE 70: "pass exogenous" should be "pass an exogenous"
[x] LINE 70: "for time-varying" should be "for the time-varying"
[x] LINE 92: "the model requires also a forecast" should be "the model also requires a forecast"

Let me know once you have made these changes and we will proceed. Thanks!

m-dadej commented 2 months ago

Hey @crvernon. Thanks, I made suggested changes. Lack of articles in my native language really is taking its toll on me :zipper_mouth_face:

crvernon commented 2 months ago

@m-dadej no problem at all! Thank you!

crvernon commented 2 months ago

@editorialbot check references

openjournals / joss-reviews