Other packages > Find by keyword >

ZVCV  

Zero-Variance Control Variates
View on CRAN: Click here


Download and install ZVCV package within the R console
Install from CRAN:
install.packages("ZVCV")

Install from Github:
library("remotes")
install_github("cran/ZVCV")

Install by package version:
library("remotes")
install_version("ZVCV", "2.1.3")



Attach the package and use:
library("ZVCV")
Maintained by
Leah F. South
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-01-24
Latest Update: 2022-11-02
Description:
Stein control variates can be used to improve Monte Carlo estimates of expectations when the derivatives of the log target are available. This package implements a variety of such methods, including zero-variance control variates (ZV-CV, Mira et al. (2013) <doi:10.1007/s11222-012-9344-6>), regularised ZV-CV (South et al., 2018 <doi:10.48550/arXiv.1811.05073>), control functionals (CF, Oates et al. (2017) <doi:10.1111/rssb.12185>) and semi-exact control functionals (SECF, South et al., 2020 <doi:10.48550/arXiv.2002.00033>). ZV-CV is a parametric approach that is exact for (low order) polynomial integrands with Gaussian targets. CF is a non-parametric alternative that offers better than the standard Monte Carlo convergence rates. SECF has both a parametric and a non-parametric component and it offers the advantages of both for an additional computational cost. Functions for applying ZV-CV and CF to two estimators for the normalising constant of the posterior distribution in Bayesian statistics are also supplied in this package. The basic requirements for using the package are a set of samples, derivatives and function evaluations.
How to cite:
Leah F. South (2019). ZVCV: Zero-Variance Control Variates. R package version 2.1.3, https://cran.r-project.org/web/packages/ZVCV. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 08:30), 1.0.0 (2019-01-24 01:00), 2.1.0 (2020-06-17 11:40), 2.1.1 (2021-06-30 16:50), 2.1.2 (2022-11-02 10:30)
Other packages that cited ZVCV R package
View ZVCV citation profile
Other R packages that ZVCV depends, imports, suggests or enhances
Complete documentation for ZVCV
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA