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ZVCV
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", "2.1.2")
Attach the package and use:
library("ZVCV")
Maintained by
Leah F. South
[Scholar Profile | Author Map]
[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 2.1.2, https://cran.r-project.org/web/packages/ZVCV. Accessed 04 May. 2025.
Previous versions and publish date:
Other packages that cited ZVCV R package
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Other R packages that ZVCV depends,
imports, suggests or enhances
Complete documentation for ZVCV
Functions, R codes and Examples using
the ZVCV R package
Some associated functions: CF . CF_crossval . Expand_Temperatures . K0_fn . Phi_fn . SECF . SECF_crossval . VDP . ZVCV_package . aSECF . aSECF_crossval . evidence . getX . logsumexp . medianTune . nearPD . squareNorm . zvcv .
Some associated R codes: Expand_Temperatures.R . RcppExports.R . ZVCV_package.R . clean_options.R . evidence_CTI.R . evidence_CTI_CF.R . evidence_SMC.R . evidence_SMC_CF.R . globals.R . kernel_methods.R . logsumexp.R . poly.R . zv.R . zvcv.R . Full ZVCV package functions and examples
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