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 04 Aug. 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

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
rCMA  
R-to-Java Interface for 'CMA-ES'
Tool for providing access to the Java version 'CMAEvolutionStrategy' of Nikolaus Hansen. 'CMA-ES' i ...
Download / Learn more Package Citations See dependency  
sValues  
Measures of Sturdiness of Regression Coefficients
Implements the s-values proposed by Ed. Leamer. It provides a context-minimal approach for sensitivi ...
Download / Learn more Package Citations See dependency  
GLMMadaptive  
Generalized Linear Mixed Models using Adaptive Gaussian Quadrature
Fits generalized linear mixed models for a single grouping factor under maximum likelihood approxim ...
Download / Learn more Package Citations See dependency  
epigraphdb  
Interface Package for the 'EpiGraphDB' Platform
The interface package to access data from the 'EpiGraphDB' platform. It p ...
Download / Learn more Package Citations See dependency  
Maintainer: Yi Liu (view profile)
ggconf  
Simpler Appearance Modification of "ggplot2"
A flexible interface for ggplot2theme potentially saving 50 of your typing. ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

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