ZVCV-package |
Zero-Variance Control Variates |
aSECF |
Approximate semi-exact control functionals (aSECF) |
aSECF_crossval |
Approximate semi-exact control functionals (aSECF) with cross-validation |
CF |
Control functionals (CF) |
CF_crossval |
Control functionals (CF) with cross-validation |
evidence |
Evidence estimation with ZV-CV |
evidence_CTI |
Evidence estimation with ZV-CV |
evidence_CTI_CF |
Evidence estimation with ZV-CV |
evidence_SMC |
Evidence estimation with ZV-CV |
evidence_SMC_CF |
Evidence estimation with ZV-CV |
Expand_Temperatures |
Adjusting the temperature schedule |
getX |
ZV-CV design matrix |
K0_fn |
Kernel matrix calculation |
logsumexp |
Stable log sum of exponential calculations |
medianTune |
Median heuristic |
nearPD |
Nearest symmetric positive definite matrix |
Phi_fn |
Phi matrix calculation |
SECF |
Semi-exact control functionals (SECF) |
SECF_crossval |
Semi-exact control functionals (SECF) with cross-validation |
squareNorm |
Squared norm matrix calculation |
VDP |
Example of estimation using SMC |
ZVCV |
Zero-Variance Control Variates |
zvcv |
ZV-CV for general expectations |