Zero-Variance Control Variates


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Documentation for package ‘ZVCV’ version 2.1.2

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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