Package: ZVCV
Type: Package
Title: Zero-Variance Control Variates
Version: 2.1.3
Date: 2025-10-18
Authors@R: c(person("Leah F.","South",role=c("aut","cre"),email="leah.south@hdr.qut.edu.au",comment = c(ORCID = "0000-0002-5646-2963")))
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 <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
        <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.
BugReports: https://github.com/LeahPrice/ZVCV/issues
License: GPL (>= 2)
LazyLoad: yes
Imports: Rcpp (>= 0.11.0), glmnet, abind, mvtnorm, stats, Rlinsolve,
        magrittr, dplyr
Suggests: partitions, ggplot2, ggthemes
LinkingTo: Rcpp, RcppArmadillo, BH
LazyData: true
Encoding: UTF-8
RoxygenNote: 7.3.1
Repository: https://leahprice.r-universe.dev
Date/Publication: 2025-10-20 09:59:52 UTC
RemoteUrl: https://github.com/leahprice/zvcv
RemoteRef: HEAD
RemoteSha: d30d6eb9e1c8aafdb9b5f515c444e798d057bc72
NeedsCompilation: yes
Packaged: 2026-06-17 09:04:38 UTC; root
Author: Leah F. South [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-5646-2963>)
Maintainer: Leah F. South <leah.south@hdr.qut.edu.au>