Zero-Variance Control Variates


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Documentation for package ‘ZVCV’ version 1.0.0

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ZVCV-package Zero-Variance Control Variates
ZVCV_package-package Zero-Variance Control Variates
evidence Evidence estimation with ZV-CV
evidence_CTI Evidence estimation with ZV-CV
evidence_SMC Evidence estimation with ZV-CV
Expand_Temperatures Adjusting the temperature schedule
getX The function 'getX' is used to get the matrix of covariates for the regression based on a specified polynomial order.
helper_functions Useful helper functions
logsumexp Useful helper functions
VDP Example of estimation using SMC
ZVCV Zero-Variance Control Variates
zvcv ZV-CV for general expectations