<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Zero-Variance Control Variates</dc:title>
  <dc:title>R package ZVCV version 2.1.3</dc:title>
  <dc: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) &lt;doi:10.1007/s11222-012-9344-6&gt;), regularised ZV-CV (South et al., 2023 &lt;doi:10.1214/22-BA1328&gt;), control functionals (CF, Oates et al. (2017) &lt;doi:10.1111/rssb.12185&gt;) and semi-exact control functionals (SECF, South et al., 2022 &lt;doi:10.1093/biomet/asab036&gt;). 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. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: Rcpp (&gt;= 0.11.0), glmnet, abind, mvtnorm, stats, Rlinsolve,
magrittr, dplyr</dc:relation>
  <dc:relation>LinkingTo: Rcpp, RcppArmadillo, BH</dc:relation>
  <dc:relation>Suggests: partitions, ggplot2, ggthemes</dc:relation>
  <dc:creator>Leah F. South &lt;leah.south@hdr.qut.edu.au&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Leah F. South [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0002-5646-2963&gt;)</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2025-10-21</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=ZVCV</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.ZVCV</dc:identifier>
</oai_dc:dc>
