The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
ZVCV 0.1.0
- Initial release
- Includes 1st - 4th order zero variance control variates
- Regularisation is based on lasso or more generally elastic net where
lambda is chosen using cross-validation and the elastic net parameter is
specified
ZVCV 0.1.1
- Allows for any order polynomial (with fast implementations available
for polynomial orders Q = 1-4 or dimension d = 1)
- A cross validation method which chooses the polynomial order
starting at 1 and going to infinity is now implemented (this new method
could allow for super-root-N convergence)
ZVCV 0.1.2
- Speeding up the higher order polynomial matrix getter using C++
ZVCV 0.1.3
- Adding k-fold cross validation to select the polynomial order and
doing some documentation improvements
ZVCV 1.1.0
- Added control functionals, semi-exact control functionals and
approximate semi-exact control functionals
ZVCV 2.1.0
- Making Linux friendly
- Adding more checks of input arguments
- Removing duplicates in kernel methods
- Returning the estimated coefficients in zvcv
- Changing some input arguments for zvcv:
- log_weight –> log_weights
- folds_choose –> folds
- obs_estim –> est_inds and is used to specify the
estimation/fitting only samples (with the remainder being used for
evaluation of the integrand
- REMOVED obs_estim_choose, the option to specify the samples for each
cross-validation fold. I think this level of flexibility would rarely be
required and it cause confusion when est_inds is specified.
ZVCV 2.1.1
- Fixing a bug in the sample pre-processing for the special case of no
duplicates + split estimation
- Other small bug fixes
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.