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Diffstat (limited to 'gnu/packages/cran.scm')
| -rw-r--r-- | gnu/packages/cran.scm | 34 |
1 files changed, 34 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 7bc85106b3..87d0eb81e0 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -20603,3 +20603,37 @@ method (Sen, 1968) plus implementation of Xuebin Zhang's (Zhang, 1999) and Yue-Pilon's (Yue, 2002) pre-whitening approaches to determining trends in climate data.") (license license:lgpl2.1))) + +(define-public r-zvcv + (package + (name "r-zvcv") + (version "1.0.0") + (source + (origin + (method url-fetch) + (uri (cran-uri "ZVCV" version)) + (sha256 + (base32 + "1npw836q2skx54843lgxvb0rfwafckjc8k8dljykm60ad3z7zak8")))) + (properties `((upstream-name . "ZVCV"))) + (build-system r-build-system) + (propagated-inputs + `(("r-abind" ,r-abind) + ("r-glmnet" ,r-glmnet) + ("r-mvtnorm" ,r-mvtnorm) + ("r-partitions" ,r-partitions) + ("r-rcpp" ,r-rcpp) + ("r-rcpparmadillo" ,r-rcpparmadillo))) + (home-page "https://cran.r-project.org/web/packages/ZVCV/") + (synopsis "Zero-Variance Control Variates") + (description + "@dfn{Zero-variance control variates} (ZV-CV) is a post-processing method +to reduce the variance of Monte Carlo estimators of expectations using the +derivatives of the log target. Once the derivatives are available, the only +additional computational effort is in solving a linear regression problem. +This method has been extended to higher dimensions using regularisation. This +package can be used to easily perform ZV-CV or regularised ZV-CV when a set of +samples, derivatives and function evaluations are available. Additional +functions for applying ZV-CV to two estimators for the normalising constant of +the posterior distribution in Bayesian statistics are also supplied.") + (license license:gpl2+))) |