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
ZVCV 2.1.2
- Adjustments for CRAN request
ZVCV 2.1.3
- Adjusting for RcppArmadillo updates, as per CRAN request