SQUAREM: Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms

Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mapping such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R session, with vignette("SQUAREM"). Refer to the J Stat Software article: <doi:10.18637/jss.v092.i07>.

Package details

AuthorRavi Varadhan
MaintainerRavi Varadhan <ravi.varadhan@jhu.edu>
LicenseGPL (>= 2)
Version2021.1
URL https://coah.jhu.edu/people/Faculty_personal_Pages/Varadhan.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SQUAREM")

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SQUAREM documentation built on Jan. 16, 2021, 5:38 p.m.