daarem: Damped Anderson Acceleration with Epsilon Monotonicity for Accelerating EM-Like Monotone Algorithms

Implements the DAAREM method for accelerating the convergence of slow, monotone sequences from smooth, fixed-point iterations such as the EM algorithm. For further details about the DAAREM method. see Henderson, N.C. and Varadhan, R. (2018) <arXiv:1803.06673>.

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Package details

AuthorNicholas Henderson [cre, aut], Ravi Varadhan [aut]
MaintainerNicholas Henderson <[email protected]>
Package repositoryView on CRAN
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daarem documentation built on Feb. 10, 2019, 1:04 a.m.