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. (2019) <doi:10.1080/10618600.2019.1594835>.

Getting started

Package details

AuthorNicholas Henderson [cre, aut], Ravi Varadhan [aut]
MaintainerNicholas Henderson <nchender@umich.edu>
LicenseGPL-2
Version0.7
URL https://doi.org/10.1080/10618600.2019.1594835
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("daarem")

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daarem documentation built on March 23, 2022, 9:06 a.m.