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>.

Getting started

Package details

AuthorNicholas Henderson [cre, aut], Ravi Varadhan [aut]
MaintainerNicholas Henderson <nchender@umich.edu>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the daarem package in your browser

Any scripts or data that you put into this service are public.

daarem documentation built on Dec. 16, 2019, 1:37 a.m.