medhaaga/quasiNewtonMM: Quasi-Newton acceleration scheme for MM algorithms

Given a slow monotonous fixed-point iteration method (like MM algorithm), this package implements the Broyden's quasi-Newton method based acceleration scheme for fast-convergence. It finds root of MM residual function and differs from Broyden's quasi-Newton method in secant approximation that uses information from MM algorithm map.

install.packages("remotes")
remotes::install_github("medhaaga/quasiNewtonMM")