README.md

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

quasiNewtonMM

R package that implements the acceleration scheme for slowly-convergent MM algorithms (or any monotonous fixed-point iteration method) proposed by Agarwal and Xu (2020). It finds the fixed point of MM residual function using classical Broyden's quasi-Newton (BQN) method that makes secant approximations utilizing information from the MM algorithm map.

To install:

# install.packages("devtools")
library(devtools)
devtools::install_github("medhaaga/quasiNewtonMM")

medhaaga/quasiNewtonMM documentation built on Aug. 11, 2022, 11:02 p.m.