SQUAREM: Squared extrapolation methods for accelerating fixed-point iterations

Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mapping such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R session, with vignette("SQUAREM").

Author
Ravi Varadhan
Date of publication
None
Maintainer
Ravi Varadhan <rvaradhan@jhmi.edu> and Paul Gilbert <pgilbert.ttv9z@ncf.ca>
License
GPL (>= 2)
Version
2010.9-1
URLs

View on R-Forge

Man pages

fpiter
Fixed-Point Iteration Scheme
internal
Internal functions for SQUAREM
squarem
Squared Extrapolation Methods for Accelerating...

Files in this package

SQUAREM
SQUAREM/R
SQUAREM/R/squarem.R
SQUAREM/NAMESPACE
SQUAREM/tests
SQUAREM/tests/Hasselblad1969.R
SQUAREM/inst
SQUAREM/inst/doc
SQUAREM/inst/doc/SQUAREM.pdf
SQUAREM/inst/doc/SQUAREM.Stex
SQUAREM/DESCRIPTION
SQUAREM/LICENSE
SQUAREM/man
SQUAREM/man/squarem.Rd
SQUAREM/man/internal.Rd
SQUAREM/man/fpiter.Rd
SQUAREM/NEWS
SQUAREM/demo
SQUAREM/demo/00Index
SQUAREM/demo/squarem.R