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").

Getting started

Package details

AuthorRavi Varadhan
MaintainerRavi Varadhan <rvaradhan@jhmi.edu> and Paul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL (>= 2)
Version2010.9-1
URL http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("SQUAREM", repos="http://R-Forge.R-project.org")

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SQUAREM documentation built on May 2, 2019, 5:22 p.m.