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SQUAREM (version 2021.1)

Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms

Description

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"). Refer to the J Stat Software article: .

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Version

Install

install.packages('SQUAREM')

Monthly Downloads

135,423

Version

2021.1

License

GPL (>= 2)

Maintainer

Last Published

January 13th, 2021

Functions in SQUAREM (2021.1)

internal

Internal functions for SQUAREM
squarem

Squared Extrapolation Methods for Accelerating Slowly-Convergent Fixed-Point Iterations
fpiter

Fixed-Point Iteration Scheme