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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Install

install.packages('SQUAREM')

Monthly Downloads

138,861

Version

2021.1

License

GPL (>= 2)

Maintainer

Last Published

January 13th, 2021

Functions in SQUAREM (2021.1)