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daarem (version 0.7)

Damped Anderson Acceleration with Epsilon Monotonicity for Accelerating EM-Like Monotone Algorithms

Description

Implements the DAAREM method for accelerating the convergence of slow, monotone sequences from smooth, fixed-point iterations such as the EM algorithm. For further details about the DAAREM method, see Henderson, N.C. and Varadhan, R. (2019) .

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Version

Install

install.packages('daarem')

Monthly Downloads

364

Version

0.7

License

GPL-2

Maintainer

Nicholas Henderson

Last Published

March 23rd, 2022

Functions in daarem (0.7)

ProbitLogLik

Probit Regression Log-Likelihood Function
ProbitSimulate

Simulate Data from a Probit Regression Model
fpiter

Fixed-Point Iteration Scheme
ProbitUpdate

EM Algorithm Update for Probit Regression
daarem

Damped Anderson Acceleration with Restarts and Epsilon-Montonicity for Accelerating Slowly-Convergent, Monotone Fixed-Point Iterations