SQUAREM
Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms
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:
- Version2021.1
- R version≥ 3.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- SQUAREM citation info
- Last release01/13/2021
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Team
Ravi Varadhan
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