SQUAREM

Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms

CRAN Package

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: doi:10.18637/jss.v092.i07.

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