r-squarem 2020.3 Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms
This package provides 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.
- Website: https://coah.jhu.edu/people/Faculty_personal_Pages/Varadhan.html
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux