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

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. (2018) .


Reference manual

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0.3 by Nicholas Henderson, 11 days ago

Browse source code at https://github.com/cran/daarem

Authors: Nicholas Henderson [cre, aut] , Ravi Varadhan [aut]

Documentation:   PDF Manual  

GPL-2 license

Imports stats, utils

See at CRAN