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. (2019) .


Reference manual

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install.packages("daarem")

0.7 by Nicholas Henderson, 5 years ago


https://doi.org/10.1080/10618600.2019.1594835


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


Imported by fastglmpca.

Suggested by birdie.


See at CRAN