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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("daarem")

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