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) .


News

Log of changes to SQUAREM

o first release (version 0.2): August 6, 2018

o second release (version 0.3): February, 2019 - fixed a bug in how the default order was determined - fixed code for finding damping parameter; it can now handle the case of one or more singular values that are numerically zero

Reference manual

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install.packages("daarem")

0.5 by Nicholas Henderson, a year 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  


Task views: Numerical Mathematics


GPL-2 license


Imports stats, utils


See at CRAN