SQUAREM: Squared extrapolation methods for accelerating fixed-point iterations

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 on the CRAN download page or, when the package is loaded in an R session, with vignette("SQUAREM").

Version: 2012.7-1
Depends: R (≥ 2.10.0)
Suggests: setRNG
Published: 2012-07-26
Author: Ravi Varadhan
Maintainer: Ravi Varadhan <rvaradhan at jhmi.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] (see file LICENSE)
URL: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html
NeedsCompilation: no
Materials: NEWS
CRAN checks: SQUAREM results

Downloads:

Reference manual: SQUAREM.pdf
Vignettes: SQUAREM Tutorial
Package source: SQUAREM_2012.7-1.tar.gz
OS X binary: SQUAREM_2012.7-1.tgz
Windows binary: SQUAREM_2012.7-1.zip
Old sources: SQUAREM archive