SQUAREM: An R Package for Off-the-Shelf Acceleration of EM, MM and Other EM-Like Monotone Algorithms
We discuss the R package SQUAREM for accelerating iterative algorithms which exhibit slow, monotone convergence. These include the well-known expectation-maximization algorithm, majorize-minimize (MM), and other EM-like algorithms such as expectation conditional maximization, and generalized EM algo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2020-02-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2705 |