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").
Log of changes to SQUAREM
o first release: August 8, 2010
o second release: August 9, 2010
- fixed a bug in
cyclem1' andcyclem2' that croped up when testing under Windows 64-bit. This was due to QR-decomposition using LAPACK.
o third release: September 26, 2010 - modified the `cat' statement such that it is effective only when trace = TRUE
o fourth release: December 31, 2010 - There was a bug in the check for convergence in all the 4 functions: squarem1, squarem2, cyclem1 and cyclem2. It was pointed out by Roger Koenker. It is now fixed. - A slight change was made to documentation regarding the objective function.
o Fifth release: August 10, 2016 - created vignettes with several examples showing how to accelerate convergence using SQUAREM - created demo examples showing how to use SQUAREM to accelerate convergence
o October 19, 2016 - return intermediate parameter vector and merit function values