generate_iSQUAREM {lazy.accel}R Documentation

Inline Squared Extrapolation Methods for accelerating fixed-point iterations

Description

This function generates iSQUAREM function as a closure in whose environment the past values of the parameters and related information are stored.

Usage

generate_iSQUAREM(param, print = 1, debug = 0)

Arguments

param

A vector of parameters
Only the length(param) matters.

print

= 1 to print the arguments to be used.

debug

= 1 to print the genereted function

Details

See the help of iSQUAREM function.

References

R Varadhan and C Roland (2008), Simple and globally convergent numerical schemes for acceler- ating the convergence of any EM algorithm, Scandinavian Journal of Statistics, 35:335-353.
C Roland, R Varadhan, and CE Frangakis (2007), Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem, Numerical Algorithms 44:159-172.


[Package lazy.accel version 0.1.2 Index]