Statistics, Department of
The R Journal
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Date of this Version
6-2013
Document Type
Article
Citation
The R Journal (June 2013) 5(1); Editor: Hadley Wickham
Abstract
Generalized estimating equation solvers in R only allow for a few pre-determined options for the link and variance functions. We provide a package, geeM, which is implemented entirely in R and allows for user specified link and variance functions. The sparse matrix representations provided in the Matrix package enable a fast implementation. To gain speed, we make use of analytic inverses of the working correlation when possible and a trick to find quick numeric inverses when an analytic inverse is not available. Through three examples, we demonstrate the speed of geeM, which is not much worse than C implementations like geepack and gee on small data sets and faster on large data sets.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2013, The R Foundation. Open access material. License: CC BY 3.0 Unported