fastFGEE: Fast Functional Generalized Estimating Equations via a One-Step
Estimator
Fits functional generalized estimating equations for longitudinal
functional outcomes and covariates using a one-step estimator that is fast
even for large cluster sizes or large numbers of clusters. The package
supports quasi-likelihoods derived from a range of distributions, with
substantial simulations run for quasi-likelihoods derived from Gaussian,
binomial, Poisson, negative binomial, Gamma and beta families. It supports
common link functions and several working correlation structures. An optimized engine
constructs cluster score and sensitivity statistics in one pass, provides
coefficient-space Gaussian cross-validation, analytic-gradient fast cluster
cross-validation, and an experimental sandwich-scaled working restricted
quasi-likelihood selector. Internal compiled routines provide symmetric
positive-definite Cholesky solves and exact tridiagonal precision operations
for irregularly sampled continuous-time AR(1) working correlations.
Uncertainty quantification is based on sandwich variance estimators and
studentized wild cluster bootstrap procedures for cluster-robust pointwise
intervals and optional simultaneous bands. The package implements methods
described in Loewinger et al. (2025)
<https://pmc.ncbi.nlm.nih.gov/articles/PMC12306803/>.
| Version: |
0.2.2 |
| Depends: |
R (≥ 4.2) |
| Imports: |
data.table, ggplot2, gridExtra, MASS, Matrix, mgcv, Rcpp, refund (≥ 0.1-40) |
| LinkingTo: |
Rcpp |
| Suggests: |
knitr, rmarkdown, RcppArmadillo, SuperGauss, testthat (≥
3.0.0) |
| Published: |
2026-09-21 |
| DOI: |
10.32614/CRAN.package.fastFGEE |
| Author: |
Gabriel Loewinger 
[aut, cre] |
| Maintainer: |
Gabriel Loewinger <gloewinger at gmail.com> |
| BugReports: |
https://github.com/gloewing/fastFGEE/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/gloewing/fastFGEE |
| NeedsCompilation: |
yes |
| CRAN checks: |
fastFGEE results |
Documentation:
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