Fast Functional Generalized Estimating Equations via a One-Step Estimator
Overview
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/.
Install
Health
- OK13 OK2026-09-30
- ERROR9 OK, 4 ERROR2026-09-16
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
Show 3 earlier changesHide 3 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
- NOTE5 OK, 1 NOTE2026-04-09
Documentation
- Help pages
- 6 (3 internal)includes a package overview page
- Examples that run
- 0%1 never run
- Exported functions with examples
- 50%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 33%
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- not measured
- Median days to close, 50 most recently updated closed PRs
- 3
Forks over time
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Checks run against github.com/gloewing/fastfgee on 2026-10-11.
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- Claude Codefirst seen 2026-09-30Commits: at least 1 crediting it in the message
- Claude CodePull requests: 1 from outside contributors, first on 2026-10-01, 1 from forks
- Claude Opus 5.51 commit · Sep 2026
Dependencies
Installing fastFGEE adds 52 packages (30 with compiled code, 50 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, lme4 4.1 MB.
Code & Tests
Datasets
People & History
Package metadata
- First published
- 2026-04-08
- Total releases
- 3 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.2
- Bundled data
- 10 KB / 1 file
- Download size
- 214 KB
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