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/>.