McDaniel Lee S, Henderson Nicholas C, Rathouz Paul J
University of Wisconsin-Madison 1300 University Ave. Madison, WI 53706 USA
R J. 2013 Jun;5(1):181-187.
Generalized estimating equation solvers in R only allow for a few pre-determined options for the link and variance functions. We provide a package, , which is implemented entirely in R and allows for user specified link and variance functions. The sparse matrix representations provided in the 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 , which is not much worse than C implementations like and on small data sets and faster on large data sets.
R 中的广义估计方程求解器仅允许对链接函数和方差函数使用一些预先确定的选项。我们提供了一个完全用 R 实现的包，它允许用户指定链接函数和方差函数。该包中提供的稀疏矩阵表示法实现了快速运算。为了提高速度，我们尽可能使用工作相关性的解析逆，并且在无法获得解析逆时使用一种技巧来快速找到数值逆。通过三个例子，我们展示了该包的速度，在小数据集上它并不比像 和 这样的 C 语言实现差很多，而在大数据集上则更快。
