geex provides an extensible API for estimating parameters and their covariance from a set of estimating functions (M-estimation). M-estimation theory has a long history (see the M-estimation bibliography). For an excellent introduction, see the primer by L.A. Stefanski and D.D. Boos, “The Calculus of M-estimation” (The American Statistician (2002), 56(1), 29-38); also available here).
M-estimation encompasses a broad swath of statistical estimators and ideas including:
geex can implement all of these using a user-defined estimating function.
If you can specify a set of unbiased estimating equations,
geexdoes the rest.
The goals of
geex are simply:
geex does not necessarily aim to be fast nor precise. Such goals are left to the user to implement or confirm.
To install the current version:
Start with the examples in the package introduction (also accessible in R by