geeCpp: a C++ package for implementation of generalized estimating equations (GEE)

Hengshi Yu, Tahmeed Tureen, Weiqi Zhou

Introduction

This is a C++ course project for the statistical computing course.

Implementation

Both geec_oneloop.cpp and geec_twoloop.cpp provide the C++ implementation of generalized estimating equations (GEE) with Gaussian outcomes.

After compiling the two cpp files into programs, we can implement GEE on the example data as

./gee/geec_oneloop ./data/example_data/studyId.csv ./data/example_data/outcomes.csv ./data/example_data/designX.csv

./gee/geec_twoloop ./data/example_data/studyId.csv ./data/example_data/outcomes.csv ./data/example_data/designX.csv

Users can optionally set an additional fourth arguments of weights in GEE.

Performance benchmarks

Compared with several R-based GEE packages on several simulated datasets (in /data/simulation.R), the geeCpp gains much better time efficiency.