General Estimating Equations with or without Bias-Reducing Adjustments (pronounced
GEEBRA is a Julia package that implements M-estimation for statistical models, either by solving estimating equations or by maximizing inference objectives, like likelihoods and composite likelihoods (see, Varin et al, 2011, for a review), using only user-specified templates of the estimating function or the objective functions contributions.
A key feature is the use of only those templates and forward mode automatic differentiation (as implemented in ForwardDiff) to provide methods for reduced-bias M-estimation (RBM-estimation; see, Kosmidis & Lunardon, 2020).
See NEWS.md for changes, bug fixes and enhancements.
|Ioannis Kosmidis||(author, maintainer)|