LassoGEE is an R package for I-CGD algorithm for GEE with L1 regularization in High-Dimension
# install.packages("devtools")
devtools::install_github("liygCR/LassoGEE/LassoGEE")Fits generalized estimating equations with L_1 regularization to longitudinal data with high dimensional covariates. Use a efficient iterative composite gradient descent algorithm (I-CGD).
Li, Y., Gao, X., and Xu, W. (2020). Statistical consistency for generalized estimating equation with L_1 regularization. (Submitted)