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VGAM (version 1.0-0)

Vector Generalized Linear and Additive Models

Description

An implementation of about 6 major classes of statistical regression models. At the heart of it are the vector generalized linear and additive model (VGLM/VGAM) classes, and the book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) gives details of the statistical framework and VGAM package. Currently only fixed-effects models are implemented, i.e., no random-effects models. Many (150+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE, using Fisher scoring. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs (i.e., with smoothing). The other classes are RR-VGLMs (reduced-rank VGLMs), quadratic RR-VGLMs, reduced-rank VGAMs, RCIMs (row-column interaction models)---these classes perform constrained and unconstrained quadratic ordination (CQO/UQO) models in ecology, as well as constrained additive ordination (CAO). Note that these functions are subject to change; see the NEWS and ChangeLog files for latest changes.

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Version

Install

install.packages('VGAM')

Monthly Downloads

42,195

Version

1.0-0

License

GPL-2 | GPL-3

Maintainer

Thomas Yee

Last Published

October 29th, 2015

Functions in VGAM (1.0-0)

2-parameter Gamma Distribution

Cardioid Distribution

Row-Column Interaction Models including Goodman's RC Association Model and Unconstrained Quadratic Ordination

The Generalized Beta Distribution (Libby and Novick, 1982)

Ordinal Regression with Continuation Ratios

Fitting a Dirichlet-Multinomial Distribution

Gamma-Ordinal Link Function

Logistic Distribution Family Function

Haight's Zeta Family Function

Bivariate normal distribution cumulative distribution function

Exponentiated Exponential Distribution

2008 and 2012 Summer Olympic Final Medal Count Data

Exponential Logarithmic Distribution Family Function

Poisson Points Distribution

double.expbinomial

Double Exponential Binomial Distribution Family Function

Chinese Population in New Zealand 1867--2001 Data

Frechet Distribution Family Function

Bradley Terry Model

Skew-Normal Distribution

Loglinear Model for Two Binary Responses

Exponential Poisson Distribution Family Function

Kumaraswamy Distribution Family Function

The Generalized Extreme Value Distribution

The Gumbel-II Distribution

Cauchy Distribution Family Function

Expectiles-Exponential

Expectiles of the Exponential Distribution

Cystic Fibrosis Data

Bradley Terry Model With Ties

The Exponential Logarithmic Distribution

concoef-methods

Constrained (Canonical) Coefficients

Zero-Altered Binomial Distribution

Cauchit Link Function

The Exponential Geometric Distribution

Breathlessness and Wheeze Amongst Coalminers Data

The Two-stage Sequential Binomial Distribution Family Function

Birnbaum-Saunders Distribution Family Function

Exponential Distribution

Mortality of Flour Beetles from Carbon Disulphide

calibrate-methods

Calibration for Constrained Regression Models

Error Function, and variants

The Log-Laplace Distribution

Hunting Spider Data

Acute Myelogenous Leukemia Survival Data

The Truncated Pareto Distribution

Captures of Peromyscus maniculatus, also known as deer mice.

Bivariate normal distribution family function

Censored Normal Distribution

melbmaxtemp daily maximum temperatures

Body Mass Index of New Zealand Adults Data

Index from Array to Matrix

Crashes on New Zealand Roads in 2009

Logit Link Function

Relative Frequencies of Serum Proteins in white Pekin ducklings

Confidence Intervals for VGLM Parameters

Generalized Extreme Value Distribution Family Function

2-parameter Gamma Distribution

Test For a Smart Object

Control Function for RR-VGAMs (CAO)

double.cens.normal

Univariate Normal Distribution with Double Censoring

Inverse Lomax Distribution Family Function

Mixture of Two Univariate Normal Distributions

Plackett's Bivariate Copula Family Function

Corbet's Butterfly Data

Erlang Distribution

Gaussian (normal) Family Function

Biplot of Constrained Regression Models

LMS Quantile Regression with a Box-Cox transformation to a Gamma Distribution

Oxford Temperature Data

Univariate Normal Distribution

Positive Bernoulli Family Function with Behavioural Effects

Low-iron Rat Teratology Data

Expectiles-Normal

Expectiles of the Normal Distribution

1-parameter Gamma Distribution

The Gumbel Distribution

Pareto(IV/III/II) Distribution Family Functions

Model Formulae and Term Names for VGLMs

The Folded-Normal Distribution

Generalized Pareto Distribution Family Function

get.smart.prediction

Retrieves ``.smart.prediction''

Log link function, and variants

The Generalized Rayleigh Distribution

Censored Gumbel Distribution

Expectiles-Uniform

Expectiles of the Uniform Distribution

The Felix Distribution

Creates a Matrix of Appropriate Dimension

The Generalized Poisson Distribution

Response variable extracted

The Fisk Distribution

Inverse Gaussian Distribution Family Function

Determine What Mode the Smart Prediction is In

Positive-Negative Binomial Distribution

Parallelism Constraint Matrices

The Laplace Distribution

Main effects plot for a Row-Column Interaction Model (RCIM)

Logarithmic Distribution

Zero-Inflated Binomial Distribution

Fisher's Z Link Function

Density Plot for LMS Quantile Regression

Toxicity trial for insects

Model Calibrations

Link Functions for VGLMs

The Dagum Distribution

Huber's least favourable distribution

F Distribution Family Function

Log-gamma Distribution Family Function

Residual Degrees-of-Freedom

Folded Square Root Link Function

The Borel-Tanner Distribution

Borel-Tanner Distribution Family Function

New Zealand Marital Data.

GARMA (Generalized Autoregressive Moving-Average) Models

Multi-logit Link Function

Gumbel Distribution Family Function

Cumulative Distribution Function for LMS Quantile Regression

McCullagh (1989) Distribution Family Function

The Perks Distribution

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Gaussian Copula (Bivariate) Distribution

Exponentiated Exponential Distribution

Grain Prices Data in USA

General Electric and Westinghouse Data

Probability Plots for Categorical Data Analysis

The Paralogistic Distribution

Positive-Poisson Distribution

Chest Pain in NZ Adults Data

Redirects the user to rrvglm

Nakagami Distribution Family Function

The Exponential Poisson Distribution

The Exponential Integral and Variants

Reciprocal Inverse Gaussian distribution

Hyperbolic Secant Distribution Family Function

Huber's least favourable distribution family function

Hormone Assay Data

Yellow-bellied Prinia

Identity Link Function

Rayleigh Distribution Family Function

The Generalized Beta II Distribution

Freund's (1961) Bivariate Extension of the Exponential Distribution

Upper Record Values from a 1-parameter Exponential Distribution

Perspective plot for QRR-VGLMs

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

Pareto and Truncated Pareto Distribution Family Functions

Machinists Accidents

The Zipf Distribution

Multinomial Logit Model

Michaelis-Menten Model

Likelihood Ratio Test of Nested Models

Marginal effects for the multinomial logit and cumulative models

The Lambert W function

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

The Gompertz Distribution

Skellam Distribution Family Function

Negative Binomial-Ordinal Link Function

Gaussian Copula (Bivariate) Family Function

Inverse Binomial Distribution Family Function

The Lomax Distribution

Generalized Rayleigh Distribution Family Function

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Class ``rrvglm''

Bivariate Student-t Family Function

1-parameter Gamma Distribution

calibrate.qrrvglm.control

Control function for CQO/CAO calibration

Latent Variable Plot

Constraint Matrices

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Rice Distribution Family Function

Log link function with an offset

Lerch Phi Function

Riemann's Zeta Function

The Poisson Lognormal Distribution

Logarithms with an Unit Offset and Exponential Term

Extract Model Constrained/Canonical Coefficients

Generalized Poisson distribution

Control function for rrvglm

The Positive-Normal Distribution

The Log-Gamma Distribution

Complementary-log Link Function

Rhobit Link Function

The Triangle Distribution

Minimizing the L-q norm Family Function

Positive-Binomial Distribution

Fitted Values of a VLM object

model.matrixvlm

Construct the Design Matrix of a VLM Object

Power Link Function

Fitting Constrained Quadratic Ordination (CQO)

Positive Normal Distribution Family Function

calibrate.qrrvglm

Calibration for CQO and CAO models

Ordinal Poisson Family Function

Default VGAM Plotting

Mixture of Two Poisson Distributions

Makeham Distribution Family Function

Singh-Maddala Distribution Family Function

Exponential Link Function

Fitting a Dirichlet Distribution

Latent Variables

Smart Prediction

Probit Link Function

Levy Distribution Family Function

Zero-Inflated Negative Binomial Distribution Family Function

Positive-geometric Distribution

Censored Poisson Family Function

Logarithmic Distribution

Poisson-points-on-a-plane/volume Distances Distribution

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

Yule-Simon Distribution

Waitakere Ranges Data

Zero-Altered Poisson Distribution

Number of Parameters

Generalized Gamma distribution family function

Leipnik Distribution Family Function

Poisson-Ordinal Link Function

log F Distribution

Quasi-Poisson Family Function

Folded Normal Distribution Family Function

The Generalized Gamma Distribution

Chi-squared Distribution

Latent Variable Plot for QO models

Weibull Distribution Family Function

Hat Values and Regression Deletion Diagnostics

Complementary Log-log Link Function

Zero Constraint Matrices

Toxoplasmosis Data

Nested reduced-rank autoregressive models for multiple time series

Control function for vgam

Yeo-Johnson Transformation

The Rice Distribution

Simplex Distribution Family Function

Geometric (Truncated and Untruncated) Distributions

Ordinal Regression with Cumulative Probabilities

Predict Method for a CQO fit

Extract Log-likelihood for VGLMs/VGAMs/etc.

Derivatives of the Incomplete Gamma Integral

Fitting Constrained Additive Ordination (CAO)

Cardioid Distribution Family Function

qrrvglm.control

Control function for QRR-VGLMs (CQO)

Fitting a Dirichlet-Multinomial Distribution

Fitting Vector Generalized Linear Models

Gamma Hyperbola Bivariate Distribution

LMS Quantile Regression with a Box-Cox Transformation to Normality

Zero-Altered Negative Binomial Distribution

Gumbel-II Distribution Family Function

plotvgam.control

Control Function for plotvgam()

Poisson Family Function

Slash Distribution

Exponential Geometric Distribution Family Function

Computes Model Coefficients and Quantities

Negative Binomial Distribution Family Function

Positive Binomial Distribution Family Function

Mean Excess Plot

The Inverse Gaussian Distribution

Model Diagnostic Plots for QRR-VGLMs

Quantile Plot for Gumbel Regression

Kendall's Tau Statistic

Zero-Altered Geometric Distribution

Trajectory Plot

Does the fitted object suffer from a known bug?

Venice Maximum Sea Levels Data

Trajectory plot for QRR-VGLMs

Calculate Variance-Covariance Matrix for a Fitted VLM or RR-VGLM Object

Short-tailed Symmetric Distribution Family Function

Adds a List to the End of the List ``.smart.prediction''

Log-log Link Function

Latent Variable Plot for RR-VGLMs

Cleans Up After Smart Prediction

Bivariate Binary Regression with an Odds Ratio

Weibull Distribution Family Function, Parameterized by the Mean

Zero-Altered Negative Binomial Distribution

Annual catches on Lake Otamangakau from October 1974 to October 1989

Proportional Odds Model for Ordinal Regression

Prentice (1974) Log-gamma Distribution

Univariate Skew-Normal Distribution Family Function

Vector cubic smoothing spline

Class ``vglmff''

Smart Prediction Setup

Asymmetric Least Squares Quantile Regression

Zero-Altered Geometric Distribution

Zero-Inflated Poisson Distribution Family Function

Log-Laplace and Logit-Laplace Distribution Family Functions

Positive Bernoulli Sequence Model

Scaled Student t Distribution with 2 df Family Function

Negative binomial canonical link function

Zero-Inflated Negative Binomial Distribution

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Quasi-variances Extraction Function

Fitting Reduced-Rank Vector Generalized Linear Models (RR-VGLMs)

Retrieve One Component of ``.smart.prediction''

Bitterness in Wine Data

Mixture of Two Exponential Distributions

Construct the Model Frame of a VLM Object

Univariate Normal Distribution as a Varying-Coefficient Model

Zero-Inflated Geometric Distribution

Pneumoconiosis in Coalminers Data

Positive Bernoulli Family Function with Time Effects

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

The Maxwell Distribution

Rutherford-Geiger Polonium Data

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

rrvglm.optim.control

Control function for rrvglm() calling optim()

Yule-Simon Family Function

Lognormal Distribution

von Mises Distribution Family Function

Student t Distribution

Upper Record Values from a Univariate Normal Distribution

Reciprocal link function

Zeta Distribution Family Function

Quantile Plot for LMS Quantile Regression

Pregnant Rats Toxological Experiment Data

Auckland University Undergraduate Counts Data

Laplace Distribution

Plots for VGLMs

Positive Poisson Distribution Family Function

Expectiles-sc.t2

Expectiles/Quantiles of the Scaled Student t Distribution with 2 Df

Seemingly Unrelated Regressions Family Function

Control function for vglm

The AR-1 Autoregressive Process

University California Berkeley Graduate Admissions

Beta-binomial Distribution Family Function

Zero-Altered Binomial Distribution

Truncated Weibull Distribution Family Function

The Generalized Pareto Distribution

Ordinal Regression with Stopping Ratios

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Loglinear Model for Three Binary Responses

Benini Distribution Family Function

Zero-Altered Poisson Distribution

undocumented-methods

Undocumented Methods Functions

The Beta-Prime Distribution

quasibinomialff

Quasi-Binomial Family Function

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Exchangeable bivariate cloglog odds-ratio model from a zero-inflated Poisson distribution

Zero-Inflated Geometric Distribution Family Function

Frank's Bivariate Distribution Family Function

Zero-Inflated Poisson Distribution (Yip (1988) algorithm)

Prior and Working Weights of a VGLM fit

Clayton Copula (Bivariate) Family Function

Summarizing Vector Generalized Linear Model Fits

Constrained Quadratic Ordination

Return Level Plot for GEV Fits

Hunua Ranges Data

The A1A2A3 Blood Group System

Defining smooths in VGAM formulae

Vector Generalized Linear and Additive Models

Bacon and Eggs Data

Bayesian Information Criterion

Autoregressive Process with Order-1 Family Function

Fitting Vector Generalized Additive Models

CommonVGAMffArguments

Common VGAM family function Arguments

Asymmetric Laplace Distribution Family Functions

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Link functions for VGLM/VGAM/etc. families

Mark the Baseline of Row and Column on a Matrix data

The Beta-Geometric Distribution

Zero-Inflated Poisson Distribution

Bivariate Logistic Distribution

Ali-Mikhail-Haq Bivariate Distribution

Beta-geometric Distribution Family Function

The ABO Blood Group System

The Beta-Normal Distribution

Returns Important Matrices etc. of a RR-VGLM Object

Frank's Bivariate Distribution

The Two-parameter Beta Distribution Family Function

Select variables for a formula response or the RHS of a formula

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Hypergeometric Family Function

Zero-Inflated Binomial Distribution Family Function

The Laplace Distribution

The Benini Distribution

Bivariate Logistic Distribution Family Function

smart.expression

S Expression for Smart Functions

Beta-binomial Distribution Family Function

Beta Distribution of the Second Kind

The Two-parameter Beta Distribution Family Function

The AB-Ab-aB-ab Blood Group System

Benford's Distribution

The MNSs Blood Group System

Gumbel's Type I Bivariate Distribution Family Function

Create a Survival Object

Wald Distribution Family Function

Bivariate Probit Model (Family Function)

V1 Flying-Bombs Hits in London

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Redirects the user to cqo

Ordinal Regression with Adjacent Categories Probabilities

Extract Model Coefficients for VLM Objects

Data on Back Pain Prognosis, from Anderson (1984)

Bivariate Gamma: McKay's Distribution

Plackett's Bivariate Copula

Coef.rrvglm-class

Class ``Coef.rrvglm''

Extract Model Coefficients

Positive Negative Binomial Distribution Family Function

The zero Argument in VGAM Family Functions

Binomial Family Function

Table 1 of Huggins (1989)

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

The Dirichlet distribution

Returns Important Matrices etc. of a QO Object

The Pareto Distribution

The Beta-Binomial Distribution

Predict Method for a VGLM fit

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Akaike's Information Criterion

The AA-Aa-aa Blood Group System

Simulate Responses for VGLMs and VGAMs