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VGAM (version 1.0-3)

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

1.0-3

License

GPL-2 | GPL-3

Maintainer

Thomas Yee

Last Published

January 11th, 2017

Functions in VGAM (1.0-3)

Akaike's Information Criterion

Ordinal Regression with Adjacent Categories Probabilities

The Laplace Distribution

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Exponential Regression by Asymmetric Maximum Likelihood Estimation

The ABO Blood Group System

The AB-Ab-aB-ab Blood Group System

Asymmetric Laplace Distribution Family Functions

The AA-Aa-aa Blood Group System

The A1A2A3 Blood Group System

Auckland University Undergraduate Counts Data

The AR-1 Autoregressive Process

Autoregressive Process with Order-1 Family Function

Asymmetric Least Squares Quantile Regression

Computation of the Exact EIM of an Order-1 Autoregressive Process

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Bacon and Eggs Data

Benford's Distribution

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Data on Back Pain Prognosis, from Anderson (1984)

Bayesian Information Criterion

Beta-binomial Distribution Family Function

Beta-binomial Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Gaussian Copula (Bivariate) Distribution

Plackett's Bivariate Copula Family Function

Bradley Terry Model With Ties

The Beta-Geometric Distribution

Beta-geometric Distribution Family Function

Frank's Bivariate Distribution Family Function

Gaussian Copula (Bivariate) Family Function

Frank's Bivariate Distribution

Inputting Data to fit a Bradley Terry Model

Body Mass Index of New Zealand Adults Data

Bivariate Normal Distribution Cumulative Distribution Function

Cardioid Distribution

Cardioid Distribution Family Function

Redirects the User to rrvglm()

Chi-squared Distribution

CommonVGAMffArguments

Common VGAM Family Function Arguments

concoef-methods

Constrained (Canonical) Coefficients

Crashes on New Zealand Roads in 2009

Fitting Constrained Quadratic Ordination (CQO)

The Benini Distribution

Benini Distribution Family Function

double.expbinomial

Double Exponential Binomial Distribution Family Function

Fitting a Dirichlet-Multinomial Distribution

double.cens.normal

Univariate Normal Distribution with Double Censoring

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Bivariate Gamma: McKay's Distribution

Cumulative Distribution Function for LMS Quantile Regression

The Birnbaum-Saunders Distribution

Gumbel's Type I Bivariate Distribution Family Function

Censored Gumbel Distribution

Fitting a Dirichlet-Multinomial Distribution

Fitting a Dirichlet Distribution

Beta Distribution of the Second Kind

Expectiles-Exponential

Expectiles of the Exponential Distribution

The Beta-Normal Distribution

Clayton Copula (Bivariate) Distribution

Bivariate Binary Regression with an Odds Ratio (Family Function)

Felix Distribution Family Function

The Exponential Poisson Distribution

Expectiles-Normal

Expectiles of the Normal Distribution

Creates a Matrix of Appropriate Dimension

Toxicity trial for insects

GARMA (Generalized Autoregressive Moving-Average) Models

Bivariate Student-t Family Function

Control Function for RR-VGAMs (CAO)

Coef.rrvglm-class

Class ``Coef.rrvglm''

Redirects the user to cqo

Cystic Fibrosis Data

Fitting Constrained Additive Ordination (CAO)

Returns Important Matrices etc. of a QO Object

Gaussian (Normal) Family Function

get.smart.prediction

Retrieves ``.smart.prediction''

Generalized Extreme Value Distribution Family Function

Table 1 of Huggins (1989)

Hunua Ranges Data

Does the fitted object suffer from a known bug?

Zero Constraint Matrices

Inv.paralogistic

The Inverse Paralogistic Distribution

The Exponential Integral and Variants

Relative Frequencies of Serum Proteins in White Pekin Ducklings

Exponential Link Function

Mortality of Flour Beetles from Carbon Disulphide

Generalized Gamma distribution family function

1-parameter Gamma Distribution

2-parameter Gamma Distribution

Folded Normal Distribution Family Function

Geometric (Truncated and Untruncated) Distributions

The Generalized Gamma Distribution

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

Gumbel-II Distribution Family Function

The Gumbel-II Distribution

Hormone Assay Data

Hunting Spider Data

The Inverse Lomax Distribution

The Two-parameter Beta Distribution Family Function

The Beta-Binomial Distribution

Ali-Mikhail-Haq Bivariate Distribution

Bivariate Logistic Distribution Family Function

Bivariate Logistic Distribution

Plackett's Bivariate Copula

Biplot of Constrained Regression Models

Censored Normal Distribution

Model Calibrations

calibrate-methods

Calibration for Constrained Regression Models

Censored Poisson Family Function

Extract Model Coefficients for VLM Objects

Returns Important Matrices etc. of a RR-VGLM Object

Latent Variables

Kendall's Tau Statistic

Generalized Beta Distribution Family Function

Leipnik Distribution Family Function

logitoffsetlink

Logit-with-an-Offset Link Function

Log-Laplace and Logit-Laplace Distribution Family Functions

Confidence Intervals for Parameters of VGLMs

Extract Model Constrained/Canonical Coefficients

Residual Degrees-of-Freedom

Response Variable Extracted

Exponential Geometric Distribution Family Function

Error Function, and variants

The Exponential Geometric Distribution

Gamma Hyperbola Bivariate Distribution

Borel-Tanner Distribution Family Function

2-parameter Gamma Distribution

Cauchit Link Function

Complementary Log-log Link Function

Cauchy Distribution Family Function

Extract Model Coefficients of a vgam() Object

Breathlessness and Wheeze Amongst Coalminers Data

Extract Model Coefficients

The Two-parameter Beta Distribution Family Function

The Beta-Prime Distribution

Bivariate Probit Model

Binomial Family Function

Corbet's Butterfly Data

Constraint Matrices

The Borel-Tanner Distribution

Bivariate Normal Distribution Family Function

Captures of Peromyscus maniculatus, also known as deer mice.

Exponentiated Exponential Distribution

Density Plot for LMS Quantile Regression

Exponentiated Exponential Distribution

Fisher's Z Link Function

Kumaraswamy Distribution Family Function

The Lindley Distribution

Logarithms with an Unit Offset and Exponential Term

Logistic Distribution Family Function

Complementary-log Link Function

Marginal effects for several categorical response models

Logit Link Function

New Zealand Marital Data

Nakagami Distribution Family Function

Mean Excess Plot

Melbourne Daily Maximum Temperatures

One-inflated Zeta Distribution Family Function

One-Inflated Positive Poisson Distribution

One-truncated Poisson Distribution

One-truncated Positive-Poisson Distribution

Plots for VGLMs

Generalized Poisson distribution

The Generalized Poisson Distribution

General Electric and Westinghouse Data

The Generalized Extreme Value Distribution

Grain Prices Data in USA

Hypergeometric Family Function

The Generalized Pareto Distribution

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

calibrate.qrrvglm

Calibration for CQO and CAO models

Chest Pain in NZ Adults Data

Chinese Population in New Zealand 1867--2001 Data

Computes Model Coefficients and Quantities

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

The Poisson Lognormal Distribution

Pneumoconiosis in Coalminers Data

Positive Bernoulli Family Function with Behavioural Effects

Positive Normal Distribution Family Function

Ordinal Regression with Continuation Ratios

Ordinal Regression with Cumulative Probabilities

The Frechet Distribution

Fitted Values of a VLM object

The Exponential Logarithmic Distribution

Exponential Logarithmic Distribution Family Function

The Fisk Distribution

Lerch Phi Function

Hyperbolic Secant Distribution Family Function

Acute Myelogenous Leukemia Survival Data

Low-iron Rat Teratology Data

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

Logarithmic Distribution

log F Distribution

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

Gompertz Distribution Family Function

The Generalized Beta II Distribution

Gamma-Ordinal Link Function

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

Lomax Distribution Family Function

The Maxwell Distribution

Latent Variable Plot

Latent Variable Plot for QO models

McCullagh (1989) Distribution Family Function

One-Altered Logarithmic Distribution

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Negative Binomial Distribution Family Function

One-Altered Positive-Poisson Distribution

One-Inflated Zipf Distribution

Oxford Temperature Data

2008 and 2012 Summer Olympic Final Medal Count Data

The Positive-Normal Distribution

Paralogistic Distribution Family Function

Mark the Baseline of Row and Column on a Matrix data

The Rayleigh Distribution

Reciprocal Link Function

Rhobit Link Function

Expectiles-sc.t2

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

Select Variables for a Formula Response or the RHS of a Formula

Skellam Distribution Family Function

The Singh-Maddala Distribution

The Tobit Distribution

Summarizing Penalized Vector Generalized Additive Model Fits

Summarizing Vector Generalized Additive Model Fits

Trajectory Plot

The Folded-Normal Distribution

Folded Square Root Link Function

The Generalized Rayleigh Distribution

Generalized Rayleigh Distribution Family Function

The Gumbel Distribution

Haight's Zeta Family Function

Pareto(IV/III/II) Distribution Family Functions

plotvgam.control

Control Function for plotvgam()

Default VGAM Plotting

Positive-Binomial Distribution

Index from Array to Matrix

Laplace Distribution

Identity Link Function

The Log-Gamma Distribution

The Laplace Distribution

Loglinear Model for Three Binary Responses

Loglinear Model for Two Binary Responses

Latent Variable Plot for RR-VGLMs

Michaelis-Menten Model

Machinists Accidents

Mixture of Two Exponential Distributions

Dagum Distribution Family Function

Differenced Zeta Distribution Family Function

Erlang Distribution

Expectiles-Uniform

Expectiles of the Uniform Distribution

Minimizing the L-q norm Family Function

Likelihood Ratio Test of Nested Models

Makeham Distribution Family Function

Mixture of Two Univariate Normal Distributions

Mixture of Two Poisson Distributions

Positive-Geometric Distribution

Positive Negative Binomial Distribution Family Function

Positive-Negative Binomial Distribution

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

Quantile Plot for Gumbel Regression

Quasi-variances Preprocessing Function

Exponential Distribution

Exponential Poisson Distribution Family Function

F Distribution Family Function

Trajectory plot for QRR-VGLMs

Class ``vglmff''

von Mises Distribution Family Function

Zero-Altered Negative Binomial Distribution

Zero-Altered Negative Binomial Distribution

Gumbel Distribution Family Function

Huber's Least Favourable Distribution Family Function

Huber's Least Favourable Distribution

Inverse Gaussian Distribution Family Function

One-Altered Logarithmic Distribution

One-inflated Logarithmic Distribution Family Function

One-Inflated Positive Binomial Distribution Family Function

One-truncated Zeta Distribution Family Function

Annual catches on Lake Otamangakau from October 1974 to October 1989

The Lambert W function

Levy Distribution Family Function

Log-gamma Distribution Family Function

LMS Quantile Regression with a Box-Cox Transformation to Normality

Model Formulae and Term Names for VGLMs

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Generalized Pareto Distribution Family Function

Hat Values and Regression Deletion Diagnostics

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

The Pareto Distribution

Perks Distribution Family Function

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Model Diagnostic Plots for QRR-VGLMs

Positive Bernoulli Sequence Model

Positive Binomial Distribution Family Function

Reciprocal Inverse Gaussian distribution

Return Level Plot for GEV Fits

Slash Distribution

Defining O'Sullivan Spline Smooths in VGAM Formulas

The Topp-Leone Distribution

Predict Method for a CQO fit

Predict Method for a VGLM fit

Quantile Plot for LMS Quantile Regression

quasibinomialff

Quasi-Binomial Family Function

Negative Binomial Canonical Link Function

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Negative Binomial-Ordinal Link Function

Univariate Normal Distribution as a Varying-Coefficient Model

Zero-Inflated Geometric Distribution Family Function

Zero-Inflated Geometric Distribution

Zero-Inflated Poisson Distribution

Zero- and One-Inflated Beta Distribution Family Function

The Log-Laplace Distribution

Extract Log-likelihood for VGLMs/VGAMs/etc.

Lognormal Distribution

Log-log Link Function

The Inverse Gaussian Distribution

Inverse Binomial Distribution Family Function

Parallelism Constraint Matrices

Test For a Smart Object

Link Functions for VGLMs

Nested reduced-rank autoregressive models for multiple time series

Scaled Student t Distribution with 2 df Family Function

Class ``rrvglm''

Defining Smooths in VGAM Formulas

Link functions for VGLM/VGAM/etc. families

Univariate Skew-Normal Distribution Family Function

Toxoplasmosis Data

Triangle Distribution Family Function

Control Function for vglm()

Prior and Working Weights of a VGLM fit

Fitting Vector Generalized Linear Models

Weibull Distribution Family Function

Exchangeable Bivariate cloglog Odds-ratio Model From a Zero-inflated Poisson Distribution

Zero-Altered Poisson Distribution

Zero-Altered Poisson Distribution

Zipf Distribution Family Function

Defining Penalized Spline Smooths in VGAM Formulas

smart.expression

S Expression for Smart Functions

A Short-tailed Symmetric Distribution

Vector cubic smoothing spline

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

V1 Flying-Bombs Hits in London

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Log Link Function, and Variants

Log Link Function with an Offset

Logarithmic Distribution

Multi-logit Link Function

Multinomial Logit Model

Riemann's Zeta Function

The zero Argument in VGAM Family Functions

Waitakere Ranges Data

Zero-Altered Binomial Distribution

Zero-Altered Binomial Distribution

The Zero/One-Inflated Beta Distribution

The MNSs Blood Group System

Construct the Model Frame of a VLM Object

model.matrixvlm

Construct the Design Matrix of a VLM Object

Derivatives of the Incomplete Gamma Integral

Number of Parameters

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

One-Altered Logarithmic Distribution

One-Inflated Positive Binomial Distribution

One-inflated Positive Poisson Distribution Family Function

One-truncated Logarithmic Distribution

Ordinal Poisson Family Function

Pareto and Truncated Pareto Distribution Family Functions

Positive Bernoulli Family Function with Time Effects

Perspective plot for QRR-VGLMs

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

Pregnant Rats Toxological Experiment Data

Poisson Points Distribution

Power Link Function

Probit Link Function

Proportional Odds Model for Ordinal Regression

Quasi-Poisson Family Function

Simplex Distribution

Determine What Mode the Smart Prediction is In

Smart Prediction

The Truncated Pareto Distribution

Wald Distribution Family Function

Truncated Weibull Distribution Family Function

Fitting Vector Generalized Additive Models

Weibull Distribution Family Function, Parameterized by the Mean

Yeo-Johnson Transformation

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

Zero-Inflated Binomial Distribution

Zero-Inflated Binomial Distribution Family Function

Zero-Inflated Negative Binomial Distribution

Zero-Inflated Negative Binomial Distribution Family Function

Main Effects Plot for a Row-Column Interaction Model (RCIM)

Poisson-Ordinal Link Function

Poisson Family Function

Probability Plots for Categorical Data Analysis

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

Constrained Quadratic Ordination

Positive-Poisson Distribution

Upper Record Values from a Univariate Normal Distribution

Prentice (1974) Log-gamma Distribution

Positive Poisson Distribution Family Function

Upper Record Values from a 1-parameter Exponential Distribution

Yellow-bellied Prinia

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Control Function for rrvglm()

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

Skew-Normal Distribution

Smart Prediction Setup

The Two-stage Sequential Binomial Distribution Family Function

Seemingly Unrelated Regressions Family Function

Summarizing Vector Generalized Linear Model Fits

undocumented-methods

Undocumented Methods Functions

University California Berkeley Graduate Admissions

Venice Maximum Sea Levels Data

Zero-Altered Geometric Distribution

Zero-Altered Geometric Distribution

Zeta Distribution Family Function

Zero-Inflated Poisson Distribution Family Function

Rice Distribution Family Function

The Dirichlet distribution

The Rice Distribution

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Rutherford-Geiger Polonium Data

Simulate Responses for VGLMs and VGAMs

Ordinal Regression with Stopping Ratios

Student t Distribution

Create a Survival Object

Univariate Normal Distribution

Utility Functions for the VGAM Package

Vector Generalized Linear and Additive Models

Control Function for vgam()

Bitterness in Wine Data

Cleans Up After Smart Prediction

Yule-Simon Family Function

Yule-Simon Distribution

Bivariate Probit Model (Family Function)

Clayton Copula (Bivariate) Family Function

Birnbaum-Saunders Distribution Family Function

Ali-Mikhail-Haq Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Differenced Zeta Distribution

Bradley Terry Model

Bivariate Binary Regression with an Odds Ratio

Bivariate Student-t distribution cumulative distribution function

The Dagum Distribution

The Felix Distribution

Fisk Distribution family function

Generalized Beta Distribution of the Second Kind

Frechet Distribution Family Function

The Gompertz Distribution

Haight's Zeta Distribution

1-parameter Gamma Distribution

The Makeham Distribution

Maxwell Distribution Family Function

The Generalized Beta Distribution (Libby and Novick, 1982)

inv.paralogistic

Inverse Paralogistic Distribution Family Function

One-Altered Logarithmic Distribution

Nakagami Distribution

One-Altered Zeta Distribution

Inverse Lomax Distribution Family Function

One-Inflated Zeta Distribution

One-inflated Zipf Distribution Family Function

One-Inflated Logarithmic Distribution

One-truncated Zeta Distribution

The Lomax Distribution

The Perks Distribution

One-truncated Logarithmic Distribution

The Kumaraswamy Distribution

The Paralogistic Distribution

Quasi-variances Extraction Function

Simplex Distribution Family Function

The Skellam Distribution

The Pareto(IV/III/II) Distributions

Topp-Leone Distribution Family Function

Rayleigh Distribution Family Function

Singh-Maddala Distribution Family Function

Short-tailed Symmetric Distribution Family Function

The Zipf Distribution

The Triangle Distribution

Slash Distribution Family Function

The Zeta Distribution