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VGAM (version 1.1-7)

Vector Generalized Linear and Additive Models

Description

An implementation of about 6 major classes of statistical regression models. The central algorithm is Fisher scoring and iterative reweighted least squares. At the heart of this package are the vector generalized linear and additive model (VGLM/VGAM) classes. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs that use smoothing. The book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) gives details of the statistical framework and the package. Currently only fixed-effects models are implemented. Many (100+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE. 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). Hauck-Donner effect detection is implemented. 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

1.1-7

License

GPL-3

Maintainer

Thomas Yee

Last Published

July 6th, 2022

Functions in VGAM (1.1-7)

Akaike's Information Criterion

The A1A2A3 Blood Group System

Autoregressive Process with Order-1 Family Function

Table 1 of Huggins (1989)

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

Influence Function (S4 generic) of a Fitted Model

R-squared for Latent Variable Models

V1 Flying-Bombs Hits in London

The AA-Aa-aa Blood Group System

Auckland University Undergraduate Counts Data

Analysis of Deviance for Vector Generalized Linear Model Fits

The Beta-Binomial Distribution

Utility Functions for the VGAM Package

The Laplace Distribution

Altered, Inflated, Truncated and Deflated Values in GAITD Regression

Plackett's Bivariate Copula

Truncated Values for the GT-Expansion Method

Bacon and Eggs Data

The Two-parameter Beta Distribution Family Function

Clayton Copula (Bivariate) Family Function

Asymmetric Laplace Distribution Family Functions

Ali-Mikhail-Haq Bivariate Distribution

Chinese Population in New Zealand 1867--2001 Data

Clayton Copula (Bivariate) Distribution

Extract Model Coefficients of a vgam() Object

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Ordinal Regression with Adjacent Categories Probabilities

V2 Missile Hits in London

Biplot of Constrained Regression Models

calibrate.qrrvglm

Calibration for CQO and CAO models

Chest Pain in NZ Adults Data

The AB-Ab-aB-ab Blood Group System

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Exponential Link Function

Returns Important Matrices etc. of a QO Object

Cystic Fibrosis Data

Returns Important Matrices etc. of a RR-VGLM Object

Redirects the user to cqo

Seemingly Unrelated Regressions Family Function

Density Plot for LMS Quantile Regression

Coef.rrvglm-class

Class ``Coef.rrvglm''

Response Variable Extracted

The MNSs Blood Group System

The AR-1 Autoregressive Process

Error Function, and variants

The Two-parameter Beta Distribution Family Function

Frank's Bivariate Distribution Family Function

Extract Model Coefficients for VLM Objects

The Exponential Integral and Variants

The Exponential Poisson Distribution

Exponential Distribution

The ABO Blood Group System

Extended log-F Distribution

Generalized Gamma distribution family function

Bivariate Probit Model

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

The Bell Series of Integers

CommonVGAMffArguments

Common VGAM Family Function Arguments

Ali-Mikhail-Haq Distribution Family Function

The Beta-Prime Distribution

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Asymmetric Least Squares Quantile Regression

Binomial Family Function

Cardioid Distribution

Bivariate Binary Regression with an Odds Ratio (Family Function)

Mark the Baseline of Row and Column on a Matrix data

Add or Drop All Possible Single Terms to/from a Model

The Benini Distribution

Family Function Name

Bivariate Logistic Distribution Family Function

Bivariate Probit Regression

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Frank's Bivariate Distribution

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Generally--Altered, --Inflated, --Truncated and Deflated Negative Binomial Regression

Vector Generalized Linear and Additive Models and Associated Models

Borel-Tanner Distribution Family Function

Log-log and Log-log-log Link Functions

Hauck-Donner Effects: A Detection Test for Wald Tests

Generally--Altered, --Inflated, --Truncated and --Deflated Poisson Distribution

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Link functions for VGLM/VGAM/etc. families

Create a Survival Object

Body Mass Index of New Zealand Adults Data

Beta-binomial Distribution Family Function

Benini Distribution Family Function

Benford's Distribution

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Bivariate Odds Ratio Model

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

Link Functions for VGLMs

Inv.paralogistic

The Inverse Paralogistic Distribution

double.expbinomial

Double Exponential Binomial Distribution Family Function

Bivariate Logistic Distribution

Beta-geometric Distribution Family Function

Takeuchi's Information Criterion

Fitting a Dirichlet-Multinomial Distribution

The Beta-Normal Distribution

Confidence Intervals for Parameters of VGLMs

Generalized Gamma Distribution

Hauck-Donner Effects: Severity Measures

Generally--Altered, --Inflated, --Truncated and --Deflated Logarithmic Distribution

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

concoef-methods

Constrained (Canonical) Coefficients

General Electric and Westinghouse Data

Inputting Data to fit a Bradley Terry Model

Grain Prices Data in USA

GAITD Offset for the GTE Method

Pregnant Rats Toxological Experiment Data

Corbet's Butterfly Data

Plackett's Bivariate Copula Family Function

plotvgam.control

Control Function for plotvgam()

Hyperbolic Secant Regression Family Function

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

Cumulative Distribution Function for LMS Quantile Regression

Expectiles-Normal

Expectiles of the Normal Distribution

Haight's Zeta Family Function

Perks Distribution Family Function

Extract Model Coefficients

The Maxwell Distribution

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Inverse Gaussian Distribution Family Function

Inverse Lomax Distribution Family Function

Extended log-F Distribution Family Function

Data on Back Pain Prognosis, from Anderson (1984)

Fitting Constrained Quadratic Ordination (CQO)

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

Quantile Crossing Detection

Cardioid Distribution Family Function

Generalized Beta Distribution Family Function

Beta Distribution of the Second Kind

Bivariate Student-t Family Function

The Generalized Rayleigh Distribution

Control Function for RR-VGAMs (CAO)

The Kumaraswamy Distribution

Bivariate Student-t Distribution Density Function

Poisson-Ordinal Link Function

Expectiles-Exponential

Expectiles of the Exponential Distribution

Captures of Peromyscus maniculatus (Also Known as Deer Mice).

Annual catches on Lake Otamangakau from October 1974 to October 1989

Zero-Inflated Negative Binomial Distribution Family Function

Fitted Values of a VLM object

Chi-squared Distribution

Differenced Zeta Distribution Family Function

Gaussian Copula (Bivariate) Distribution

Crashes on New Zealand Roads in 2009

Extract Model Constrained/Canonical Coefficients

Bivariate Normal Distribution Family Function

Marginal Effects for Several Categorical Response Models

Computes Model Coefficients and Quantities

Logarithmic Distribution

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Fixing a Quantile Regression having Crossing

Bivariate Normal Distribution Cumulative Distribution Function

Gumbel Regression Family Function

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Logarithms with an Unit Offset and Exponential Term

Bayesian Information Criterion

Censored Gumbel Distribution

Likelihood Ratio Test of Nested Models

The Inverse Lomax Distribution

Cauchy Distribution Family Function

The Inverse Gaussian Distribution

Log-Laplace and Logit-Laplace Distribution Family Functions

Loglinear Model for Two Binary Responses

The Borel-Tanner Distribution

Bradley Terry Model

Exponentiated Exponential Distribution

Mortality of Flour Beetles from Carbon Disulphide

Default VGAM Plotting

Bradley Terry Model With Ties

Latent Variable Plot

The Beta-Geometric Distribution

The Folded-Normal Distribution

Kullback-Leibler Divergence

Generally--Altered, --Inflated, --Truncated and --Deflated Negative Binomial Distribution

Predict Method for a CQO fit

Generalized Poisson Distribution (Original Parameterization)

2-parameter Gamma Regression Family Function

Birnbaum-Saunders Regression Family Function

The Felix Distribution

Gamma Hyperbola Bivariate Distribution

Fitting Constrained Additive Ordination (CAO)

Cauchit Link Function

Complementary Log-log Link Function

The Fisk Distribution

The Birnbaum-Saunders Distribution

Mean Excess Plot

Plots for VGLMs

Gaussian Copula (Bivariate) Family Function

Ordinal Regression with Continuation Ratios

The Dagum Distribution

Quasi-variances Preprocessing Function

Generalized Beta Distribution of the Second Kind

double.cens.normal

Univariate Normal Distribution with Double Censoring

model.matrixvlm

Construct the Design Matrix of a VLM Object

2-parameter Gamma Regression Family Function

Generalized Poisson Distribution (GP-1 and GP-2 Parameterizations of the Mean)

Parallelism Constraint Matrices

The Exponential Logarithmic Distribution

Exponential Logarithmic Distribution Family Function

Creates a Matrix of Appropriate Dimension

Relative Frequencies of Serum Proteins in White Pekin Ducklings

F Distribution Family Function

Gompertz Distribution

Differenced Zeta Distribution

The Generalized Pareto Distribution

The Pareto Distribution

McCullagh (1989) Distribution Family Function

Residuals for a VGLM fit

Geometric (Truncated and Untruncated) Distributions

Breathlessness and Wheeze Amongst Coalminers Data

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

Empirical Cumulative Distribution Function

Exponentiated Exponential Distribution

Generalized Poisson Regression (GP-2 Parameterization)

Gompertz Regression Family Function

Index from Array to Matrix

Censored Normal Distribution

The Paralogistic Distribution

Constraint Matrices

Folded Square Root Link Function

Folded Normal Distribution Family Function

Low-iron Rat Teratology Data

Generalized Poisson Regression (Original Parameterization)

Generally--Altered, --Inflated and --Truncated Zeta Distribution

Pareto(IV/III/II) Distribution Family Functions

Fitting Vector Generalized Additive Models

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

Model Calibrations

calibrate-methods

Calibration for Constrained Regression Models

1-parameter Gamma Regression Family Function

The Frechet Distribution

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Generalized Rayleigh Distribution Family Function

Latent Variables

The Lomax Distribution

Positive Negative Binomial Distribution Family Function

Hat Values and Regression Deletion Diagnostics

Beta-binomial Distribution Family Function

Pareto and Truncated Pareto Distribution Family Functions

Logistic Distribution Family Function

Reciprocal Link Function

Huber's Least Favourable Distribution Family Function

The Lindley Distribution

Logit Link Function

Does the Fitted Object Suffer from a Known Bug?

Fitting a Dirichlet Distribution

Residual Degrees-of-Freedom

Bivariate Gamma: McKay's Distribution

The Lambert W Function

Negative Binomial-Ordinal Link Function

The Generalized Beta Distribution (Libby and Novick, 1982)

1-parameter Gamma Distribution

Wald Test Statistics Evaluated at the Null Values

Huber's Least Favourable Distribution

Power Link Function

Poisson Points Distribution

The Generalized Beta II Distribution

Gumbel's Type I Bivariate Distribution Family Function

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

The Pareto(IV/III/II) Distributions

Positive Poisson Distribution Family Function

Ordinal Regression with Cumulative Probabilities

Leadbeater's Possums

The Log-Gamma Distribution

Fitting a Dirichlet-Multinomial Distribution

Generalized Pareto Distribution Regression Family Function

Rayleigh Distribution

Determine What Mode the Smart Prediction is In

Exponential Poisson Distribution Family Function

Censored Poisson Family Function

Zero Constraint Matrices

Generally--Altered, --Inflated, --Truncated and Deflated Poisson Regression

Erlang Distribution

Fisher's Z Link Function

Log-gamma Distribution Family Function

logitoffsetlink

Logit-with-an-Offset Link Function

Haight's Zeta Distribution

Number of Parameters

Test For a Smart Object

Laplace Regression Family Function

Positive Bernoulli Sequence Model

Ordinal Regression with Stopping Ratios

Exponential Geometric Distribution Family Function

Positive-Geometric Distribution

Michaelis-Menten Model

Felix Distribution Family Function

Minimizing the L-q norm Family Function

Multi-logit Link Function

Predict Method for a VGLM fit

Multinomial Logit Model

Simplex Distribution Family Function

Hormone Assay Data

plotdgaitd.vglm

Plotting the GAITD Combo Density from a GAITD Regression Object

Scaled Student t Distribution with 2 df Family Function

Redirects the User to rrvglm()

Fisk Distribution family function

Hypergeometric Family Function

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

Oxford Temperature Data

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Gamma-Ordinal Link Function

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

Quantile Plot for Gumbel Regression

Generally--Altered, --Inflated, --Truncated and Deflated Zeta Regression

Slash Distribution Family Function

Mixture of Two Univariate Normal Distributions

Univariate Skew-Normal Distribution Family Function

GARMA (Generalized Autoregressive Moving-Average) Models

Zero- and One-Inflated Beta Distribution Family Function

Generalized Poisson Regression (GP-1 Parameterization)

Hunua Ranges Data

Smart Prediction Setup

Constrained Quadratic Ordination

The Log-Laplace Distribution

Dagum Distribution Family Function

Expectiles-sc.t2

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

The Two-stage Sequential Binomial Distribution Family Function

Topp-Leone Distribution Family Function

LMS Quantile Regression with a Box-Cox Transformation to Normality

Negative Binomial Canonical Link Function

Plotting the GAITD Combo Density

Mean of the GAITD Combo Density

The Laplace Distribution

Extract Log-likelihood for VGLMs/VGAMs/etc.

Choose a model by AIC in a Stepwise Algorithm

The Topp-Leone Distribution

Control Function for vgam()

The Gumbel Distribution

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

Melbourne Daily Maximum Temperatures

Wald Distribution Family Function

Rhobit Link Function

Prior and Working Weights of a VGLM fit

Trivariate Normal Distribution Family Function

Trivariate Normal Distribution Density and Random Variates

Bitterness in Wine Data

Generally--Altered, --Inflated, --Truncated and Deflated Logarithmic Regression

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

Zero-Inflated Negative Binomial Distribution

New Zealand Marital Data

Reciprocal Inverse Gaussian distribution

The Rice Distribution

Class ``rrvglm''

Maxwell Regression Family Function

Acute Myelogenous Leukemia Survival Data

2008 and 2012 Summer Olympic Final Medal Count Data

Makeham Regression Family Function

The Makeham Distribution

The Positive-Normal Distribution

Model Formulae and Term Names for VGLMs

Expectiles-Uniform

Expectiles of the Uniform Distribution

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

The Poisson Lognormal Distribution

Toxicity trial for insects

Zero-Altered Negative Binomial Distribution

Complementary-log Link Function

Zero-Inflated Geometric Distribution Family Function

The Zero/One-Inflated Beta Distribution

Latent Variable Plot for QO models

Venice Maximum Sea Levels Data

Class ``vglmff''

Zero-Altered Poisson Distribution

The Exponential Geometric Distribution

Levy Distribution Family Function

Likelihood Ratio Test Statistics Evaluated at the Null Values

Hunting Spider Data

Poisson Regression

Frechet Distribution Family Function

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Positive Binomial Distribution Family Function

log F Distribution

Logarithmic Distribution

Rayleigh Regression Family Function

Positive Normal Distribution Family Function

Construct the Model Frame of a VLM Object

The Perks Distribution

Control Function for vglm()

Latent Variable Plot for RR-VGLMs

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

Yule-Simon Family Function

The Gumbel-II Distribution

Generally--Altered, --Inflated, --Truncated and --Deflated Binomial Distribution

Yule-Simon Distribution

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Zero-Inflated Geometric Distribution

Zero-Altered Poisson Distribution

Positive Bernoulli Family Function with Behavioural Effects

Lognormal Distribution

Cleans Up After Smart Prediction

Prentice (1974) Log-gamma Distribution

Hauck-Donner Effects: Segmented Lines Plot

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

Paralogistic Distribution Family Function

get.smart.prediction

Retrieves ``.smart.prediction''

Lerch Phi Function

Slash Distribution

Gumbel-II Regression Family Function

undocumented-methods

Undocumented Methods Functions

Generalized Extreme Value Regression Family Function

Probability Plots for Categorical Data Analysis

Mixture of Two Poisson Distributions

The Dirichlet distribution

Negative Binomial Distribution Family Function

Rootograms (S4 generic) for Assessing Goodness of Fit of Probability Models

Skew-Normal Distribution

Zero-Altered Binomial Distribution

Ordinal Poisson Family Function

Riemann's Zeta Function

Ordinal Superiority Measures

The Generalized Extreme Value Distribution

Kendall's Tau Statistic

Rounding of Numbers to Base 2

Inverse Binomial Distribution Family Function

Return Level Plot for GEV Fits

Summarizing Vector Generalized Additive Model Fits

Simulate Responses for VGLMs and VGAMs

The Truncated Pareto Distribution

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Model Diagnostic Plots for QRR-VGLMs

Rao's Score Test Statistics Evaluated at the Null Values

Summarizing Vector Generalized Linear Model Fits

Leipnik Regression Family Function

Method for Profiling vglm Objects

Simplex Distribution

Pneumoconiosis in Coalminers Data

Defining O'Sullivan Spline Smooths in VGAM Formulas

Rice Distribution Family Function

Log Link Function, and Variants

Upper Record Values from a 1-parameter Exponential Distribution

trim.constraints

Trimmed Constraint Matrices

Upper Record Values from a Univariate Normal Distribution

Positive Bernoulli Family Function with Time Effects

Proportional Odds Model for Ordinal Regression

The Triangle Distribution

Identity Link Function

Rutherford-Geiger Polonium Data

Yeo-Johnson Transformation

The Skellam Distribution

Truncated Weibull Distribution Family Function

Defining Smooths in VGAM Formulas

von Mises Distribution Family Function

Control Function for rrvglm()

The Zipf Distribution

Vector Cubic Smoothing Spline

Waitakere Ranges Data

Kumaraswamy Regression Family Function

Triangle Distribution Family Function

Smart Prediction

Toxoplasmosis Data

Tobit Regression

Plotting Functions for 'profile' Objects

Loglinear Model for Three Binary Responses

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

Nakagami Distribution

The Tobit Distribution

University California Berkeley Graduate Admissions

Zero-Altered Binomial Distribution

Machinists Accidents

The Zipf-Mandelbrot Distribution

Yellow-bellied Prinia

Log Link Function with an Offset

Summarizing Penalized Vector Generalized Additive Model Fits

Zipf Distribution Family Function

The zero Argument in VGAM Family Functions

Singh-Maddala Distribution Family Function

Lomax Distribution Family Function

Nakagami Regression Family Function

Zero-Altered Negative Binomial Distribution

Univariate Normal Distribution as a Varying-Coefficient Model

Quantile Plot for LMS Quantile Regression

Mixture of Two Exponential Distributions

Derivatives of the Incomplete Gamma Integral

Skellam Distribution Family Function

Student t Distribution

The Singh-Maddala Distribution

Zero-Inflated Poisson Distribution

The Zeta Distribution

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

Zeta Distribution Family Function

Perspective plot for QRR-VGLMs

Zero-Inflated Poisson Distribution Family Function

smart.expression

S Expression for Smart Functions

Probit Link Function

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

Quasi-variances Extraction Function

Weibull Distribution Family Function

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Defining Penalized Spline Smooths in VGAM Formulas

Trajectory plot for QRR-VGLMs

Weibull Distribution Family Function, Parameterized by the Mean

Special Values or Quantities in a Fitted Object

Univariate Normal Distribution

Trajectory Plot

Fitting Vector Generalized Linear Models

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

Zero-Altered Geometric Distribution

Zero-Inflated Binomial Distribution

Zero-Inflated Binomial Distribution Family Function

Zero-Altered Geometric Distribution