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VGAM (version 1.0-1)

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

42,087

Version

1.0-1

License

GPL-2 | GPL-3

Maintainer

Last Published

March 15th, 2016

Functions in VGAM (1.0-1)

lakeO

Annual catches on Lake Otamangakau from October 1974 to October 1989
betaprime

The Beta-Prime Distribution
trplot

Trajectory Plot
Kumar

The Kumaraswamy Distribution
biclaytoncop

Clayton Copula (Bivariate) Family Function
poissonff

Poisson Family Function
Gumbel-II

The Gumbel-II Distribution
dAR1

The AR-1 Autoregressive Process
V1

V1 Flying-Bombs Hits in London
BICvlm

Bayesian Information Criterion
AICvlm

Akaike's Information Criterion
Inv.gaussian

The Inverse Gaussian Distribution
paretoff

Pareto and Truncated Pareto Distribution Family Functions
A1A2A3

The A1A2A3 Blood Group System
AR1

Autoregressive Process with Order-1 Family Function
AA.Aa.aa

The AA-Aa-aa Blood Group System
backPain

Data on Back Pain Prognosis, from Anderson (1984)
SURff

Seemingly Unrelated Regressions Family Function
Betageom

The Beta-Geometric Distribution
Coef.vlm

Extract Model Coefficients for VLM Objects
Select

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

Slash Distribution
Coef.qrrvglm-class

Class ``Coef.qrrvglm''
MNSs

The MNSs Blood Group System
Pareto

The Pareto Distribution
Huggins89.t1

Table 1 of Huggins (1989)
Zanegbin

Zero-Altered Negative Binomial Distribution
Betabinom

The Beta-Binomial Distribution
waitakere

Waitakere Ranges Data
Qvar

Quasi-variances Preprocessing Function
AB.Ab.aB.ab

The AB-Ab-aB-ab Blood Group System
cauchy

Cauchy Distribution Family Function
erlang

Erlang Distribution
explogff

Exponential Logarithmic Distribution Family Function
ABO

The ABO Blood Group System
zabinomial

Zero-Altered Binomial Distribution
alaplace

Asymmetric Laplace Distribution Family Functions
aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects
bigumbelIexp

Gumbel's Type I Bivariate Distribution Family Function
bmi.nz

Body Mass Index of New Zealand Adults Data
bilogistic

Bivariate Logistic Distribution Family Function
Max

Maximums
Links

Link functions for VGLM/VGAM/etc. families
concoef-methods

Constrained (Canonical) Coefficients
bifrankcop

Frank's Bivariate Distribution Family Function
Expectiles-Exponential

Expectiles of the Exponential Distribution
Expectiles-Normal

Expectiles of the Normal Distribution
betaff

The Two-parameter Beta Distribution Family Function
Coef

Computes Model Coefficients and Quantities
Posbinom

Positive-Binomial Distribution
UtilitiesVGAM

Utility Functions for the VGAM Package
Coef.qrrvglm

Returns Important Matrices etc. of a QO Object
Coef.rrvglm

Returns Important Matrices etc. of a RR-VGLM Object
betaII

Beta Distribution of the Second Kind
betabinomialff

Beta-binomial Distribution Family Function
Frank

Frank's Bivariate Distribution
bifgmexp

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function
brat

Bradley Terry Model
binom2.rho

Bivariate Probit Model (Family Function)
SurvS4

Create a Survival Object
CommonVGAMffArguments

Common VGAM family function Arguments
biplackettcop

Plackett's Bivariate Copula Family Function
bratt

Bradley Terry Model With Ties
auuc

Auckland University Undergraduate Counts Data
bistudentt

Bivariate Student-t Family Function
cens.normal

Censored Normal Distribution
Card

Cardioid Distribution
Benini

The Benini Distribution
cratio

Ordinal Regression with Continuation Ratios
depvar

Response variable extracted
Opt

Optimums
lomax

Lomax Distribution Family Function
chest.nz

Chest Pain in NZ Adults Data
ParetoIV

The Pareto(IV/III/II) Distributions
alaplaceUC

The Laplace Distribution
Coef.rrvglm-class

Class ``Coef.rrvglm''
beggs

Bacon and Eggs Data
betaR

The Two-parameter Beta Distribution Family Function
betageometric

Beta-geometric Distribution Family Function
bilogis

Bivariate Logistic Distribution
Biplackett

Plackett's Bivariate Copula
Rcim

Mark the Baseline of Row and Column on a Matrix data
Biamhcop

Ali-Mikhail-Haq Bivariate Distribution
bifgmcop

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function
exppois

The Exponential Poisson Distribution
coefvgam

Extract Model Coefficients of a vgam() Object
Binormcop

Gaussian Copula (Bivariate) Distribution
bigamma.mckay

Bivariate Gamma: McKay's Distribution
binormal

Bivariate normal distribution family function
borel.tanner

Borel-Tanner Distribution Family Function
benini1

Benini Distribution Family Function
binom2.or

Bivariate Binary Regression with an Odds Ratio (Family Function)
cens.gumbel

Censored Gumbel Distribution
Tol

Tolerances
cloglog

Complementary Log-log Link Function
cao.control

Control Function for RR-VGAMs (CAO)
df.residual

Residual Degrees-of-Freedom
cens.poisson

Censored Poisson Family Function
coalminers

Breathlessness and Wheeze Amongst Coalminers Data
cardioid

Cardioid Distribution Family Function
calibrate.qrrvglm

Calibration for CQO and CAO models
amlexponential

Exponential Regression by Asymmetric Maximum Likelihood Estimation
foldnormal

Folded Normal Distribution Family Function
confintvglm

Confidence Intervals for VGLM Parameters
gamma1

1-parameter Gamma Distribution
cumulative

Ordinal Regression with Cumulative Probabilities
amlpoisson

Poisson Regression by Asymmetric Maximum Likelihood Estimation
acat

Ordinal Regression with Adjacent Categories Probabilities
Felix

The Felix Distribution
expexpff

Exponentiated Exponential Distribution
gammaR

2-parameter Gamma Distribution
fittedvlm

Fitted Values of a VLM object
coefvlm

Extract Model Coefficients
dirmul.old

Fitting a Dirichlet-Multinomial Distribution
expint

The Exponential Integral and Variants
Dagum

The Dagum Distribution
explink

Exponential Link Function
garma

GARMA (Generalized Autoregressive Moving-Average) Models
ducklings

Relative Frequencies of Serum Proteins in white Pekin ducklings
gew

General Electric and Westinghouse Data
Benford

Benford's Distribution
inv.binomial

Inverse Binomial Distribution Family Function
betabinomial

Beta-binomial Distribution Family Function
frechet

Frechet Distribution Family Function
gammahyperbola

Gamma Hyperbola Bivariate Distribution
explog

The Exponential Logarithmic Distribution
constraints

Constraint Matrices
fill

Creates a Matrix of Appropriate Dimension
genbetaII

Generalized Beta Distribution of the Second Kind
gaussianff

Gaussian (normal) Family Function
exponential

Exponential Distribution
freund61

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

Mortality of Flour Beetles from Carbon Disulphide
has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?
fisk

Fisk Distribution family function
genrayleigh

Generalized Rayleigh Distribution Family Function
gengammaUC

The Generalized Gamma Distribution
fff

F Distribution Family Function
calibrate-methods

Calibration for Constrained Regression Models
hypersecant

Hyperbolic Secant Distribution Family Function
hormone

Hormone Assay Data
formulavlm

Model Formulae and Term Names for VGLMs
gev

Generalized Extreme Value Distribution Family Function
genpoisson

Generalized Poisson distribution
deermice

Captures of Peromyscus maniculatus, also known as deer mice.
Expectiles-Uniform

Expectiles of the Uniform Distribution
binormalcop

Gaussian Copula (Bivariate) Family Function
grc

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

Haight's Zeta Family Function
Bisa

The Birnbaum-Saunders Distribution
double.expbinomial

Double Exponential Binomial Distribution Family Function
dirmultinomial

Fitting a Dirichlet-Multinomial Distribution
geometric

Geometric (Truncated and Untruncated) Distributions
Bort

The Borel-Tanner Distribution
biplot-methods

Biplot of Constrained Regression Models
erf

Error Function, and variants
calibrate.qrrvglm.control

Control function for CQO/CAO calibration
expgeom

The Exponential Geometric Distribution
cao

Fitting Constrained Additive Ordination (CAO)
Foldnorm

The Folded-Normal Distribution
clo

Redirects the user to rrvglm
crashes

Crashes on New Zealand Roads in 2009
cauchit

Cauchit Link Function
get.smart.prediction

Retrieves ``.smart.prediction''
genray

The Generalized Rayleigh Distribution
cdf.lmscreg

Cumulative Distribution Function for LMS Quantile Regression
gevUC

The Generalized Extreme Value Distribution
gengamma.stacy

Generalized Gamma distribution family function
golf

Gamma-Ordinal Link Function
dgenpois

The Generalized Poisson Distribution
foldsqrt

Folded Square Root Link Function
Gompertz

The Gompertz Distribution
hyperg

Hypergeometric Family Function
chinese.nz

Chinese Population in New Zealand 1867--2001 Data
chisq

Chi-squared Distribution
cqo

Fitting Constrained Quadratic Ordination (CQO)
concoef

Extract Model Constrained/Canonical Coefficients
guplot

Gumbel Plot
hatvalues

Hat Values and Regression Deletion Diagnostics
gamma2

2-parameter Gamma Distribution
iam

Index from Array to Matrix
gumbel

Gumbel Distribution Family Function
exppoisson

Exponential Poisson Distribution Family Function
corbet

Corbet's Butterfly Data
dirichlet

Fitting a Dirichlet Distribution
huber2

Huber's least favourable distribution family function
inv.gaussianff

Inverse Gaussian Distribution Family Function
gumbelUC

The Gumbel Distribution
double.cens.normal

Univariate Normal Distribution with Double Censoring
hunua

Hunua Ranges Data
expexpff1

Exponentiated Exponential Distribution
gumbelII

Gumbel-II Distribution Family Function
expgeometric

Exponential Geometric Distribution Family Function
finney44

Toxicity trial for insects
dhuber

Huber's least favourable distribution
SurvS4-class

Class "SurvS4"
VGAM-package

Vector Generalized Linear and Additive Models
amlbinomial

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation
Betanorm

The Beta-Normal Distribution
amlnormal

Asymmetric Least Squares Quantile Regression
binomialff

Binomial Family Function
Binorm

Bivariate normal distribution cumulative distribution function
calibrate

Model Calibrations
cgo

Redirects the user to cqo
cfibrosis

Cystic Fibrosis Data
deplot.lmscreg

Density Plot for LMS Quantile Regression
enzyme

Enzyme Data
fisherz

Fisher's Z Link Function
grain.us

Grain Prices Data in USA
get.smart

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

Generalized Pareto Distribution Family Function
gpdUC

The Generalized Pareto Distribution
hspider

Hunting Spider Data
inv.lomax

Inverse Lomax Distribution Family Function
lgamma1

Log-gamma Distribution Family Function
lino

Generalized Beta Distribution Family Function
Inv.paralogistic

The Inverse Paralogistic Distribution
lgammaUC

The Log-Gamma Distribution
meplot

Mean Excess Plot
leukemia

Acute Myelogenous Leukemia Survival Data
zipoisson

Zero-Inflated Poisson Distribution Family Function
is.smart

Test For a Smart Object
is.zero

Zero Constraint Matrices
Nakagami

Nakagami Distribution
logoff

Log link function with an offset
weightsvglm

Prior and Working Weights of a VGLM fit
lerch

Lerch Phi Function
laplaceUC

The Laplace Distribution
nparam.vlm

Number of Parameters
mccullagh89

McCullagh (1989) Distribution Family Function
multilogit

Multi-logit Link Function
Rayleigh

The Rayleigh Distribution
Posgeom

Positive-geometric Distribution
loglinb3

Loglinear Model for Three Binary Responses
lrtest

Likelihood Ratio Test of Nested Models
kendall.tau

Kendall's Tau Statistic
tobit

Tobit Model
melbmaxtemp

melbmaxtemp daily maximum temperatures
Paralogistic

The Paralogistic Distribution
log1mexp

Logarithms with an Unit Offset and Exponential Term
logF

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function
negbinomial.size

Negative Binomial Distribution Family Function With Known Size
nbolf

Negative Binomial-Ordinal Link Function
posbernUC

Positive Bernoulli Sequence Model
sc.studentt2

Scaled Student t Distribution with 2 df Family Function
smart.expression

S Expression for Smart Functions
Log

Logarithmic Distribution
rrvglm-class

Class ``rrvglm''
pospoisson

Positive Poisson Distribution Family Function
maxwell

Maxwell Distribution Family Function
margeff

Marginal effects for several categorical response models
loge

Log link function, and variants
identitylink

Identity Link Function
mix2exp

Mixture of Two Exponential Distributions
is.buggy

Does the fitted object suffer from a known bug?
logc

Complementary-log Link Function
logLik.vlm

Extract Log-likelihood for VGLMs/VGAMs/etc.
mix2normal

Mixture of Two Univariate Normal Distributions
linkfun

Link functions
perspqrrvglm

Perspective plot for QRR-VGLMs
marital.nz

New Zealand Marital Data.
notdocumentedyet

Undocumented and Internally Used Functions and Classes
plotrcim0

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

Latent Variables
posnormal

Positive Normal Distribution Family Function
prplot

Probability Plots for Categorical Data Analysis
lindley

1-parameter Gamma Distribution
rhobit

Rhobit Link Function
micmen

Michaelis-Menten Model
loglog

Log-log Link Function
lms.bcn

LMS Quantile Regression with a Box-Cox Transformation to Normality
loglaplace

Log-Laplace and Logit-Laplace Distribution Family Functions
normal.vcm

Univariate Normal Distribution as a Varying-Coefficient Model
plotvgam

Default VGAM Plotting
waldff

Wald Distribution Family Function
rrvglm

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

Yule-Simon Family Function
setup.smart

Smart Prediction Setup
dlogF

log F Distribution
seq2binomial

The Two-stage Sequential Binomial Distribution Family Function
Expectiles-sc.t2

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

Minimizing the L-q norm Family Function
prats

Pregnant Rats Toxological Experiment Data
logit

Logit Link Function
quasipoissonff

Quasi-Poisson Family Function
nbcanlink

Negative binomial canonical link function
smartpred

Smart Prediction
machinists

Machinists Accidents
posnegbinomial

Positive Negative Binomial Distribution Family Function
qtplot.lmscreg

Quantile Plot for LMS Quantile Regression
riceff

Rice Distribution Family Function
reciprocal

Reciprocal link function
prentice74

Prentice (1974) Log-gamma Distribution
powerlink

Power Link Function
mix2poisson

Mixture of Two Poisson Distributions
moffset

Matrix Offset
makeham

Makeham Distribution Family Function
quasibinomialff

Quasi-Binomial Family Function
olympics

2008 and 2012 Summer Olympic Final Medal Count Data
oxtemp

Oxford Temperature Data
ordpoisson

Ordinal Poisson Family Function
posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects
lvplot

Latent Variable Plot
perks

Perks Distribution Family Function
lirat

Low-iron Rat Teratology Data
plotqrrvglm

Model Diagnostic Plots for QRR-VGLMs
lms.bcg

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

The Log-Laplace Distribution
lvplot.rrvglm

Latent Variable Plot for RR-VGLMs
zetaff

Zeta Distribution Family Function
plotdeplot.lmscreg

Density Plot for LMS Quantile Regression
probit

Probit Link Function
truncweibull

Truncated Weibull Distribution Family Function
rdiric

The Dirichlet distribution
lvplot.qrrvglm

Latent Variable Plot for QO models
lognormal

Lognormal Distribution
ruge

Rutherford-Geiger Polonium Data
smart.mode.is

Determine What Mode the Smart Prediction is In
linkfun.vglm

Link Functions for VGLMs
Tikuv

A Short-tailed Symmetric Distribution
PoissonPoints

Poisson Points Distribution
posbernoulli.t

Positive Bernoulli Family Function with Time Effects
Ozibeta

The Zero/One-Inflated Beta Distribution
negbinomial

Negative Binomial Distribution Family Function
vglmff-class

Class ``vglmff''
rlplot.egev

Return Level Plot for GEV Fits
polf

Poisson-Ordinal Link Function
rcqo

Constrained Quadratic Ordination
zanegbinomial

Zero-Altered Negative Binomial Distribution
rrvglm.control

Control function for rrvglm
lms.yjn

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality
summaryvglm

Summarizing Vector Generalized Linear Model Fits
zipebcom

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

Control function for vgam
pgamma.deriv

Derivatives of the Incomplete Gamma Integral
posbinomial

Positive Binomial Distribution Family Function
zipf

Zipf Distribution Family Function
skellam

Skellam Distribution Family Function
triangle

Triangle Distribution Family Function
vgam

Fitting Vector Generalized Additive Models
predictvglm

Predict Method for a VGLM fit
Zageom

Zero-Altered Geometric Distribution
plotvglm

Plots for VGLMs
simplex

Simplex Distribution Family Function
rec.exp1

Upper Record Values from a 1-parameter Exponential Distribution
poisson.points

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

The Rice Distribution
sratio

Ordinal Regression with Stopping Ratios
qtplot.gumbel

Quantile Plot for Gumbel Regression
undocumented-methods

Undocumented Methods Functions
skewnormal

Univariate Skew-Normal Distribution Family Function
zapoisson

Zero-Altered Poisson Distribution
zageometric

Zero-Altered Geometric Distribution
rec.normal

Upper Record Values from a Univariate Normal Distribution
Zigeom

Zero-Inflated Geometric Distribution
trplot.qrrvglm

Trajectory plot for QRR-VGLMs
Pospois

Positive-Poisson Distribution
plotvgam.control

Control Function for plotvgam()
pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)
weibullR

Weibull Distribution Family Function
Zibinom

Zero-Inflated Binomial Distribution
venice

Venice Maximum Sea Levels Data
Sinmad

The Singh-Maddala Distribution
zibinomial

Zero-Inflated Binomial Distribution Family Function
Polono

The Poisson Lognormal Distribution
Truncpareto

The Truncated Pareto Distribution
logitoffsetlink

Logit-with-an-Offset Link Function
Zabinom

Zero-Altered Binomial Distribution
Posnorm

The Positive-Normal Distribution
Posnegbin

Positive-Negative Binomial Distribution
uninormal

Univariate Normal Distribution
rrar

Nested reduced-rank autoregressive models for multiple time series
Zinegbin

Zero-Inflated Negative Binomial Distribution
model.framevlm

Construct the Model Frame of a VLM Object
vgam-class

Class ``vgam''
multinomial

Multinomial Logit Model
model.matrixvlm

Construct the Design Matrix of a VLM Object
s

Defining smooths in VGAM formulae
zero

The zero Argument in VGAM Family Functions
vsmooth.spline

Vector cubic smoothing spline
vglm.control

Control function for vglm
toxop

Toxoplasmosis Data
ucberk

University California Berkeley Graduate Admissions
posbernoulli.b

Positive Bernoulli Family Function with Behavioural Effects
Yules

Yule-Simon Distribution
vglm

Fitting Vector Generalized Linear Models
zigeometric

Zero-Inflated Geometric Distribution Family Function
rigff

Reciprocal Inverse Gaussian distribution
levy

Levy Distribution Family Function
leipnik

Leipnik Distribution Family Function
propodds

Proportional Odds Model for Ordinal Regression
skewnorm

Skew-Normal Distribution
plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression
logistic

Logistic Distribution Family Function
Zipois

Zero-Inflated Poisson Distribution
predictqrrvglm

Predict Method for a CQO fit
vglm-class

Class ``vglm''
pneumo

Pneumoconiosis in Coalminers Data
wine

Bitterness in Wine Data
yeo.johnson

Yeo-Johnson Transformation
Zeta

The Zeta Distribution
is.parallel

Parallelism Constraint Matrices
wrapup.smart

Cleans Up After Smart Prediction
laplace

Laplace Distribution
qrrvglm.control

Control function for QRR-VGLMs (CQO)
weibull.mean

Weibull Distribution Family Function, Parameterized by the Mean
yip88

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

Logarithmic Distribution
vcovvlm

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

Student t Distribution
loglinb2

Loglinear Model for Two Binary Responses
Zapois

Zero-Altered Poisson Distribution
prinia

Yellow-bellied Prinia
lambertW

The Lambert W function
put.smart

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

Zero-Inflated Negative Binomial Distribution Family Function
rrvglm.optim.control

Control function for rrvglm() calling optim()
vonmises

von Mises Distribution Family Function
simulate.vlm

Simulate Responses for VGLMs and VGAMs