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VGAM (version 1.1-2)

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 (150+) 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). 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

1.1-2

License

GPL-3

Maintainer

Last Published

November 21st, 2019

Functions in VGAM (1.1-2)

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

The ABO Blood Group System

Bayesian Information Criterion

The AR-1 Autoregressive Process

The A1A2A3 Blood Group System

Akaike's Information Criterion

The AB-Ab-aB-ab Blood Group System

Computes Model Coefficients and Quantities

Autoregressive Process with Order-1 Family Function

Coef.rrvglm-class

Class ``Coef.rrvglm''

The MNSs Blood Group System

Link functions for VGLM/VGAM/etc. families

Table 1 of Huggins (1989)

The AA-Aa-aa Blood Group System

Mark the Baseline of Row and Column on a Matrix data

Extract Model Coefficients for VLM Objects

Returns Important Matrices etc. of a RR-VGLM Object

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

CommonVGAMffArguments

Common VGAM Family Function Arguments

Seemingly Unrelated Regressions Family Function

Quasi-variances Preprocessing Function

The Pareto Distribution

Ordinal Regression with Adjacent Categories Probabilities

Returns Important Matrices etc. of a QO Object

R-squared for Latent Variable Models

Create a Survival Object

The Inverse Gaussian Distribution

The Bell Series of Integers

Asymmetric Laplace Distribution Family Functions

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Exponential Regression by Asymmetric Maximum Likelihood Estimation

The Beta-Normal Distribution

Asymmetric Least Squares Quantile Regression

The Two-parameter Beta Distribution Family Function

The Beta-Prime Distribution

Beta Distribution of the Second Kind

The Laplace Distribution

The Beta-Binomial Distribution

Takeuchi's Information Criterion

Data on Back Pain Prognosis, from Anderson (1984)

Bivariate Logistic Distribution Family Function

The Beta-Geometric Distribution

Bacon and Eggs Data

Beta-binomial Distribution Family Function

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

Beta-geometric Distribution Family Function

Bivariate Binary Regression with an Odds Ratio (Family Function)

Bivariate Probit Model

V1 Flying-Bombs Hits in London

Cardioid Distribution Family Function

Redirects the user to cqo

Bradley Terry Model With Ties

Bivariate Binary Regression with an Odds Ratio

Chest Pain in NZ Adults Data

calibrate-methods

Calibration for Constrained Regression Models

Cauchit Link Function

Binomial Family Function

The Bell Distribution

Residual Degrees-of-Freedom

Response Variable Extracted

Breathlessness and Wheeze Amongst Coalminers Data

Extract Model Coefficients of a vgam() Object

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Utility Functions for the VGAM Package

Bell Distribution Family Function

Auckland University Undergraduate Counts Data

Differenced Zeta Distribution Family Function

Beta-binomial Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Benford's Distribution

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Frank's Bivariate Distribution

The Two-parameter Beta Distribution Family Function

Vector Generalized Linear and Additive Models and Associated Models

Ali-Mikhail-Haq Distribution Family Function

Bivariate Probit Model (Family Function)

Bivariate Student-t Distribution Cumulative Distribution Function

Ali-Mikhail-Haq Bivariate Distribution

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Bivariate Normal Distribution Family Function

Differenced Zeta Distribution

Body Mass Index of New Zealand Adults Data

Bivariate Normal Distribution Cumulative Distribution Function

Expectiles-Uniform

Expectiles of the Uniform Distribution

Exponentiated Exponential Distribution

Bivariate Logistic Distribution

Gaussian Copula (Bivariate) Distribution

Control Function for RR-VGAMs (CAO)

Inputting Data to fit a Bradley Terry Model

Gumbel's Type I Bivariate Distribution Family Function

Bradley Terry Model

calibrate.qrrvglm

Calibration for CQO and CAO models

Model Calibrations

Gaussian Copula (Bivariate) Family Function

Exponential Poisson Distribution Family Function

The Exponential Poisson Distribution

Fisher's Z Link Function

Analysis of Deviance for Vector Generalized Linear Model Fits

Chinese Population in New Zealand 1867--2001 Data

Generally-Altered, -Inflated and -Truncated Binomial Distribution (GAIT--binom--MLM--MLM)

Fisk Distribution family function

Generally-Altered Binomial Regression Family Function (multinomial logit model based; GA-binom-MLM)

1-parameter Gamma Regression Family Function

Birnbaum-Saunders Distribution Family Function

Bivariate Gamma: McKay's Distribution

The Borel-Tanner Distribution

Borel-Tanner Distribution Family Function

Biplot of Constrained Regression Models

Cardioid Distribution

2-parameter Gamma Regression Family Function

Cauchy Distribution Family Function

Chi-squared Distribution

Extract Model Constrained/Canonical Coefficients

Cumulative Distribution Function for LMS Quantile Regression

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Confidence Intervals for Parameters of VGLMs

Geometric (Truncated and Untruncated) Distributions

Constraint Matrices

Dagum Distribution Family Function

The Generalized Rayleigh Distribution

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

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

Corbet's Butterfly Data

Censored Gumbel Distribution

The Benini Distribution

Benini Distribution Family Function

Clayton Copula (Bivariate) Family Function

Density Plot for LMS Quantile Regression

The Generalized Extreme Value Distribution

Censored Normal Distribution

Generalized Extreme Value Regression Family Function

double.expbinomial

Double Exponential Binomial Distribution Family Function

Clayton Copula (Bivariate) Distribution

Fitting a Dirichlet-Multinomial Distribution

The Dagum Distribution

Plackett's Bivariate Copula Family Function

Frank's Bivariate Distribution Family Function

Exponentiated Exponential Distribution

Plackett's Bivariate Copula

double.cens.normal

Univariate Normal Distribution with Double Censoring

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

The Birnbaum-Saunders Distribution

Bivariate Student-t Family Function

Exponential Geometric Distribution Family Function

Family Function Name

Extract Model Coefficients

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

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

Fitting Constrained Additive Ordination (CAO)

Fitting Constrained Quadratic Ordination (CQO)

concoef-methods

Constrained (Canonical) Coefficients

Crashes on New Zealand Roads in 2009

Felix Distribution Family Function

Expectiles-Normal

Expectiles of the Normal Distribution

Fitting a Dirichlet Distribution

Fitting a Dirichlet-Multinomial Distribution

Creates a Matrix of Appropriate Dimension

The Exponential Integral and Variants

The Exponential Geometric Distribution

Exponential Link Function

Exponential Logarithmic Distribution Family Function

Exponential Distribution

The Exponential Logarithmic Distribution

Censored Poisson Family Function

Redirects the User to rrvglm()

Cystic Fibrosis Data

Mortality of Flour Beetles from Carbon Disulphide

Generally-Altered, -Inflated and -Truncated Negative Binomial Distribution (GAIT--NB--NB--NB mixture)

The Fisk Distribution

Fitted Values of a VLM object

Generally-Altered, -Inflated and -Truncated Poisson Distribution (GAIT--Pois--Pois--Pois mixture)

2-parameter Gamma Regression Family Function

Gamma Hyperbola Bivariate Distribution

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

Generally-Altered and -Truncated Poisson Regression Family Function (GAT--Pois--MLM Variant)

Generally-Altered, -Inflated and -Truncated Poisson Distribution (GAIT--Pois--MLM--MLM)

Generally-Altered, -Inflated and -Truncated Negative Binomial Distribution (GAIT--NB--MLM--MLM)

Complementary Log-log Link Function

Expectiles-Exponential

Expectiles of the Exponential Distribution

Ordinal Regression with Cumulative Probabilities

Ordinal Regression with Continuation Ratios

Relative Frequencies of Serum Proteins in White Pekin Ducklings

get.smart.prediction

Retrieves ``.smart.prediction''

Generalized Beta Distribution of the Second Kind

The Folded-Normal Distribution

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

F Distribution Family Function

Folded Square Root Link Function

gatnbinomial.mlm

Generally-Altered and -Truncated Negative Binomial Regression Family Function (GAT--NB--MLM Variant)

Model Formulae and Term Names for VGLMs

Frechet Distribution Family Function

Folded Normal Distribution Family Function

Erlang Distribution

The Felix Distribution

Error Function, and variants

Generalized Pareto Distribution Regression Family Function

Generalized Gamma distribution family function

The Generalized Beta II Distribution

Gamma-Ordinal Link Function

Generally-Altered and -Truncated Poisson Regression Family Function (GAT--Pois--Pois Mixture Variant)

General Electric and Westinghouse Data

Generally-Inflated Poisson Distribution Family Function

Generalized Poisson distribution

Haight's Zeta Family Function

Haight's Zeta Distribution

Inverse Lomax Distribution Family Function

The Frechet Distribution

The Inverse Lomax Distribution

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

Generalized Rayleigh Distribution Family Function

gatnbinomial.mix

Generally-Altered and -Truncated Negative Binomial Regression Family Function (GAT--NB--NB Mixture Variant)

Gumbel Regression Family Function

Gompertz Regression Family Function

Gumbel-II Regression Family Function

GARMA (Generalized Autoregressive Moving-Average) Models

The Gompertz Distribution

The Gumbel Distribution

The Gumbel-II Distribution

Laplace Regression Family Function

Hunting Spider Data

The Lambert W Function

Huber's Least Favourable Distribution Family Function

The Generalized Gamma Distribution

The Generalized Poisson Distribution

Inverse Binomial Distribution Family Function

Hypergeometric Family Function

Hyperbolic Secant Regression Family Function

The Laplace Distribution

Identity Link Function

Latent Variables

Index from Array to Matrix

The Generalized Pareto Distribution

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

Huber's Least Favourable Distribution

Does the Fitted Object Suffer from a Known Bug?

Generally-Truncated Binomial Distribution Family Function

Parallelism Constraint Matrices

Hunua Ranges Data

Inverse Gaussian Distribution Family Function

The Lindley Distribution

Grain Prices Data in USA

Leipnik Regression Family Function

Hauck-Donner Effects: A Detection Test for Wald Tests

Hat Values and Regression Deletion Diagnostics

Lerch Phi Function

1-parameter Gamma Distribution

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Hauck-Donner Effects: Severity Measures

Hormone Assay Data

Zero Constraint Matrices

Test For a Smart Object

Inv.paralogistic

The Inverse Paralogistic Distribution

Low-iron Rat Teratology Data

Kumaraswamy Regression Family Function

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

Acute Myelogenous Leukemia Survival Data

Kendall's Tau Statistic

The Kumaraswamy Distribution

Levy Distribution Family Function

Generalized Beta Distribution Family Function

The Log-Gamma Distribution

Annual catches on Lake Otamangakau from October 1974 to October 1989

The Generalized Beta Distribution (Libby and Novick, 1982)

Log-gamma Distribution Family Function

log F Distribution

Extract Log-likelihood for VGLMs/VGAMs/etc.

Logarithmic Distribution

Loglinear Model for Two Binary Responses

Complementary-log Link Function

The Makeham Distribution

Logistic Distribution Family Function

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Latent Variable Plot

Logarithmic Distribution

Logarithms with an Unit Offset and Exponential Term

Likelihood Ratio Test of Nested Models

Log Link Function, and Variants

Loglinear Model for Three Binary Responses

Likelihood Ratio Test Statistics Evaluated at the Null Values

Makeham Regression Family Function

Minimizing the L-q norm Family Function

Machinists Accidents

Michaelis-Menten Model

Mean Excess Plot

Melbourne Daily Maximum Temperatures

Marginal Effects for Several Categorical Response Models

Nakagami Distribution

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Link Functions for VGLMs

Univariate Normal Distribution as a Varying-Coefficient Model

LMS Quantile Regression with a Box-Cox Transformation to Normality

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Negative Binomial Canonical Link Function

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Log-log and Log-log-log Link Functions

McCullagh (1989) Distribution Family Function

The Maxwell Distribution

Lomax Distribution Family Function

logitoffsetlink

Logit-with-an-Offset Link Function

Logit Link Function

The Log-Laplace Distribution

Log-Laplace and Logit-Laplace Distribution Family Functions

The Lomax Distribution

Number of Parameters

New Zealand Marital Data

Maxwell Regression Family Function

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

Negative Binomial-Ordinal Link Function

model.matrixvlm

Construct the Design Matrix of a VLM Object

Lognormal Distribution

Negative Binomial Distribution Family Function

One-Inflated Positive Binomial Distribution

One-Inflated Positive Binomial Distribution Family Function

Log Link Function with an Offset

Pareto(IV/III/II) Distribution Family Functions

One-truncated Poisson Distribution

Probit Link Function

One-truncated Zeta Distribution Family Function

Latent Variable Plot for QO models

One-Altered Logarithmic Distribution

One-Altered Zeta Distribution

Mixture of Two Univariate Normal Distributions

Mixture of Two Exponential Distributions

Nakagami Regression Family Function

Multinomial Logit Model

One-Altered Logarithmic Distribution

Latent Variable Plot for RR-VGLMs

One-Altered Positive-Poisson Distribution

One-Altered Logarithmic Distribution

One-Inflated Zeta Distribution

One-inflated Zeta Distribution Family Function

The Pareto(IV/III/II) Distributions

The Paralogistic Distribution

Paralogistic Distribution Family Function

Simulate Responses for VGLMs and VGAMs

Summarizing Vector Generalized Additive Model Fits

One-inflated Zipf Distribution Family Function

One-Inflated Zipf Distribution

One-truncated Logarithmic Distribution

Ordinal Superiority Measures

Mixture of Two Poisson Distributions

Poisson Family Function

One-Altered Logarithmic Distribution

Derivatives of the Incomplete Gamma Integral

One-Inflated Positive Poisson Distribution

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

One-truncated Logarithmic Distribution

One-inflated Positive Poisson Distribution Family Function

One-truncated Positive-Poisson Distribution

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

Pareto and Truncated Pareto Distribution Family Functions

Proportional Odds Model for Ordinal Regression

Construct the Model Frame of a VLM Object

One-Inflated Logarithmic Distribution

Multi-logit Link Function

Model Diagnostic Plots for QRR-VGLMs

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

One-inflated Logarithmic Distribution Family Function

2008 and 2012 Summer Olympic Final Medal Count Data

The Poisson Lognormal Distribution

Rhobit Link Function

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

Perks Distribution Family Function

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

Default VGAM Plotting

plotvgam.control

Control Function for plotvgam()

Poisson-Ordinal Link Function

Probability Plots for Categorical Data Analysis

Ordinal Poisson Family Function

Rayleigh Regression Family Function

Positive-Binomial Distribution

Positive Poisson Distribution Family Function

Rao's Score Test Statistics Evaluated at the Null Values

Positive-Negative Binomial Distribution

Positive-Poisson Distribution

Quasi-variances Extraction Function

undocumented-methods

Undocumented Methods Functions

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

The Rice Distribution

Control Function for rrvglm()

Positive Bernoulli Sequence Model

Positive Bernoulli Family Function with Behavioural Effects

Predict Method for a CQO fit

Poisson Points Distribution

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

Slash Distribution

Rice Distribution Family Function

Predict Method for a VGLM fit

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

The Rayleigh Distribution

Zero-Inflated Poisson Distribution

Expectiles-sc.t2

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

Positive Negative Binomial Distribution Family Function

Constrained Quadratic Ordination

The Skellam Distribution

Skellam Distribution Family Function

Reciprocal Inverse Gaussian distribution

Defining O'Sullivan Spline Smooths in VGAM Formulas

A Short-tailed Symmetric Distribution

Return Level Plot for GEV Fits

Hauck-Donner Effects: Segmented Lines Plot

Oxford Temperature Data

One-truncated Zeta Distribution

Plots for VGLMs

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

Pregnant Rats Toxological Experiment Data

The Perks Distribution

The Positive-Normal Distribution

Positive Binomial Distribution Family Function

The Dirichlet distribution

Pneumoconiosis in Coalminers Data

Smart Prediction Setup

Perspective plot for QRR-VGLMs

Upper Record Values from a 1-parameter Exponential Distribution

Positive Normal Distribution Family Function

Positive Bernoulli Family Function with Time Effects

Simplex Distribution Family Function

Prentice (1974) Log-gamma Distribution

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

Zeta Distribution Family Function

Residuals for a VGLM fit

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Yellow-bellied Prinia

Toxoplasmosis Data

Short-tailed Symmetric Distribution Family Function

Defining Penalized Spline Smooths in VGAM Formulas

Positive-Geometric Distribution

Power Link Function

Method for Profiling vglm Objects

Trivariate Normal Distribution Family Function

Singh-Maddala Distribution Family Function

Determine What Mode the Smart Prediction is In

Smart Prediction

smart.expression

S Expression for Smart Functions

Scaled Student t Distribution with 2 df Family Function

Control Function for vglm()

The Triangle Distribution

Summarizing Penalized Vector Generalized Additive Model Fits

Univariate Skew-Normal Distribution Family Function

The Singh-Maddala Distribution

Triangle Distribution Family Function

Choose a model by AIC in a Stepwise Algorithm

Wald Distribution Family Function

Reciprocal Link Function

Skew-Normal Distribution

Simplex Distribution

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

Trivariate Normal Distribution Density and Random Variates

Upper Record Values from a Univariate Normal Distribution

Venice Maximum Sea Levels Data

Zero-Inflated Negative Binomial Distribution

Class ``rrvglm''

Summarizing Vector Generalized Linear Model Fits

Yeo-Johnson Transformation

Plotting Functions for 'profile' Objects

Zero-Altered Negative Binomial Distribution

Vector Cubic Smoothing Spline

Univariate Normal Distribution

The Zeta Distribution

The Zero/One-Inflated Beta Distribution

Quantile Plot for LMS Quantile Regression

Quantile Plot for Gumbel Regression

Ordinal Regression with Stopping Ratios

Zero-Altered Negative Binomial Distribution

Zero- and One-Inflated Beta Distribution Family Function

Truncated Weibull Distribution Family Function

Trajectory Plot

Weibull Distribution Family Function

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

von Mises Distribution Family Function

Zero-Altered Binomial Distribution

Control Function for vgam()

Zero-Altered Geometric Distribution

Zero-Altered Geometric Distribution

The Truncated Pareto Distribution

Trajectory plot for QRR-VGLMs

The Tobit Distribution

Prior and Working Weights of a VGLM fit

Class ``vglmff''

Zero-Inflated Geometric Distribution

Rutherford-Geiger Polonium Data

Zero-Inflated Negative Binomial Distribution Family Function

Defining Smooths in VGAM Formulas

The Two-stage Sequential Binomial Distribution Family Function

Slash Distribution Family Function

Fitting Vector Generalized Linear Models

University California Berkeley Graduate Admissions

Student t Distribution

Yule-Simon Family Function

Zero-Altered Poisson Distribution

Weibull Distribution Family Function, Parameterized by the Mean

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

Topp-Leone Distribution Family Function

Zero-Altered Poisson Distribution

Riemann's Zeta Function

Zipf Distribution Family Function

Yule-Simon Distribution

Waitakere Ranges Data

Fitting Vector Generalized Additive Models

The Topp-Leone Distribution

The zero Argument in VGAM Family Functions

Wald Test Statistics Evaluated at the Null Values

Zero-Altered Binomial Distribution

Zero-Inflated Poisson Distribution Family Function

Zero-Inflated Geometric Distribution Family Function

Bitterness in Wine Data

Cleans Up After Smart Prediction

Zero-Inflated Binomial Distribution

Zero-Inflated Binomial Distribution Family Function

The Zipf-Mandelbrot Distribution

The Zipf Distribution

Toxicity trial for insects