Learn R Programming

⚠️There's a newer version (1.1-12) of this package.Take me there.

VGAM (version 1.1-3)

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.

Copy Link

Version

Install

install.packages('VGAM')

Monthly Downloads

42,087

Version

1.1-3

License

GPL-3

Maintainer

Last Published

April 28th, 2020

Functions in VGAM (1.1-3)

The A1A2A3 Blood Group System

Table 1 of Huggins (1989)

The AB-Ab-aB-ab Blood Group System

The Inverse Gaussian Distribution

The ABO Blood Group System

Coef.rrvglm-class

Class ``Coef.rrvglm''

Autoregressive Process with Order-1 Family Function

Returns Important Matrices etc. of a RR-VGLM Object

Akaike's Information Criterion

The Pareto Distribution

Mark the Baseline of Row and Column on a Matrix data

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

Seemingly Unrelated Regressions Family Function

Quasi-variances Preprocessing Function

Bayesian Information Criterion

The MNSs Blood Group System

The AR-1 Autoregressive Process

Link functions for VGLM/VGAM/etc. families

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Asymmetric Laplace Distribution Family Functions

Computes Model Coefficients and Quantities

V1 Flying-Bombs Hits in London

Extract Model Coefficients for VLM Objects

The Laplace Distribution

Returns Important Matrices etc. of a QO Object

CommonVGAMffArguments

Common VGAM Family Function Arguments

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

Analysis of Deviance for Vector Generalized Linear Model Fits

R-squared for Latent Variable Models

Poisson Regression by Asymmetric Maximum Likelihood Estimation

V2 Missile Hits in London

Bell Distribution Family Function

Auckland University Undergraduate Counts Data

Benford's Distribution

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Create a Survival Object

Takeuchi's Information Criterion

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Utility Functions for the VGAM Package

Altered, Inflated and Truncated Values in GAIT Regression

Asymmetric Least Squares Quantile Regression

The Bell Series of Integers

The Beta-Normal Distribution

The Beta-Prime Distribution

Beta Distribution of the Second Kind

The Bell Distribution

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Benini Distribution Family Function

The Benini Distribution

Clayton Copula (Bivariate) Family Function

Clayton Copula (Bivariate) Distribution

Vector Generalized Linear and Additive Models and Associated Models

Ordinal Regression with Adjacent Categories Probabilities

Ali-Mikhail-Haq Bivariate Distribution

Ali-Mikhail-Haq Distribution Family Function

Frank's Bivariate Distribution

The Two-parameter Beta Distribution Family Function

Data on Back Pain Prognosis, from Anderson (1984)

Gaussian Copula (Bivariate) Family Function

The Two-parameter Beta Distribution Family Function

Bivariate Gamma: McKay's Distribution

Bacon and Eggs Data

Gumbel's Type I Bivariate Distribution Family Function

Bivariate Logistic Distribution Family Function

Beta-binomial Distribution Family Function

Bivariate Logistic Distribution

Birnbaum-Saunders Distribution Family Function

Bivariate Binary Regression with an Odds Ratio (Family Function)

Bivariate Probit Model

Biplot of Constrained Regression Models

The Borel-Tanner Distribution

Fitting Constrained Additive Ordination (CAO)

Bivariate Normal Distribution Family Function

Gaussian Copula (Bivariate) Distribution

calibrate.qrrvglm

Calibration for CQO and CAO models

Bivariate Student-t Family Function

The Beta-Binomial Distribution

Binomial Family Function

Borel-Tanner Distribution Family Function

Beta-binomial Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

Bivariate Normal Distribution Cumulative Distribution Function

The Beta-Geometric Distribution

The Birnbaum-Saunders Distribution

Beta-geometric Distribution Family Function

Expectiles-Normal

Expectiles of the Normal Distribution

Bradley Terry Model With Ties

Censored Normal Distribution

Censored Gumbel Distribution

Frank's Bivariate Distribution Family Function

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Body Mass Index of New Zealand Adults Data

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

calibrate-methods

Calibration for Constrained Regression Models

Redirects the user to cqo

Model Calibrations

Plackett's Bivariate Copula Family Function

Bivariate Binary Regression with an Odds Ratio

Constraint Matrices

Censored Poisson Family Function

The Exponential Integral and Variants

Extended log-F Distribution

Cardioid Distribution Family Function

Redirects the User to rrvglm()

Bivariate Probit Model (Family Function)

Cauchit Link Function

Folded Normal Distribution Family Function

Bivariate Student-t Distribution Cumulative Distribution Function

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Complementary Log-log Link Function

Fisk Distribution family function

Ordinal Regression with Continuation Ratios

Cystic Fibrosis Data

Extract Model Coefficients

Fitting a Dirichlet Distribution

Identity Link Function

Error Function, and variants

Corbet's Butterfly Data

Felix Distribution Family Function

Ordinal Regression with Cumulative Probabilities

Exponentiated Exponential Distribution

Fitting a Dirichlet-Multinomial Distribution

Plackett's Bivariate Copula

concoef-methods

Constrained (Canonical) Coefficients

Density Plot for LMS Quantile Regression

Extract Model Coefficients of a vgam() Object

Breathlessness and Wheeze Amongst Coalminers Data

Response Variable Extracted

Residual Degrees-of-Freedom

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

Chest Pain in NZ Adults Data

Inputting Data to fit a Bradley Terry Model

Chinese Population in New Zealand 1867--2001 Data

Expectiles-Exponential

Expectiles of the Exponential Distribution

Hauck-Donner Effects: Severity Measures

Bradley Terry Model

Cardioid Distribution

Folded Square Root Link Function

The Exponential Geometric Distribution

Fitting Constrained Quadratic Ordination (CQO)

double.expbinomial

Double Exponential Binomial Distribution Family Function

The Generalized Beta II Distribution

Relative Frequencies of Serum Proteins in White Pekin Ducklings

Control Function for RR-VGAMs (CAO)

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

Chi-squared Distribution

2-parameter Gamma Regression Family Function

The Gompertz Distribution

Creates a Matrix of Appropriate Dimension

inv.paralogistic

Inverse Paralogistic Distribution Family Function

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

gatnbinomial.mix

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

Exponentiated Exponential Distribution

Generalized Poisson distribution

Exponential Link Function

Exponential Logarithmic Distribution Family Function

The Fisk Distribution

Crashes on New Zealand Roads in 2009

The Frechet Distribution

The Exponential Logarithmic Distribution

One-inflated Zeta Distribution Family Function

Confidence Intervals for Parameters of VGLMs

Exponential Distribution

F Distribution Family Function

Differenced Zeta Distribution Family Function

Cauchy Distribution Family Function

Differenced Zeta Distribution

gaitpoisson.mix

Generally--Altered, --Inflated and --Truncated Poisson Regression Family Function (GAIT--Pois--Pois--Pois Mixture Variant)

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

Fitted Values of a VLM object

Fixing a Quantile Regression having Crossing

Cumulative Distribution Function for LMS Quantile Regression

Quantile Crossing Detection

The Gumbel Distribution

GARMA (Generalized Autoregressive Moving-Average) Models

The Felix Distribution

Parallelism Constraint Matrices

Generally-Truncated Binomial Distribution Family Function

Inv.paralogistic

The Inverse Paralogistic Distribution

General Electric and Westinghouse Data

Generalized Gamma distribution family function

Generalized Rayleigh Distribution Family Function

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

Empirical Cumulative Distribution Function

The Exponential Poisson Distribution

Dagum Distribution Family Function

Extract Model Constrained/Canonical Coefficients

Exponential Poisson Distribution Family Function

Model Formulae and Term Names for VGLMs

Latent Variable Plot for QO models

gatnbinomial.mlm

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

Family Function Name

Extended log-F Distribution Family Function

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

Expectiles-Uniform

Expectiles of the Uniform Distribution

The Kumaraswamy Distribution

Low-iron Rat Teratology Data

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

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

Geometric (Truncated and Untruncated) Distributions

Generalized Beta Distribution of the Second Kind

The Generalized Rayleigh Distribution

Gompertz Regression Family Function

Hauck-Donner Effects: A Detection Test for Wald Tests

Gumbel Regression Family Function

Generally--Altered, --Inflated and --Truncated Logarithmic Regression Family Function (GAIT--Log--Log--Log Mixture Variant)

Hyperbolic Secant Regression Family Function

The Generalized Gamma Distribution

Generalized Extreme Value Regression Family Function

Extract Log-likelihood for VGLMs/VGAMs/etc.

The Generalized Extreme Value Distribution

Gamma-Ordinal Link Function

The Generalized Poisson Distribution

The Dagum Distribution

Fitting a Dirichlet-Multinomial Distribution

Inverse Binomial Distribution Family Function

Hormone Assay Data

Frechet Distribution Family Function

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

The Lindley Distribution

Hunting Spider Data

Leipnik Regression Family Function

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

Gumbel-II Regression Family Function

Huber's Least Favourable Distribution Family Function

The Laplace Distribution

The Log-Laplace Distribution

Nakagami Distribution

Does the Fitted Object Suffer from a Known Bug?

Latent Variables

double.cens.normal

Univariate Normal Distribution with Double Censoring

Exponential Geometric Distribution Family Function

The Generalized Pareto Distribution

Melbourne Daily Maximum Temperatures

Negative Binomial Canonical Link Function

Huber's Least Favourable Distribution

Erlang Distribution

Test For a Smart Object

Loglinear Model for Two Binary Responses

Gamma Hyperbola Bivariate Distribution

The Generalized Beta Distribution (Libby and Novick, 1982)

Annual catches on Lake Otamangakau from October 1974 to October 1989

Logarithms with an Unit Offset and Exponential Term

Construct the Model Frame of a VLM Object

log F Distribution

Haight's Zeta Family Function

Log-Laplace and Logit-Laplace Distribution Family Functions

One-Inflated Logarithmic Distribution

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Generalized Beta Distribution Family Function

1-parameter Gamma Distribution

The Folded-Normal Distribution

Levy Distribution Family Function

Latent Variable Plot for RR-VGLMs

Generalized Pareto Distribution Regression Family Function

Logarithmic Distribution

gaitpoisson.mlm

Generally--Altered, --Inflated and --Truncated Poisson Regression Family Function (GAIT--Pois--MLM--MLM Variant)

Zero Constraint Matrices

Latent Variable Plot

Toxicity trial for insects

logitoffsetlink

Logit-with-an-Offset Link Function

Lerch Phi Function

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Loglinear Model for Three Binary Responses

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Mixture of Two Poisson Distributions

Haight's Zeta Distribution

Acute Myelogenous Leukemia Survival Data

Positive-Negative Binomial Distribution

Mean Excess Plot

Mortality of Flour Beetles from Carbon Disulphide

2008 and 2012 Summer Olympic Final Medal Count Data

Fisher's Z Link Function

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

Lognormal Distribution

Number of Parameters

One-inflated Zipf Distribution Family Function

Likelihood Ratio Test of Nested Models

The Gumbel-II Distribution

The Makeham Distribution

Michaelis-Menten Model

Logarithmic Distribution

Logistic Distribution Family Function

Quasi-variances Extraction Function

Machinists Accidents

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

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

One-Altered Zeta Distribution

1-parameter Gamma Regression Family Function

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

One-inflated Logarithmic Distribution Family Function

One-Inflated Zipf Distribution

Probit Link Function

Poisson Family Function

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Inverse Gaussian Distribution Family Function

Index from Array to Matrix

Link Functions for VGLMs

Pareto(IV/III/II) Distribution Family Functions

Log Link Function with an Offset

Marginal Effects for Several Categorical Response Models

The Poisson Lognormal Distribution

The Inverse Lomax Distribution

Model Diagnostic Plots for QRR-VGLMs

Makeham Regression Family Function

One-Inflated Positive Poisson Distribution

Kendall's Tau Statistic

The Pareto(IV/III/II) Distributions

Trivariate Normal Distribution Family Function

Power Link Function

get.smart.prediction

Retrieves ``.smart.prediction''

Kumaraswamy Regression Family Function

One-Altered Logarithmic Distribution

Positive-Binomial Distribution

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

2-parameter Gamma Regression Family Function

Pregnant Rats Toxological Experiment Data

One-Altered Logarithmic Distribution

Logit Link Function

Truncated Weibull Distribution Family Function

Grain Prices Data in USA

The Singh-Maddala Distribution

One-Inflated Positive Binomial Distribution

Negative Binomial Distribution Family Function

Positive Negative Binomial Distribution Family Function

Minimizing the L-q norm Family Function

One-inflated Positive Poisson Distribution Family Function

Hunua Ranges Data

Multi-logit Link Function

Yellow-bellied Prinia

Hat Values and Regression Deletion Diagnostics

One-Inflated Positive Binomial Distribution Family Function

One-truncated Poisson Distribution

One-truncated Zeta Distribution Family Function

Laplace Regression Family Function

Complementary-log Link Function

Log Link Function, and Variants

The Rice Distribution

Hypergeometric Family Function

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

Rayleigh Regression Family Function

Log-log and Log-log-log Link Functions

Likelihood Ratio Test Statistics Evaluated at the Null Values

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

Rice Distribution Family Function

Prentice (1974) Log-gamma Distribution

Summarizing Vector Generalized Additive Model Fits

McCullagh (1989) Distribution Family Function

The Log-Gamma Distribution

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

One-Altered Logarithmic Distribution

Defining Penalized Spline Smooths in VGAM Formulas

The Lambert W Function

Paralogistic Distribution Family Function

The Maxwell Distribution

Expectiles-sc.t2

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

LMS Quantile Regression with a Box-Cox Transformation to Normality

Scaled Student t Distribution with 2 df Family Function

Skellam Distribution Family Function

The Paralogistic Distribution

Reciprocal Inverse Gaussian distribution

Inverse Lomax Distribution Family Function

Summarizing Penalized Vector Generalized Additive Model Fits

Poisson Points Distribution

smart.expression

S Expression for Smart Functions

Zero-Altered Binomial Distribution

Trivariate Normal Distribution Density and Random Variates

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

The Dirichlet distribution

Negative Binomial-Ordinal Link Function

Positive-Geometric Distribution

Univariate Normal Distribution as a Varying-Coefficient Model

The Zipf Distribution

Positive Poisson Distribution Family Function

The Perks Distribution

model.matrixvlm

Construct the Design Matrix of a VLM Object

The Truncated Pareto Distribution

New Zealand Marital Data

One-Altered Positive-Poisson Distribution

Constrained Quadratic Ordination

Log-gamma Distribution Family Function

The Rayleigh Distribution

Lomax Distribution Family Function

Zero-Altered Poisson Distribution

Positive Bernoulli Sequence Model

Simplex Distribution Family Function

Perspective plot for QRR-VGLMs

Ordinal Poisson Family Function

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

Venice Maximum Sea Levels Data

One-Inflated Zeta Distribution

Oxford Temperature Data

Return Level Plot for GEV Fits

One-truncated Zeta Distribution

Mixture of Two Univariate Normal Distributions

Control Function for vglm()

Class ``vglmff''

Zero-Inflated Negative Binomial Distribution

The Lomax Distribution

Bitterness in Wine Data

Positive-Poisson Distribution

Prior and Working Weights of a VGLM fit

Positive Bernoulli Family Function with Behavioural Effects

Derivatives of the Incomplete Gamma Integral

Poisson-Ordinal Link Function

Zipf Distribution Family Function

Positive Binomial Distribution Family Function

Multinomial Logit Model

Positive Bernoulli Family Function with Time Effects

Trajectory Plot

Zero-Altered Geometric Distribution

Determine What Mode the Smart Prediction is In

Method for Profiling vglm Objects

Rutherford-Geiger Polonium Data

Defining Smooths in VGAM Formulas

Mixture of Two Exponential Distributions

Plots for VGLMs

Proportional Odds Model for Ordinal Regression

One-truncated Logarithmic Distribution

Residuals for a VGLM fit

Maxwell Regression Family Function

Nakagami Regression Family Function

Quantile Plot for LMS Quantile Regression

Choose a model by AIC in a Stepwise Algorithm

Zero-Altered Negative Binomial Distribution

Simplex Distribution

Rhobit Link Function

Default VGAM Plotting

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

Pareto and Truncated Pareto Distribution Family Functions

One-Altered Logarithmic Distribution

Pneumoconiosis in Coalminers Data

Quantile Plot for Gumbel Regression

The Skellam Distribution

Hauck-Donner Effects: Segmented Lines Plot

The Two-stage Sequential Binomial Distribution Family Function

Skew-Normal Distribution

Topp-Leone Distribution Family Function

Toxoplasmosis Data

Cleans Up After Smart Prediction

Zero-Inflated Poisson Distribution Family Function

One-truncated Logarithmic Distribution

Vector Cubic Smoothing Spline

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

Probability Plots for Categorical Data Analysis

A Short-tailed Symmetric Distribution

The Tobit Distribution

Rao's Score Test Statistics Evaluated at the Null Values

Positive Normal Distribution Family Function

Ordinal Superiority Measures

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

The Zeta Distribution

Waitakere Ranges Data

One-truncated Positive-Poisson Distribution

Upper Record Values from a 1-parameter Exponential Distribution

Class ``rrvglm''

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Yeo-Johnson Transformation

Slash Distribution

undocumented-methods

Undocumented Methods Functions

The Positive-Normal Distribution

Perks Distribution Family Function

Defining O'Sullivan Spline Smooths in VGAM Formulas

plotvgam.control

Control Function for plotvgam()

Predict Method for a CQO fit

Wald Test Statistics Evaluated at the Null Values

Zeta Distribution Family Function

Riemann's Zeta Function

Student t Distribution

Reciprocal Link Function

Zero-Inflated Binomial Distribution Family Function

Zero-Inflated Geometric Distribution

Univariate Normal Distribution

Yule-Simon Distribution

Zero- and One-Inflated Beta Distribution Family Function

Predict Method for a VGLM fit

Triangle Distribution Family Function

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

Smart Prediction Setup

The Triangle Distribution

Simulate Responses for VGLMs and VGAMs

Control Function for rrvglm()

Upper Record Values from a Univariate Normal Distribution

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

Summarizing Vector Generalized Linear Model Fits

Univariate Skew-Normal Distribution Family Function

Smart Prediction

Wald Distribution Family Function

Singh-Maddala Distribution Family Function

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Zero-Altered Binomial Distribution

University California Berkeley Graduate Admissions

Short-tailed Symmetric Distribution Family Function

Weibull Distribution Family Function

The Topp-Leone Distribution

Trajectory plot for QRR-VGLMs

von Mises Distribution Family Function

Zero-Altered Poisson Distribution

Slash Distribution Family Function

Yule-Simon Family Function

Special Values or Quantities in a Fitted Object

Zero-Altered Geometric Distribution

Plotting Functions for 'profile' Objects

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

Zero-Altered Negative Binomial Distribution

Control Function for vgam()

Fitting Vector Generalized Additive Models

Ordinal Regression with Stopping Ratios

The Zipf-Mandelbrot Distribution

Zero-Inflated Negative Binomial Distribution Family Function

Zero-Inflated Binomial Distribution

Weibull Distribution Family Function, Parameterized by the Mean

Zero-Inflated Poisson Distribution

Zero-Inflated Geometric Distribution Family Function

Fitting Vector Generalized Linear Models

The Zero/One-Inflated Beta Distribution

The zero Argument in VGAM Family Functions

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

The AA-Aa-aa Blood Group System