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VGAM (version 1.1-5)

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). 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

42,087

Version

1.1-5

License

GPL-3

Maintainer

Last Published

January 14th, 2021

Functions in VGAM (1.1-5)

Computes Model Coefficients and Quantities

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

Autoregressive Process with Order-1 Family Function

The AB-Ab-aB-ab Blood Group System

The ABO Blood Group System

The A1A2A3 Blood Group System

Bayesian Information Criterion

Akaike's Information Criterion

The AR-1 Autoregressive Process

The AA-Aa-aa Blood Group System

Coef.rrvglm-class

Class ``Coef.rrvglm''

Link functions for VGLM/VGAM/etc. families

The Inverse Gaussian Distribution

Extract Model Coefficients for VLM Objects

CommonVGAMffArguments

Common VGAM Family Function Arguments

Mark the Baseline of Row and Column on a Matrix data

Influence Function (S4 generic) of a Fitted Model

Table 1 of Huggins (1989)

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

The Pareto Distribution

The MNSs Blood Group System

Returns Important Matrices etc. of a QO Object

V1 Flying-Bombs Hits in London

Truncated Values for the GT-Expansion Method

Seemingly Unrelated Regressions Family Function

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

Create a Survival Object

Altered, Inflated and Truncated Values in GAIT Regression

Utility Functions for the VGAM Package

The Bell Series of Integers

Auckland University Undergraduate Counts Data

Returns Important Matrices etc. of a RR-VGLM Object

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Benford's Distribution

Quasi-variances Preprocessing Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

The Beta-Geometric Distribution

Beta-geometric Distribution Family Function

Vector Generalized Linear and Additive Models and Associated Models

Beta Distribution of the Second Kind

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

The Two-parameter Beta Distribution Family Function

V2 Missile Hits in London

Ordinal Regression with Adjacent Categories Probabilities

The Two-parameter Beta Distribution Family Function

R-squared for Latent Variable Models

Beta-binomial Distribution Family Function

Frank's Bivariate Distribution

Data on Back Pain Prognosis, from Anderson (1984)

Plackett's Bivariate Copula Family Function

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Gaussian Copula (Bivariate) Distribution

Bivariate Gamma: McKay's Distribution

Bradley Terry Model

Gaussian Copula (Bivariate) Family Function

Bacon and Eggs Data

Inputting Data to fit a Bradley Terry Model

Clayton Copula (Bivariate) Family Function

Takeuchi's Information Criterion

Clayton Copula (Bivariate) Distribution

The Laplace Distribution

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Benini Distribution Family Function

Asymmetric Laplace Distribution Family Functions

The Beta-Normal Distribution

The Benini Distribution

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Bradley Terry Model With Ties

Analysis of Deviance for Vector Generalized Linear Model Fits

Cardioid Distribution Family Function

Cauchit Link Function

The Beta-Prime Distribution

Plackett's Bivariate Copula

Extract Model Constrained/Canonical Coefficients

calibrate-methods

Calibration for Constrained Regression Models

Control Function for RR-VGAMs (CAO)

Cardioid Distribution

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

Breathlessness and Wheeze Amongst Coalminers Data

Bivariate Binary Regression with an Odds Ratio (Family Function)

Extract Model Coefficients of a vgam() Object

Bivariate Logistic Distribution Family Function

Ali-Mikhail-Haq Bivariate Distribution

Ali-Mikhail-Haq Distribution Family Function

Density Plot for LMS Quantile Regression

Biplot of Constrained Regression Models

Ordinal Regression with Cumulative Probabilities

Expectiles-Normal

Expectiles of the Normal Distribution

Response Variable Extracted

Plotting the GAIT Combo Density

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Differenced Zeta Distribution Family Function

Ordinal Regression with Continuation Ratios

Residual Degrees-of-Freedom

Confidence Intervals for Parameters of VGLMs

Frank's Bivariate Distribution Family Function

Empirical Cumulative Distribution Function

Asymmetric Least Squares Quantile Regression

Chinese Population in New Zealand 1867--2001 Data

Birnbaum-Saunders Regression Family Function

Censored Normal Distribution

Censored Gumbel Distribution

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

The Exponential Geometric Distribution

Expectiles-Exponential

Expectiles of the Exponential Distribution

Exponential Link Function

The Dagum Distribution

The Exponential Integral and Variants

Dagum Distribution Family Function

Family Function Name

Fitting a Dirichlet-Multinomial Distribution

Chi-squared Distribution

Fitting a Dirichlet-Multinomial Distribution

Exponential Distribution

Exponentiated Exponential Distribution

The Beta-Binomial Distribution

Expectiles-Uniform

Expectiles of the Uniform Distribution

Exponential Logarithmic Distribution Family Function

Folded Square Root Link Function

Beta-binomial Distribution Family Function

Model Formulae and Term Names for VGLMs

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

1-parameter Gamma Regression Family Function

Bivariate Odds Ratio Model

Gumbel's Type I Bivariate Distribution Family Function

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

Frechet Distribution Family Function

Bivariate Probit Regression

The Frechet Distribution

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

Felix Distribution Family Function

Bivariate Student-t Distribution Cumulative Distribution Function

Body Mass Index of New Zealand Adults Data

Chest Pain in NZ Adults Data

The Exponential Logarithmic Distribution

Redirects the user to cqo

Bivariate Logistic Distribution

Extended log-F Distribution

Bivariate Normal Distribution Family Function

Bivariate Probit Model

Binomial Family Function

The Birnbaum-Saunders Distribution

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

Extended log-F Distribution Family Function

Extract Model Coefficients

Bivariate Student-t Family Function

The Folded-Normal Distribution

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

Fitting Constrained Additive Ordination (CAO)

Cauchy Distribution Family Function

Generalized Gamma Distribution

Folded Normal Distribution Family Function

Generalized Poisson Regression (GP-2 Parameterization)

Generalized Rayleigh Distribution Family Function

Generalized Gamma distribution family function

get.smart.prediction

Retrieves ``.smart.prediction''

Bivariate Normal Distribution Cumulative Distribution Function

Generalized Extreme Value Regression Family Function

The Generalized Extreme Value Distribution

2-parameter Gamma Regression Family Function

Cumulative Distribution Function for LMS Quantile Regression

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

2-parameter Gamma Regression Family Function

Fitting Constrained Quadratic Ordination (CQO)

Laplace Regression Family Function

The Borel-Tanner Distribution

Cystic Fibrosis Data

calibrate.qrrvglm

Calibration for CQO and CAO models

Borel-Tanner Distribution Family Function

Model Calibrations

concoef-methods

Constrained (Canonical) Coefficients

The Laplace Distribution

Grain Prices Data in USA

Censored Poisson Family Function

Complementary Log-log Link Function

Redirects the User to rrvglm()

Crashes on New Zealand Roads in 2009

Constraint Matrices

Levy Distribution Family Function

double.cens.normal

Univariate Normal Distribution with Double Censoring

Error Function, and variants

The Log-Gamma Distribution

Corbet's Butterfly Data

double.expbinomial

Double Exponential Binomial Distribution Family Function

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

General Electric and Westinghouse Data

Logarithmic Distribution

Extract Log-likelihood for VGLMs/VGAMs/etc.

Erlang Distribution

Gompertz Regression Family Function

Exponential Poisson Distribution Family Function

The Exponential Poisson Distribution

Hormone Assay Data

Hauck-Donner Effects: Severity Measures

The Fisk Distribution

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

Fitted Values of a VLM object

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

Generalized Beta Distribution of the Second Kind

Fisher's Z Link Function

Huber's Least Favourable Distribution

The Generalized Beta II Distribution

Generalized Poisson Regression (Original Parameterization)

Fisk Distribution family function

Generalized Poisson Regression (GP-1 Parameterization)

Gumbel Regression Family Function

Gumbel-II Regression Family Function

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

Differenced Zeta Distribution

Hunting Spider Data

Huber's Least Favourable Distribution Family Function

Fitting a Dirichlet Distribution

Haight's Zeta Distribution

Relative Frequencies of Serum Proteins in White Pekin Ducklings

Hunua Ranges Data

Haight's Zeta Family Function

Log Link Function with an Offset

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Inv.paralogistic

The Inverse Paralogistic Distribution

Kumaraswamy Regression Family Function

The Kumaraswamy Distribution

Lomax Distribution Family Function

The Felix Distribution

F Distribution Family Function

Exponentiated Exponential Distribution

Exponential Geometric Distribution Family Function

Log-log and Log-log-log Link Functions

McCullagh (1989) Distribution Family Function

Mean of the GAIT Combo Density

The Lindley Distribution

Lognormal Distribution

LMS Quantile Regression with a Box-Cox Transformation to Normality

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

Does the Fitted Object Suffer from a Known Bug?

Log-gamma Distribution Family Function

Quantile Crossing Detection

The Makeham Distribution

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

model.matrixvlm

Construct the Design Matrix of a VLM Object

Loglinear Model for Three Binary Responses

Log Link Function, and Variants

Makeham Regression Family Function

Creates a Matrix of Appropriate Dimension

Hypergeometric Family Function

The Lomax Distribution

Hyperbolic Secant Regression Family Function

Mortality of Flour Beetles from Carbon Disulphide

Fixing a Quantile Regression having Crossing

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

Generalized Poisson Distribution (Original Parameterization)

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

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

Toxicity trial for insects

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

notdocumentedyet

Undocumented and Internally Used Functions and Classes

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

Minimizing the L-q norm Family Function

New Zealand Marital Data

Marginal Effects for Several Categorical Response Models

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

Inverse Lomax Distribution Family Function

2008 and 2012 Summer Olympic Final Medal Count Data

Michaelis-Menten Model

Default VGAM Plotting

Ordinal Poisson Family Function

Number of Parameters

Pneumoconiosis in Coalminers Data

The Inverse Lomax Distribution

Multinomial Logit Model

Generalized Pareto Distribution Regression Family Function

Lerch Phi Function

Acute Myelogenous Leukemia Survival Data

1-parameter Gamma Distribution

Complementary-log Link Function

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

Gamma Hyperbola Bivariate Distribution

Probability Plots for Categorical Data Analysis

Rayleigh Distribution

Reciprocal Inverse Gaussian distribution

Proportional Odds Model for Ordinal Regression

Constrained Quadratic Ordination

The Generalized Pareto Distribution

The Gumbel-II Distribution

Logarithmic Distribution

Index from Array to Matrix

The Gumbel Distribution

Nakagami Regression Family Function

Log-Laplace and Logit-Laplace Distribution Family Functions

Pareto and Truncated Pareto Distribution Family Functions

Return Level Plot for GEV Fits

Perks Distribution Family Function

Ordinal Superiority Measures

Singh-Maddala Distribution Family Function

Rao's Score Test Statistics Evaluated at the Null Values

GARMA (Generalized Autoregressive Moving-Average) Models

Expectiles-sc.t2

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

The Perks Distribution

Identity Link Function

plotvgam.control

Control Function for plotvgam()

Oxford Temperature Data

Perspective plot for QRR-VGLMs

The Generalized Rayleigh Distribution

Plots for VGLMs

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Model Diagnostic Plots for QRR-VGLMs

Positive Bernoulli Family Function with Time Effects

Rhobit Link Function

Residuals for a VGLM fit

Geometric (Truncated and Untruncated) Distributions

Slash Distribution Family Function

The Singh-Maddala Distribution

Slash Distribution

The Maxwell Distribution

Machinists Accidents

Maxwell Regression Family Function

Latent Variable Plot for RR-VGLMs

Gamma-Ordinal Link Function

Loglinear Model for Two Binary Responses

Hat Values and Regression Deletion Diagnostics

Gompertz Distribution

Mixture of Two Poisson Distributions

Nakagami Distribution

Construct the Model Frame of a VLM Object

Zero Constraint Matrices

Pareto(IV/III/II) Distribution Family Functions

Negative Binomial Canonical Link Function

Kendall's Tau Statistic

The Pareto(IV/III/II) Distributions

Trajectory plot for QRR-VGLMs

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Inverse Gaussian Distribution Family Function

Hauck-Donner Effects: A Detection Test for Wald Tests

Inverse Binomial Distribution Family Function

The Generalized Beta Distribution (Libby and Novick, 1982)

Latent Variables

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

Leipnik Regression Family Function

Parallelism Constraint Matrices

Test For a Smart Object

Low-iron Rat Teratology Data

Control Function for rrvglm()

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Positive Negative Binomial Distribution Family Function

The Positive-Normal Distribution

Skew-Normal Distribution

Defining Penalized Spline Smooths in VGAM Formulas

Defining O'Sullivan Spline Smooths in VGAM Formulas

Univariate Skew-Normal Distribution Family Function

The Truncated Pareto Distribution

Annual catches on Lake Otamangakau from October 1974 to October 1989

Prentice (1974) Log-gamma Distribution

Link Functions for VGLMs

The Lambert W Function

Generalized Beta Distribution Family Function

Simplex Distribution

Plotting the GAIT Combo Density from a GAIT Regression Object

Quantile Plot for Gumbel Regression

Quantile Plot for LMS Quantile Regression

The Poisson Lognormal Distribution

Yellow-bellied Prinia

The Tobit Distribution

Control Function for vgam()

University California Berkeley Graduate Admissions

Topp-Leone Distribution Family Function

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Truncated Weibull Distribution Family Function

Poisson-Ordinal Link Function

The Dirichlet distribution

Pregnant Rats Toxological Experiment Data

Weibull Distribution Family Function

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

Prior and Working Weights of a VGLM fit

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

log F Distribution

Plotting Functions for 'profile' Objects

Power Link Function

Upper Record Values from a 1-parameter Exponential Distribution

Zero-Altered Binomial Distribution

Vector Cubic Smoothing Spline

Simulate Responses for VGLMs and VGAMs

Logarithms with an Unit Offset and Exponential Term

logitoffsetlink

Logit-with-an-Offset Link Function

The Zeta Distribution

Riemann's Zeta Function

Zero-Altered Geometric Distribution

The Log-Laplace Distribution

Rounding of Numbers to Base 2

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

The Topp-Leone Distribution

Zero- and One-Inflated Beta Distribution Family Function

Zero-Inflated Poisson Distribution Family Function

Ordinal Regression with Stopping Ratios

Zero-Altered Binomial Distribution

Yule-Simon Distribution

Zeta Distribution Family Function

Zero-Inflated Binomial Distribution

Likelihood Ratio Test of Nested Models

Mixture of Two Exponential Distributions

Smart Prediction Setup

Likelihood Ratio Test Statistics Evaluated at the Null Values

Toxoplasmosis Data

The Two-stage Sequential Binomial Distribution Family Function

Mixture of Two Univariate Normal Distributions

Hauck-Donner Effects: Segmented Lines Plot

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Logistic Distribution Family Function

Paralogistic Distribution Family Function

Univariate Normal Distribution as a Varying-Coefficient Model

Trivariate Normal Distribution Density and Random Variates

Univariate Normal Distribution

Simplex Distribution Family Function

Trajectory Plot

undocumented-methods

Undocumented Methods Functions

Melbourne Daily Maximum Temperatures

Derivatives of the Incomplete Gamma Integral

Logit Link Function

Latent Variable Plot

The Paralogistic Distribution

Waitakere Ranges Data

Wald Test Statistics Evaluated at the Null Values

Mean Excess Plot

Latent Variable Plot for QO models

Bitterness in Wine Data

smart.expression

S Expression for Smart Functions

Cleans Up After Smart Prediction

Zero-Inflated Poisson Distribution

The Zipf-Mandelbrot Distribution

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

Multi-logit Link Function

Negative Binomial-Ordinal Link Function

Negative Binomial Distribution Family Function

Poisson Points Distribution

Summarizing Vector Generalized Linear Model Fits

Poisson Regression

Determine What Mode the Smart Prediction is In

Positive-Geometric Distribution

Positive Binomial Distribution Family Function

Positive Bernoulli Sequence Model

Positive Poisson Distribution Family Function

Positive Bernoulli Family Function with Behavioural Effects

Positive Normal Distribution Family Function

trim.constraints

Trimmed Constraint Matrices

Probit Link Function

Tobit Regression

Upper Record Values from a Univariate Normal Distribution

The Rice Distribution

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Rice Distribution Family Function

Method for Profiling vglm Objects

Reciprocal Link Function

Predict Method for a CQO fit

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

Predict Method for a VGLM fit

Trivariate Normal Distribution Family Function

Rutherford-Geiger Polonium Data

Class ``rrvglm''

Rayleigh Regression Family Function

Quasi-variances Extraction Function

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Venice Maximum Sea Levels Data

Yule-Simon Family Function

Defining Smooths in VGAM Formulas

Special Values or Quantities in a Fitted Object

Smart Prediction

Yeo-Johnson Transformation

Summarizing Vector Generalized Additive Model Fits

Wald Distribution Family Function

Zero-Inflated Binomial Distribution Family Function

Summarizing Penalized Vector Generalized Additive Model Fits

Fitting Vector Generalized Additive Models

Zero-Inflated Negative Binomial Distribution Family Function

Zero-Inflated Geometric Distribution

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

Choose a model by AIC in a Stepwise Algorithm

The Skellam Distribution

Student t Distribution

Scaled Student t Distribution with 2 df Family Function

Weibull Distribution Family Function, Parameterized by the Mean

The Triangle Distribution

Skellam Distribution Family Function

Triangle Distribution Family Function

Zero-Altered Poisson Distribution

Zero-Altered Negative Binomial Distribution

Fitting Vector Generalized Linear Models

Zero-Altered Geometric Distribution

Zero-Inflated Negative Binomial Distribution

Class ``vglmff''

Zero-Altered Negative Binomial Distribution

Zero-Inflated Geometric Distribution Family Function

Control Function for vglm()

von Mises Distribution Family Function

Zipf Distribution Family Function

Zero-Altered Poisson Distribution

The Zipf Distribution

The zero Argument in VGAM Family Functions

The Zero/One-Inflated Beta Distribution