Learn R Programming

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

VGAM (version 1.1-6)

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.

Copy Link

Version

Install

install.packages('VGAM')

Monthly Downloads

42,087

Version

1.1-6

License

GPL-3

Maintainer

Last Published

February 14th, 2022

Functions in VGAM (1.1-6)

The AB-Ab-aB-ab Blood Group System

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

The AR-1 Autoregressive Process

The A1A2A3 Blood Group System

Autoregressive Process with Order-1 Family Function

Akaike's Information Criterion

The AA-Aa-aa Blood Group System

The ABO Blood Group System

Computes Model Coefficients and Quantities

Bayesian Information Criterion

Table 1 of Huggins (1989)

Returns Important Matrices etc. of a RR-VGLM Object

Coef.rrvglm-class

Class ``Coef.rrvglm''

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Returns Important Matrices etc. of a QO Object

CommonVGAMffArguments

Common VGAM Family Function Arguments

Extract Model Coefficients for VLM Objects

Influence Function (S4 generic) of a Fitted Model

Link functions for VGLM/VGAM/etc. families

The MNSs Blood Group System

Mark the Baseline of Row and Column on a Matrix data

The Inverse Gaussian Distribution

R-squared for Latent Variable Models

Kullback-Leibler Divergence

The Pareto Distribution

Create a Survival Object

Seemingly Unrelated Regressions Family Function

Takeuchi's Information Criterion

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

V2 Missile Hits in London

Quasi-variances Preprocessing Function

Auckland University Undergraduate Counts Data

Ordinal Regression with Adjacent Categories Probabilities

Analysis of Deviance for Vector Generalized Linear Model Fits

V1 Flying-Bombs Hits in London

Utility Functions for the VGAM Package

Vector Generalized Linear and Additive Models and Associated Models

The Laplace Distribution

Asymmetric Laplace Distribution Family Functions

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Benford's Distribution

Beta-binomial Distribution Family Function

Data on Back Pain Prognosis, from Anderson (1984)

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Frank's Bivariate Distribution Family Function

Beta-binomial Distribution Family Function

The Bell Series of Integers

Bacon and Eggs Data

Frank's Bivariate Distribution

Altered, Inflated, Truncated and Deflated Values in GAITD Regression

Truncated Values for the GT-Expansion Method

The Beta-Prime Distribution

Bivariate Normal Distribution Cumulative Distribution Function

The Benini Distribution

Gaussian Copula (Bivariate) Family Function

Binomial Family Function

Ali-Mikhail-Haq Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Asymmetric Least Squares Quantile Regression

Ali-Mikhail-Haq Bivariate Distribution

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Clayton Copula (Bivariate) Family Function

Beta Distribution of the Second Kind

Gumbel's Type I Bivariate Distribution Family Function

Bivariate Gamma: McKay's Distribution

Bivariate Normal Distribution Family Function

Inputting Data to fit a Bradley Terry Model

Bradley Terry Model With Ties

Benini Distribution Family Function

Beta-geometric Distribution Family Function

Clayton Copula (Bivariate) Distribution

The Beta-Normal Distribution

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Bivariate Probit Model

Gaussian Copula (Bivariate) Distribution

Body Mass Index of New Zealand Adults Data

Plackett's Bivariate Copula Family Function

Bivariate Probit Regression

Bivariate Binary Regression with an Odds Ratio (Family Function)

Bivariate Student-t Family Function

Cumulative Distribution Function for LMS Quantile Regression

Borel-Tanner Distribution Family Function

Bivariate Student-t Distribution Cumulative Distribution Function

Chest Pain in NZ Adults Data

calibrate-methods

Calibration for Constrained Regression Models

Fitting Constrained Additive Ordination (CAO)

Chinese Population in New Zealand 1867--2001 Data

Censored Gumbel Distribution

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Bivariate Odds Ratio Model

The Borel-Tanner Distribution

Plackett's Bivariate Copula

The Beta-Binomial Distribution

The Two-parameter Beta Distribution Family Function

Control Function for RR-VGAMs (CAO)

Censored Normal Distribution

Bradley Terry Model

Model Calibrations

Biplot of Constrained Regression Models

Breathlessness and Wheeze Amongst Coalminers Data

Cauchit Link Function

The Two-parameter Beta Distribution Family Function

Complementary Log-log Link Function

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

calibrate.qrrvglm

Calibration for CQO and CAO models

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Cauchy Distribution Family Function

Censored Poisson Family Function

Fitting a Dirichlet-Multinomial Distribution

Extract Model Coefficients of a vgam() Object

Ordinal Regression with Cumulative Probabilities

double.cens.normal

Univariate Normal Distribution with Double Censoring

Dagum Distribution Family Function

Cystic Fibrosis Data

Expectiles-Exponential

Expectiles of the Exponential Distribution

Relative Frequencies of Serum Proteins in White Pekin Ducklings

Redirects the user to cqo

The Beta-Geometric Distribution

Empirical Cumulative Distribution Function

Confidence Intervals for Parameters of VGLMs

Exponentiated Exponential Distribution

Exponentiated Exponential Distribution

Extract Model Coefficients

Crashes on New Zealand Roads in 2009

Fitting a Dirichlet-Multinomial Distribution

Constraint Matrices

Fitting a Dirichlet Distribution

The Felix Distribution

Cardioid Distribution

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

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

Felix Distribution Family Function

The Exponential Logarithmic Distribution

Bivariate Logistic Distribution

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

Exponential Logarithmic Distribution Family Function

Expectiles-Normal

Expectiles of the Normal Distribution

F Distribution Family Function

Fisk Distribution family function

Cardioid Distribution Family Function

Generalized Gamma distribution family function

Chi-squared Distribution

Birnbaum-Saunders Regression Family Function

Bivariate Logistic Distribution Family Function

The Birnbaum-Saunders Distribution

Generalized Gamma Distribution

Extract Model Constrained/Canonical Coefficients

Generalized Pareto Distribution Regression Family Function

concoef-methods

Constrained (Canonical) Coefficients

Hat Values and Regression Deletion Diagnostics

Gamma-Ordinal Link Function

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

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

The Fisk Distribution

The Dagum Distribution

Redirects the User to rrvglm()

Corbet's Butterfly Data

Fitting Constrained Quadratic Ordination (CQO)

Differenced Zeta Distribution Family Function

Creates a Matrix of Appropriate Dimension

Ordinal Regression with Continuation Ratios

Density Plot for LMS Quantile Regression

Differenced Zeta Distribution

Huber's Least Favourable Distribution

Huber's Least Favourable Distribution Family Function

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

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

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

Residual Degrees-of-Freedom

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

Folded Normal Distribution Family Function

double.expbinomial

Double Exponential Binomial Distribution Family Function

Plotting the GAITD Combo Density

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

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

Folded Square Root Link Function

The Generalized Rayleigh Distribution

1-parameter Gamma Regression Family Function

Erlang Distribution

Error Function, and variants

2-parameter Gamma Regression Family Function

2-parameter Gamma Regression Family Function

Response Variable Extracted

The Exponential Integral and Variants

Generalized Poisson Regression (GP-2 Parameterization)

Generalized Rayleigh Distribution Family Function

The Laplace Distribution

The Generalized Pareto Distribution

Grain Prices Data in USA

Hauck-Donner Effects: A Detection Test for Wald Tests

Latent Variables

Acute Myelogenous Leukemia Survival Data

Toxicity trial for insects

Geometric (Truncated and Untruncated) Distributions

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

Exponential Link Function

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Exponential Geometric Distribution Family Function

Hauck-Donner Effects: Severity Measures

Gumbel Regression Family Function

Levy Distribution Family Function

Log-Laplace and Logit-Laplace Distribution Family Functions

log F Distribution

The Exponential Geometric Distribution

Fisher's Z Link Function

Hormone Assay Data

Family Function Name

Extended log-F Distribution Family Function

Fitted Values of a VLM object

Hunting Spider Data

The Inverse Lomax Distribution

Model Formulae and Term Names for VGLMs

Fixing a Quantile Regression having Crossing

Annual catches on Lake Otamangakau from October 1974 to October 1989

The Lindley Distribution

Frechet Distribution Family Function

The Kumaraswamy Distribution

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Expectiles-Uniform

Expectiles of the Uniform Distribution

The Frechet Distribution

Gamma Hyperbola Bivariate Distribution

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

1-parameter Gamma Distribution

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

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

The Exponential Poisson Distribution

LMS Quantile Regression with a Box-Cox Transformation to Normality

Exponential Poisson Distribution Family Function

Exponential Distribution

GARMA (Generalized Autoregressive Moving-Average) Models

Loglinear Model for Two Binary Responses

Likelihood Ratio Test of Nested Models

Likelihood Ratio Test Statistics Evaluated at the Null Values

get.smart.prediction

Retrieves ``.smart.prediction''

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

McCullagh (1989) Distribution Family Function

Extended log-F Distribution

Construct the Model Frame of a VLM Object

Haight's Zeta Distribution

Mixture of Two Poisson Distributions

Mean of the GAITD Combo Density

Nakagami Distribution

2008 and 2012 Summer Olympic Final Medal Count Data

GAITD Offset for the GTE Method

Negative Binomial Canonical Link Function

General Electric and Westinghouse Data

The Folded-Normal Distribution

Mortality of Flour Beetles from Carbon Disulphide

Model Diagnostic Plots for QRR-VGLMs

The Positive-Normal Distribution

Hyperbolic Secant Regression Family Function

Ordinal Poisson Family Function

Positive Negative Binomial Distribution Family Function

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

Test For a Smart Object

Method for Profiling vglm Objects

Probit Link Function

Complementary-log Link Function

Generalized Poisson Regression (Original Parameterization)

Inv.paralogistic

The Inverse Paralogistic Distribution

Does the Fitted Object Suffer from a Known Bug?

Logarithmic Distribution

Haight's Zeta Family Function

Link Functions for VGLMs

Index from Array to Matrix

Generalized Poisson Regression (GP-1 Parameterization)

Inverse Binomial Distribution Family Function

Identity Link Function

Log Link Function with an Offset

The Generalized Extreme Value Distribution

Generalized Extreme Value Regression Family Function

Lomax Distribution Family Function

Quasi-variances Extraction Function

Zero Constraint Matrices

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

Generalized Beta Distribution of the Second Kind

The Generalized Beta II Distribution

Generalized Poisson Distribution (Original Parameterization)

The Gumbel-II Distribution

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Logarithms with an Unit Offset and Exponential Term

Gumbel-II Regression Family Function

Generalized Beta Distribution Family Function

Loglinear Model for Three Binary Responses

Quantile Crossing Detection

Log Link Function, and Variants

Parallelism Constraint Matrices

Latent Variable Plot for RR-VGLMs

Machinists Accidents

Mixture of Two Univariate Normal Distributions

Mixture of Two Exponential Distributions

Lerch Phi Function

The Lambert W Function

Laplace Regression Family Function

Leipnik Regression Family Function

The Generalized Beta Distribution (Libby and Novick, 1982)

Latent Variable Plot for QO models

Rayleigh Regression Family Function

Low-iron Rat Teratology Data

logitoffsetlink

Logit-with-an-Offset Link Function

Maxwell Regression Family Function

Log-log and Log-log-log Link Functions

Latent Variable Plot

The Lomax Distribution

The Log-Laplace Distribution

Lognormal Distribution

Minimizing the L-q norm Family Function

Rounding of Numbers to Base 2

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

Defining Smooths in VGAM Formulas

Skellam Distribution Family Function

Scaled Student t Distribution with 2 df Family Function

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

Gompertz Regression Family Function

Multi-logit Link Function

New Zealand Marital Data

Michaelis-Menten Model

Marginal Effects for Several Categorical Response Models

Negative Binomial-Ordinal Link Function

Negative Binomial Distribution Family Function

The Perks Distribution

The Skellam Distribution

University California Berkeley Graduate Admissions

The Maxwell Distribution

Truncated Weibull Distribution Family Function

The Paralogistic Distribution

Paralogistic Distribution Family Function

plotdgaitd.vglm

Plotting the GAITD Combo Density from a GAITD Regression Object

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Pneumoconiosis in Coalminers Data

Perspective plot for QRR-VGLMs

Zero-Altered Binomial Distribution

Zero-Inflated Geometric Distribution

Yule-Simon Distribution

Weibull Distribution Family Function, Parameterized by the Mean

Zero-Inflated Binomial Distribution Family Function

Wald Distribution Family Function

Gompertz Distribution

The Gumbel Distribution

Plots for VGLMs

plotvgam.control

Control Function for plotvgam()

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

Prentice (1974) Log-gamma Distribution

Quantile Plot for Gumbel Regression

Yellow-bellied Prinia

Quantile Plot for LMS Quantile Regression

Upper Record Values from a Univariate Normal Distribution

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Melbourne Daily Maximum Temperatures

Hunua Ranges Data

Positive Poisson Distribution Family Function

Positive Normal Distribution Family Function

Reciprocal Link Function

The Pareto(IV/III/II) Distributions

Pareto(IV/III/II) Distribution Family Functions

Nakagami Regression Family Function

Multinomial Logit Model

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

Poisson Points Distribution

Derivatives of the Incomplete Gamma Integral

Hypergeometric Family Function

Poisson Regression

Kendall's Tau Statistic

Inverse Gaussian Distribution Family Function

Inverse Lomax Distribution Family Function

Power Link Function

Pregnant Rats Toxological Experiment Data

Kumaraswamy Regression Family Function

Rutherford-Geiger Polonium Data

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

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

The Singh-Maddala Distribution

Class ``rrvglm''

Singh-Maddala Distribution Family Function

Mean Excess Plot

Skew-Normal Distribution

Simplex Distribution

Positive Bernoulli Sequence Model

Simulate Responses for VGLMs and VGAMs

Univariate Skew-Normal Distribution Family Function

Positive Bernoulli Family Function with Behavioural Effects

smart.expression

S Expression for Smart Functions

Ordinal Superiority Measures

Tobit Regression

Summarizing Vector Generalized Linear Model Fits

The Log-Gamma Distribution

The Poisson Lognormal Distribution

Oxford Temperature Data

Logarithmic Distribution

Poisson-Ordinal Link Function

Log-gamma Distribution Family Function

Logit Link Function

Extract Log-likelihood for VGLMs/VGAMs/etc.

Positive Binomial Distribution Family Function

Logistic Distribution Family Function

Trajectory plot for QRR-VGLMs

Determine What Mode the Smart Prediction is In

Makeham Regression Family Function

Summarizing Penalized Vector Generalized Additive Model Fits

The Makeham Distribution

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

Rayleigh Distribution

Positive-Geometric Distribution

model.matrixvlm

Construct the Design Matrix of a VLM Object

Proportional Odds Model for Ordinal Regression

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Constrained Quadratic Ordination

Probability Plots for Categorical Data Analysis

The Truncated Pareto Distribution

Univariate Normal Distribution as a Varying-Coefficient Model

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

Pareto and Truncated Pareto Distribution Family Functions

Number of Parameters

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Perks Distribution Family Function

Default VGAM Plotting

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Trivariate Normal Distribution Density and Random Variates

Positive Bernoulli Family Function with Time Effects

Predict Method for a CQO fit

Waitakere Ranges Data

Control Function for vgam()

Fitting Vector Generalized Additive Models

Summarizing Vector Generalized Additive Model Fits

Trajectory Plot

Fitting Vector Generalized Linear Models

Control Function for vglm()

Predict Method for a VGLM fit

Reciprocal Inverse Gaussian distribution

Expectiles-sc.t2

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

The Dirichlet distribution

The Rice Distribution

Rice Distribution Family Function

Return Level Plot for GEV Fits

The Two-stage Sequential Binomial Distribution Family Function

Hauck-Donner Effects: Segmented Lines Plot

Upper Record Values from a 1-parameter Exponential Distribution

Rao's Score Test Statistics Evaluated at the Null Values

Smart Prediction

Special Values or Quantities in a Fitted Object

Residuals for a VGLM fit

trim.constraints

Trimmed Constraint Matrices

Ordinal Regression with Stopping Ratios

Zeta Distribution Family Function

Bitterness in Wine Data

Wald Test Statistics Evaluated at the Null Values

Cleans Up After Smart Prediction

Slash Distribution

Zero-Inflated Binomial Distribution

The Tobit Distribution

Slash Distribution Family Function

Trivariate Normal Distribution Family Function

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

Weibull Distribution Family Function

Topp-Leone Distribution Family Function

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

Rhobit Link Function

Control Function for rrvglm()

Defining O'Sullivan Spline Smooths in VGAM Formulas

Choose a model by AIC in a Stepwise Algorithm

The Triangle Distribution

Smart Prediction Setup

undocumented-methods

Undocumented Methods Functions

Simplex Distribution Family Function

Defining Penalized Spline Smooths in VGAM Formulas

Triangle Distribution Family Function

Class ``vglmff''

Prior and Working Weights of a VGLM fit

Univariate Normal Distribution

Venice Maximum Sea Levels Data

The Topp-Leone Distribution

Zero-Altered Binomial Distribution

Student t Distribution

Toxoplasmosis Data

Riemann's Zeta Function

Plotting Functions for 'profile' Objects

The Zeta Distribution

Zero-Inflated Negative Binomial Distribution

Zero-Altered Geometric Distribution

Zero-Altered Geometric Distribution

von Mises Distribution Family Function

Zero-Inflated Geometric Distribution Family Function

Vector Cubic Smoothing Spline

Zero-Altered Poisson Distribution

Zero-Altered Negative Binomial Distribution

Zero-Inflated Negative Binomial Distribution Family Function

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

Yeo-Johnson Transformation

Yule-Simon Family Function

The zero Argument in VGAM Family Functions

The Zipf-Mandelbrot Distribution

Zero-Inflated Poisson Distribution

Zero-Altered Poisson Distribution

Zipf Distribution Family Function

Zero-Altered Negative Binomial Distribution

The Zipf Distribution

Zero-Inflated Poisson Distribution Family Function

Zero- and One-Inflated Beta Distribution Family Function

The Zero/One-Inflated Beta Distribution