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VGAM (version 1.1-8)

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.

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Version

Install

install.packages('VGAM')

Monthly Downloads

42,087

Version

1.1-8

License

GPL-3

Maintainer

Last Published

March 9th, 2023

Functions in VGAM (1.1-8)

The AB-Ab-aB-ab Blood Group System

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

The A1A2A3 Blood Group System

Computes Model Coefficients and Quantities

Bayesian Information Criterion

Akaike's Information Criterion

The AR-1 Autoregressive Process

The ABO Blood Group System

Autoregressive Process with Order-1 Family Function

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

The AA-Aa-aa Blood Group System

Extract Model Coefficients for VLM Objects

Coef.rrvglm-class

Class ``Coef.rrvglm''

CommonVGAMffArguments

Common VGAM Family Function Arguments

Returns Important Matrices etc. of a QO Object

Table 1 of Huggins (1989)

The Inverse Gaussian Distribution

Kullback-Leibler Divergence

Returns Important Matrices etc. of a RR-VGLM Object

Link functions for VGLM/VGAM/etc. families

The MNSs Blood Group System

The Pareto Distribution

Quasi-variances Preprocessing Function

Influence Function (S4 generic) of a Fitted Model

Utility Functions for the VGAM Package

V1 Flying-Bombs Hits in London

R-squared for Latent Variable Models

Ordinal Regression with Adjacent Categories Probabilities

Asymmetric Laplace Distribution Family Functions

Truncated Values for the GT-Expansion Method

Mark the Baseline of Row and Column on a Matrix data

V2 Missile Hits in London

Asymmetric Least Squares Quantile Regression

Create a Survival Object

Vector Generalized Linear and Additive Models and Associated Models

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Takeuchi's Information Criterion

Seemingly Unrelated Regressions Family Function

Analysis of Deviance for Vector Generalized Linear Model Fits

Auckland University Undergraduate Counts Data

Exponential Regression by Asymmetric Maximum Likelihood Estimation

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Bacon and Eggs Data

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Frank's Bivariate Distribution

The Beta-Normal Distribution

The Two-parameter Beta Distribution Family Function

The Laplace Distribution

The Beta-Binomial Distribution

Altered, Inflated, Truncated and Deflated Values in GAITD Regression

Benford's Distribution

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

Frank's Bivariate Distribution Family Function

Beta-geometric Distribution Family Function

The Benini Distribution

Data on Back Pain Prognosis, from Anderson (1984)

Ali-Mikhail-Haq Bivariate Distribution

Beta Distribution of the Second Kind

Binomial Family Function

Benini Distribution Family Function

Clayton Copula (Bivariate) Distribution

The Bell Series of Integers

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Clayton Copula (Bivariate) Family Function

The Borel-Tanner Distribution

Bradley Terry Model

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Bivariate Normal Distribution Family Function

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

The Two-parameter Beta Distribution Family Function

Beta-binomial Distribution Family Function

Bivariate Normal Distribution Cumulative Distribution Function

Biplot of Constrained Regression Models

Plackett's Bivariate Copula

Fitting Constrained Additive Ordination (CAO)

Gaussian Copula (Bivariate) Family Function

Control Function for RR-VGAMs (CAO)

Inputting Data to fit a Bradley Terry Model

Cardioid Distribution

Bradley Terry Model With Ties

Bivariate Probit Model

Bivariate Probit Regression

The Beta-Geometric Distribution

Gumbel's Type I Bivariate Distribution Family Function

Bivariate Gamma: McKay's Distribution

The Beta-Prime Distribution

Bivariate Logistic Distribution

Beta-binomial Distribution Family Function

Ali-Mikhail-Haq Distribution Family Function

Redirects the User to rrvglm()

Body Mass Index of New Zealand Adults Data

Cystic Fibrosis Data

Censored Poisson Family Function

Borel-Tanner Distribution Family Function

Complementary Log-log Link Function

Bivariate Binary Regression with an Odds Ratio (Family Function)

Differenced Zeta Distribution

Constraint Matrices

Corbet's Butterfly Data

Fitting a Dirichlet Distribution

Expectiles-Uniform

Expectiles of the Uniform Distribution

Bivariate Odds Ratio Model

Extract Model Coefficients

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

Breathlessness and Wheeze Amongst Coalminers Data

Extract Model Coefficients of a vgam() Object

The Felix Distribution

Exponentiated Exponential Distribution

Fitting Constrained Quadratic Ordination (CQO)

F Distribution Family Function

Censored Gumbel Distribution

Censored Normal Distribution

Bivariate Logistic Distribution Family Function

Dagum Distribution Family Function

Bivariate Student-t Distribution Density Function

Bivariate Student-t Family Function

Crashes on New Zealand Roads in 2009

Gaussian Copula (Bivariate) Distribution

concoef-methods

Constrained (Canonical) Coefficients

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

Model Calibrations

Plotting the GAITD Combo Density

Differenced Zeta Distribution Family Function

The Dagum Distribution

Density Plot for LMS Quantile Regression

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

Folded Square Root Link Function

Empirical Cumulative Distribution Function

Model Formulae and Term Names for VGLMs

Relative Frequencies of Serum Proteins in White Pekin Ducklings

The Exponential Geometric Distribution

The Exponential Integral and Variants

Birnbaum-Saunders Regression Family Function

Plackett's Bivariate Copula Family Function

Creates a Matrix of Appropriate Dimension

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

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

Residual Degrees-of-Freedom

Response Variable Extracted

Cardioid Distribution Family Function

Cauchit Link Function

calibrate.qrrvglm

Calibration for CQO and CAO models

The Birnbaum-Saunders Distribution

Toxicity trial for insects

Expectiles-Exponential

Expectiles of the Exponential Distribution

Error Function, and variants

Erlang Distribution

Exponential Logarithmic Distribution Family Function

Exponential Distribution

Redirects the user to cqo

Western Spuce Budworm

Exponential Link Function

1-parameter Gamma Regression Family Function

2-parameter Gamma Regression Family Function

Chest Pain in NZ Adults Data

calibrate-methods

Calibration for Constrained Regression Models

Extract Model Constrained/Canonical Coefficients

The Exponential Logarithmic Distribution

Cauchy Distribution Family Function

Family Function Name

Cumulative Distribution Function for LMS Quantile Regression

Felix Distribution Family Function

Fixing a Quantile Regression having Crossing

The Folded-Normal Distribution

Confidence Intervals for Parameters of VGLMs

Folded Normal Distribution Family Function

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

Generalized Gamma Distribution

Exponential Poisson Distribution Family Function

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

Generalized Poisson Distribution (Original Parameterization)

Chinese Population in New Zealand 1867--2001 Data

The Gumbel-II Distribution

The Gumbel Distribution

double.cens.normal

Univariate Normal Distribution with Double Censoring

Chi-squared Distribution

Hormone Assay Data

Hauck-Donner Effects: Severity Measures

Inverse Binomial Distribution Family Function

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

The Exponential Poisson Distribution

Ordinal Regression with Continuation Ratios

2-parameter Gamma Regression Family Function

Mortality of Flour Beetles from Carbon Disulphide

double.expbinomial

Double Exponential Binomial Distribution Family Function

Fitting a Dirichlet-Multinomial Distribution

Ordinal Regression with Cumulative Probabilities

Extended log-F Distribution

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

Extended log-F Distribution Family Function

Gamma Hyperbola Bivariate Distribution

Generalized Poisson Regression (Original Parameterization)

Fisher's Z Link Function

The Fisk Distribution

Fisk Distribution family function

Annual catches on Lake Otamangakau from October 1974 to October 1989

Fitting a Dirichlet-Multinomial Distribution

Fitted Values of a VLM object

Inverse Gaussian Distribution Family Function

get.smart.prediction

Retrieves ``.smart.prediction''

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

The Generalized Extreme Value Distribution

Expectiles-Normal

Expectiles of the Normal Distribution

General Electric and Westinghouse Data

Frechet Distribution Family Function

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

The Frechet Distribution

Gumbel Regression Family Function

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

Generalized Extreme Value Regression Family Function

Exponentiated Exponential Distribution

Exponential Geometric Distribution Family Function

The Lambert W Function

Latent Variables

Leipnik Regression Family Function

Low-iron Rat Teratology Data

Gumbel-II Regression Family Function

GARMA (Generalized Autoregressive Moving-Average) Models

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

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

Generalized Beta Distribution of the Second Kind

Haight's Zeta Family Function

Index from Array to Matrix

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

Generalized Rayleigh Distribution Family Function

Identity Link Function

Gompertz Distribution

The Generalized Rayleigh Distribution

Gamma-Ordinal Link Function

Parallelism Constraint Matrices

Test For a Smart Object

Generalized Poisson Regression (GP-2 Parameterization)

GAITD Offset for the GTE Method

Generalized Poisson Regression (GP-1 Parameterization)

Hat Values and Regression Deletion Diagnostics

Gompertz Regression Family Function

Hunua Ranges Data

Huber's Least Favourable Distribution

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

Zero Constraint Matrices

The Generalized Beta II Distribution

Kendall's Tau Statistic

Loglinear Model for Two Binary Responses

Levy Distribution Family Function

Hauck-Donner Effects: A Detection Test for Wald Tests

Hunting Spider Data

Haight's Zeta Distribution

Inverse Lomax Distribution Family Function

Huber's Least Favourable Distribution Family Function

The Log-Gamma Distribution

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

Generalized Gamma distribution family function

Geometric (Truncated and Untruncated) Distributions

log F Distribution

The Inverse Lomax Distribution

Kumaraswamy Regression Family Function

1-parameter Gamma Distribution

Loglinear Model for Three Binary Responses

Leadbeater's Possums

Generalized Pareto Distribution Regression Family Function

Log-gamma Distribution Family Function

The Kumaraswamy Distribution

Extract Log-likelihood for VGLMs/VGAMs/etc.

The Lindley Distribution

Does the Fitted Object Suffer from a Known Bug?

Quantile Crossing Detection

Minimizing the L-q norm Family Function

Generalized Beta Distribution Family Function

The Generalized Pareto Distribution

The Generalized Beta Distribution (Libby and Novick, 1982)

Link Functions for VGLMs

LMS Quantile Regression with a Box-Cox Transformation to Normality

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Maxwell Regression Family Function

The Maxwell Distribution

McCullagh (1989) Distribution Family Function

The Log-Laplace Distribution

Predict Method for a VGLM fit

Grain Prices Data in USA

Mean of the GAITD Combo Density

Log-Laplace and Logit-Laplace Distribution Family Functions

Lomax Distribution Family Function

Logit Link Function

plotvgam.control

Control Function for plotvgam()

The Lomax Distribution

Lognormal Distribution

logitoffsetlink

Logit-with-an-Offset Link Function

Likelihood Ratio Test Statistics Evaluated at the Null Values

Multinomial Logit Model

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

Logarithmic Distribution

Likelihood Ratio Test of Nested Models

Log Link Function with an Offset

Melbourne Daily Maximum Temperatures

Hypergeometric Family Function

Logistic Distribution Family Function

Mean Excess Plot

Hyperbolic Secant Regression Family Function

inv.paralogistic

Inverse Paralogistic Distribution Family Function

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

Inv.paralogistic

The Inverse Paralogistic Distribution

Latent Variable Plot for RR-VGLMs

model.matrixvlm

Construct the Design Matrix of a VLM Object

The Paralogistic Distribution

Paralogistic Distribution Family Function

Nakagami Regression Family Function

Machinists Accidents

Laplace Regression Family Function

The Laplace Distribution

Marginal Effects for Several Categorical Response Models

Pareto and Truncated Pareto Distribution Family Functions

New Zealand Marital Data

Latent Variable Plot

Lerch Phi Function

Latent Variable Plot for QO models

Pareto(IV/III/II) Distribution Family Functions

The Topp-Leone Distribution

Default VGAM Plotting

The Pareto(IV/III/II) Distributions

Positive Negative Binomial Distribution Family Function

Acute Myelogenous Leukemia Survival Data

The Perks Distribution

Logarithms with an Unit Offset and Exponential Term

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

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

Michaelis-Menten Model

Perks Distribution Family Function

Predict Method for a CQO fit

Positive Bernoulli Family Function with Time Effects

Plots for VGLMs

Smart Prediction

Ordinal Superiority Measures

Mixture of Two Poisson Distributions

Construct the Model Frame of a VLM Object

Simplex Distribution Family Function

The Truncated Pareto Distribution

The Positive-Normal Distribution

Rayleigh Distribution

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Proportional Odds Model for Ordinal Regression

Logarithmic Distribution

Complementary-log Link Function

Log Link Function, and Variants

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Log-log and Log-log-log Link Functions

Mixture of Two Exponential Distributions

Multi-logit Link Function

Nakagami Distribution

Perspective plot for QRR-VGLMs

Mixture of Two Univariate Normal Distributions

Probability Plots for Categorical Data Analysis

Negative Binomial Canonical Link Function

Makeham Regression Family Function

Prentice (1974) Log-gamma Distribution

The Makeham Distribution

Poisson Regression

2008 and 2012 Summer Olympic Final Medal Count Data

Topp-Leone Distribution Family Function

The Rice Distribution

Oxford Temperature Data

Slash Distribution Family Function

Ordinal Poisson Family Function

Cleans Up After Smart Prediction

The Tobit Distribution

Derivatives of the Incomplete Gamma Integral

Poisson Points Distribution

Rice Distribution Family Function

The Poisson Lognormal Distribution

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

Quantile Plot for Gumbel Regression

Positive Normal Distribution Family Function

Yellow-bellied Prinia

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Constrained Quadratic Ordination

Number of Parameters

Positive Binomial Distribution Family Function

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

Negative Binomial-Ordinal Link Function

Venice Maximum Sea Levels Data

Positive-Geometric Distribution

Student t Distribution

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Control Function for rrvglm()

Negative Binomial Distribution Family Function

Poisson-Ordinal Link Function

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Quasi-variances Extraction Function

Positive Poisson Distribution Family Function

Expectiles-sc.t2

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

The Dirichlet distribution

Univariate Normal Distribution as a Varying-Coefficient Model

Rao's Score Test Statistics Evaluated at the Null Values

Rutherford-Geiger Polonium Data

Quantile Plot for LMS Quantile Regression

Rayleigh Regression Family Function

Upper Record Values from a 1-parameter Exponential Distribution

Residuals for a VGLM fit

Trivariate Normal Distribution Density and Random Variates

The Triangle Distribution

Rhobit Link Function

plotdgaitd.vglm

Plotting the GAITD Combo Density from a GAITD Regression Object

Pneumoconiosis in Coalminers Data

Special Values or Quantities in a Fitted Object

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Yule-Simon Distribution

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

Slash Distribution

Model Diagnostic Plots for QRR-VGLMs

Positive Bernoulli Sequence Model

Univariate Skew-Normal Distribution Family Function

Positive Bernoulli Family Function with Behavioural Effects

Probit Link Function

Class ``rrvglm''

Singh-Maddala Distribution Family Function

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

Method for Profiling vglm Objects

Smart Prediction Setup

The Singh-Maddala Distribution

Power Link Function

Pregnant Rats Toxological Experiment Data

Trajectory Plot

Reciprocal Inverse Gaussian distribution

Zero-Inflated Geometric Distribution

Defining O'Sullivan Spline Smooths in VGAM Formulas

Return Level Plot for GEV Fits

Skew-Normal Distribution

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

Zeta Distribution Family Function

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

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

Defining Penalized Spline Smooths in VGAM Formulas

Upper Record Values from a Univariate Normal Distribution

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

Reciprocal Link Function

von Mises Distribution Family Function

Rounding of Numbers to Base 2

Fitting Vector Generalized Linear Models

Defining Smooths in VGAM Formulas

Simplex Distribution

Plotting Functions for 'profile' Objects

Scaled Student t Distribution with 2 df Family Function

Simulate Responses for VGLMs and VGAMs

Skellam Distribution Family Function

Ordinal Regression with Stopping Ratios

Zero-Inflated Binomial Distribution Family Function

Trajectory plot for QRR-VGLMs

Choose a model by AIC in a Stepwise Algorithm

trim.constraints

Trimmed Constraint Matrices

Summarizing Penalized Vector Generalized Additive Model Fits

Trivariate Normal Distribution Family Function

Hauck-Donner Effects: Segmented Lines Plot

Tobit Regression

Zero-Altered Geometric Distribution

undocumented-methods

Undocumented Methods Functions

Weibull Distribution Family Function

Zero-Inflated Poisson Distribution Family Function

The Skellam Distribution

Control Function for vgam()

Toxoplasmosis Data

The Two-stage Sequential Binomial Distribution Family Function

Class ``vglmff''

Univariate Normal Distribution

Vector Cubic Smoothing Spline

Summarizing Vector Generalized Additive Model Fits

Truncated Weibull Distribution Family Function

Triangle Distribution Family Function

Riemann's Zeta Function

University California Berkeley Graduate Admissions

Control Function for vglm()

smart.expression

S Expression for Smart Functions

Wald Distribution Family Function

Fitting Vector Generalized Additive Models

The zero Argument in VGAM Family Functions

Prior and Working Weights of a VGLM fit

Weibull Distribution Family Function, Parameterized by the Mean

The Zeta Distribution

Zero-Altered Negative Binomial Distribution

Determine What Mode the Smart Prediction is In

Zero-Inflated Negative Binomial Distribution Family Function

Summarizing Vector Generalized Linear Model Fits

Zero-Altered Binomial Distribution

Zero-Inflated Binomial Distribution

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

Bitterness in Wine Data

Yeo-Johnson Transformation

Zero-Altered Poisson Distribution

The Zipf Distribution

Yule-Simon Family Function

Zero- and One-Inflated Beta Distribution Family Function

The Zipf-Mandelbrot Distribution

Zero-Altered Binomial Distribution

Zero-Altered Geometric Distribution

Zero-Inflated Poisson Distribution

Zipf Distribution Family Function

Waitakere Ranges Data

Wald Test Statistics Evaluated at the Null Values

The Zero/One-Inflated Beta Distribution

Zero-Inflated Negative Binomial Distribution

Zero-Altered Negative Binomial Distribution

Zero-Altered Poisson Distribution

Zero-Inflated Geometric Distribution Family Function