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VGAM (version 1.0-6)

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 (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

1.0-6

License

GPL-3

Maintainer

Last Published

August 18th, 2018

Functions in VGAM (1.0-6)

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

The AR-1 Autoregressive Process

Bayesian Information Criterion

Coef.rrvglm-class

Class ``Coef.rrvglm''

Computes Model Coefficients and Quantities

Returns Important Matrices etc. of a RR-VGLM Object

The A1A2A3 Blood Group System

The AA-Aa-aa Blood Group System

The AB-Ab-aB-ab Blood Group System

The ABO Blood Group System

Akaike's Information Criterion

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Autoregressive Process with Order-1 Family Function

Returns Important Matrices etc. of a QO Object

Link functions for VGLM/VGAM/etc. families

Extract Model Coefficients for VLM Objects

Create a Survival Object

CommonVGAMffArguments

Common VGAM Family Function Arguments

Seemingly Unrelated Regressions Family Function

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

The MNSs Blood Group System

Vector Generalized Linear and Additive Models and Associated Models

Ordinal Regression with Adjacent Categories Probabilities

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Asymmetric Least Squares Quantile Regression

The Pareto Distribution

Quasi-variances Preprocessing Function

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Takeuchi's Information Criterion

Bacon and Eggs Data

The Bell Series of Integers

Table 1 of Huggins (1989)

The Beta-Prime Distribution

Ali-Mikhail-Haq Distribution Family Function

Bivariate Gamma: McKay's Distribution

Beta-binomial Distribution Family Function

The Inverse Gaussian Distribution

Gumbel's Type I Bivariate Distribution Family Function

R-squared for Latent Variable Models

Asymmetric Laplace Distribution Family Functions

Mark the Baseline of Row and Column on a Matrix data

The Laplace Distribution

Beta-binomial Distribution Family Function

The Two-parameter Beta Distribution Family Function

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

The Bell Distribution

Beta-geometric Distribution Family Function

Birnbaum-Saunders Distribution Family Function

The Beta-Binomial Distribution

Data on Back Pain Prognosis, from Anderson (1984)

The Birnbaum-Saunders Distribution

Bell Distribution Family Function

The Two-parameter Beta Distribution Family Function

The Beta-Normal Distribution

Bivariate Logistic Distribution

The Beta-Geometric Distribution

Benford's Distribution

Benini Distribution Family Function

Utility Functions for the VGAM Package

Bivariate Logistic Distribution Family Function

Bivariate Binary Regression with an Odds Ratio (Family Function)

The Borel-Tanner Distribution

Bivariate Binary Regression with an Odds Ratio

V1 Flying-Bombs Hits in London

Bradley Terry Model

Gaussian Copula (Bivariate) Distribution

Plackett's Bivariate Copula Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

Body Mass Index of New Zealand Adults Data

Borel-Tanner Distribution Family Function

Clayton Copula (Bivariate) Distribution

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Analysis of Deviance for Vector Generalized Linear Model Fits

Auckland University Undergraduate Counts Data

Frank's Bivariate Distribution Family Function

The Benini Distribution

Fitting Constrained Additive Ordination (CAO)

Control Function for RR-VGAMs (CAO)

Beta Distribution of the Second Kind

Cauchit Link Function

Ali-Mikhail-Haq Bivariate Distribution

Clayton Copula (Bivariate) Family Function

Frank's Bivariate Distribution

Bivariate Normal Distribution Cumulative Distribution Function

Cauchy Distribution Family Function

Gaussian Copula (Bivariate) Family Function

Binomial Family Function

Cumulative Distribution Function for LMS Quantile Regression

Censored Gumbel Distribution

Bivariate Normal Distribution Family Function

Bivariate Probit Model (Family Function)

calibrate-methods

Calibration for Constrained Regression Models

Bivariate Probit Model

Model Calibrations

Plackett's Bivariate Copula

Biplot of Constrained Regression Models

Cardioid Distribution

Inputting Data to fit a Bradley Terry Model

Bivariate Student-t Family Function

Cardioid Distribution Family Function

Corbet's Butterfly Data

Bivariate Student-t Distribution Cumulative Distribution Function

Crashes on New Zealand Roads in 2009

Ordinal Regression with Continuation Ratios

calibrate.qrrvglm

Calibration for CQO and CAO models

Expectiles-Normal

Expectiles of the Normal Distribution

Bradley Terry Model With Ties

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Fitting Constrained Quadratic Ordination (CQO)

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

Censored Normal Distribution

Chi-squared Distribution

Redirects the User to rrvglm()

Censored Poisson Family Function

Extract Model Coefficients of a vgam() Object

Extract Model Coefficients

Chest Pain in NZ Adults Data

Cystic Fibrosis Data

Dagum Distribution Family Function

Ordinal Regression with Cumulative Probabilities

Chinese Population in New Zealand 1867--2001 Data

Error Function, and variants

Relative Frequencies of Serum Proteins in White Pekin Ducklings

Redirects the user to cqo

Expectiles-Exponential

Expectiles of the Exponential Distribution

Erlang Distribution

Exponential Distribution

Exponential Logarithmic Distribution Family Function

Differenced Zeta Distribution

Model Formulae and Term Names for VGLMs

Fitting a Dirichlet Distribution

The Exponential Geometric Distribution

The Exponential Integral and Variants

Complementary Log-log Link Function

The Felix Distribution

Exponentiated Exponential Distribution

Frechet Distribution Family Function

Breathlessness and Wheeze Amongst Coalminers Data

F Distribution Family Function

Exponential Geometric Distribution Family Function

concoef-methods

Constrained (Canonical) Coefficients

Extract Model Constrained/Canonical Coefficients

Confidence Intervals for Parameters of VGLMs

The Dagum Distribution

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

Family Function Name

Constraint Matrices

Exponential Link Function

Felix Distribution Family Function

Mortality of Flour Beetles from Carbon Disulphide

Density Plot for LMS Quantile Regression

Response Variable Extracted

The Folded-Normal Distribution

Folded Normal Distribution Family Function

Residual Degrees-of-Freedom

The Exponential Logarithmic Distribution

2-parameter Gamma Distribution

Differenced Zeta Distribution Family Function

Folded Square Root Link Function

GARMA (Generalized Autoregressive Moving-Average) Models

The Frechet Distribution

Generalized Beta Distribution of the Second Kind

Gamma Hyperbola Bivariate Distribution

Fitting a Dirichlet-Multinomial Distribution

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

Fitting a Dirichlet-Multinomial Distribution

double.cens.normal

Univariate Normal Distribution with Double Censoring

Generalized Poisson distribution

double.expbinomial

Double Exponential Binomial Distribution Family Function

Exponentiated Exponential Distribution

Expectiles-Uniform

Expectiles of the Uniform Distribution

Creates a Matrix of Appropriate Dimension

Toxicity trial for insects

Exponential Poisson Distribution Family Function

The Exponential Poisson Distribution

Generalized Extreme Value Distribution Family Function

Generalized Rayleigh Distribution Family Function

Fisher's Z Link Function

The Generalized Extreme Value Distribution

Log Link Function with an Offset

Grain Prices Data in USA

The Generalized Gamma Distribution

Fisk Distribution family function

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

The Generalized Poisson Distribution

The Fisk Distribution

Identity Link Function

Huber's Least Favourable Distribution Family Function

1-parameter Gamma Distribution

Fitted Values of a VLM object

One-Altered Zeta Distribution

2-parameter Gamma Distribution

Huber's Least Favourable Distribution

Gumbel Distribution Family Function

The Generalized Beta II Distribution

General Electric and Westinghouse Data

Generalized Gamma distribution family function

Gamma-Ordinal Link Function

Inverse Binomial Distribution Family Function

The Generalized Rayleigh Distribution

Geometric (Truncated and Untruncated) Distributions

Generalized Pareto Distribution Family Function

The Gompertz Distribution

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

The Gumbel-II Distribution

The Generalized Pareto Distribution

The Gumbel Distribution

get.smart.prediction

Retrieves ``.smart.prediction''

Inverse Gaussian Distribution Family Function

Inverse Lomax Distribution Family Function

Gumbel-II Distribution Family Function

Log-gamma Distribution Family Function

Hauck-Donner Effects: A Detection Test for Wald Tests

Haight's Zeta Distribution

Lerch Phi Function

Hat Values and Regression Deletion Diagnostics

Complementary-log Link Function

Hyperbolic Secant Distribution Family Function

Haight's Zeta Family Function

Hunua Ranges Data

One-truncated Poisson Distribution

Gompertz Distribution Family Function

The Perks Distribution

The Log-Gamma Distribution

Kumaraswamy Distribution Family Function

Zero Constraint Matrices

Hormone Assay Data

Laplace Distribution

Inv.paralogistic

The Inverse Paralogistic Distribution

Hunting Spider Data

1-parameter Gamma Distribution

The Inverse Lomax Distribution

Does the Fitted Object Suffer from a Known Bug?

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

Lognormal Distribution

Latent Variables

inv.paralogistic

Inverse Paralogistic Distribution Family Function

The Kumaraswamy Distribution

Annual catches on Lake Otamangakau from October 1974 to October 1989

Link Functions for VGLMs

Logit Link Function

Levy Distribution Family Function

Mean Excess Plot

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

Acute Myelogenous Leukemia Survival Data

The Laplace Distribution

Loglinear Model for Two Binary Responses

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

The Lindley Distribution

Positive Poisson Distribution Family Function

Hypergeometric Family Function

Kendall's Tau Statistic

Logarithmic Distribution

Marginal Effects for Several Categorical Response Models

Leipnik Distribution Family Function

The Makeham Distribution

Loglinear Model for Three Binary Responses

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

Index from Array to Matrix

Log-Laplace and Logit-Laplace Distribution Family Functions

Parallelism Constraint Matrices

Lomax Distribution Family Function

Michaelis-Menten Model

LMS Quantile Regression with a Box-Cox Transformation to Normality

Generalized Beta Distribution Family Function

The Lambert W Function

Multinomial Logit Model

Logistic Distribution Family Function

The Log-Laplace Distribution

Logarithmic Distribution

Positive-Poisson Distribution

Logarithms with an Unit Offset and Exponential Term

Log Link Function, and Variants

Oxford Temperature Data

logitoffsetlink

Logit-with-an-Offset Link Function

Latent Variable Plot for RR-VGLMs

The Paralogistic Distribution

One-Altered Logarithmic Distribution

Test For a Smart Object

Makeham Distribution Family Function

log F Distribution

Latent Variable Plot

The Maxwell Distribution

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

The Lomax Distribution

Latent Variable Plot for QO models

The Generalized Beta Distribution (Libby and Novick, 1982)

Mixture of Two Univariate Normal Distributions

Log-log Link Function

Low-iron Rat Teratology Data

One-Altered Logarithmic Distribution

Negative Binomial-Ordinal Link Function

Maxwell Distribution Family Function

Machinists Accidents

Extract Log-likelihood for VGLMs/VGAMs/etc.

Minimizing the L-q norm Family Function

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

One-Altered Logarithmic Distribution

Likelihood Ratio Test of Nested Models

Melbourne Daily Maximum Temperatures

McCullagh (1989) Distribution Family Function

Likelihood Ratio Test Statistics Evaluated at the Null Values

Multi-logit Link Function

Upper Record Values from a Univariate Normal Distribution

plotvgam.control

Control Function for plotvgam()

One-Inflated Zeta Distribution

Construct the Model Frame of a VLM Object

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

One-truncated Positive-Poisson Distribution

Mixture of Two Exponential Distributions

One-Altered Logarithmic Distribution

One-inflated Logarithmic Distribution Family Function

New Zealand Marital Data

One-inflated Zipf Distribution Family Function

The Poisson Lognormal Distribution

Quantile Plot for LMS Quantile Regression

Pareto(IV/III/II) Distribution Family Functions

Number of Parameters

Model Diagnostic Plots for QRR-VGLMs

One-Inflated Positive Binomial Distribution Family Function

Quantile Plot for Gumbel Regression

model.matrixvlm

Construct the Design Matrix of a VLM Object

Nakagami Distribution Family Function

One-truncated Zeta Distribution Family Function

Negative Binomial Distribution Family Function

Paralogistic Distribution Family Function

Positive Normal Distribution Family Function

Nakagami Distribution

Predict Method for a VGLM fit

One-Inflated Zipf Distribution

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

The Singh-Maddala Distribution

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Poisson-Ordinal Link Function

Zero-Inflated Negative Binomial Distribution

Mixture of Two Poisson Distributions

Positive-Geometric Distribution

Default VGAM Plotting

One-Altered Positive-Poisson Distribution

One-inflated Zeta Distribution Family Function

One-Inflated Positive Poisson Distribution

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Probability Plots for Categorical Data Analysis

Pneumoconiosis in Coalminers Data

Negative Binomial Canonical Link Function

Residuals for a VGLM fit

One-inflated Positive Poisson Distribution Family Function

Predict Method for a CQO fit

Pregnant Rats Toxological Experiment Data

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

Rice Distribution Family Function

Ordinal Poisson Family Function

2008 and 2012 Summer Olympic Final Medal Count Data

Class ``vglmff''

Summarizing Vector Generalized Linear Model Fits

One-Inflated Logarithmic Distribution

von Mises Distribution Family Function

Ordinal Superiority Measures

One-Inflated Positive Binomial Distribution

Perks Distribution Family Function

Wald Test Statistics Evaluated at the Null Values

One-truncated Logarithmic Distribution

Univariate Normal Distribution as a Varying-Coefficient Model

One-truncated Zeta Distribution

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Power Link Function

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

The Rayleigh Distribution

Simplex Distribution Family Function

Class ``rrvglm''

Rutherford-Geiger Polonium Data

Yellow-bellied Prinia

The Two-stage Sequential Binomial Distribution Family Function

Positive Bernoulli Family Function with Time Effects

undocumented-methods

Undocumented Methods Functions

Cleans Up After Smart Prediction

Rayleigh Distribution Family Function

Singh-Maddala Distribution Family Function

Summarizing Vector Generalized Additive Model Fits

Perspective plot for QRR-VGLMs

Smart Prediction Setup

Prentice (1974) Log-gamma Distribution

A Short-tailed Symmetric Distribution

Pareto and Truncated Pareto Distribution Family Functions

One-truncated Logarithmic Distribution

Positive-Negative Binomial Distribution

Poisson Family Function

Control Function for vglm()

Positive Negative Binomial Distribution Family Function

Quasi-variances Extraction Function

Plots for VGLMs

Upper Record Values from a 1-parameter Exponential Distribution

Probit Link Function

The Pareto(IV/III/II) Distributions

Summarizing Penalized Vector Generalized Additive Model Fits

Toxoplasmosis Data

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

Skew-Normal Distribution

Derivatives of the Incomplete Gamma Integral

Student t Distribution

The Topp-Leone Distribution

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

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

Defining Smooths in VGAM Formulas

Positive Bernoulli Family Function with Behavioural Effects

Trajectory Plot

Poisson Points Distribution

Positive-Binomial Distribution

Rao's Score Test Statistics Evaluated at the Null Values

Defining O'Sullivan Spline Smooths in VGAM Formulas

Positive Binomial Distribution Family Function

Plotting Functions for 'profile' Objects

Venice Maximum Sea Levels Data

smart.expression

S Expression for Smart Functions

Zero-Altered Binomial Distribution

The Zero/One-Inflated Beta Distribution

Reciprocal Link Function

Slash Distribution Family Function

Topp-Leone Distribution Family Function

Positive Bernoulli Sequence Model

Zero-Inflated Binomial Distribution Family Function

Return Level Plot for GEV Fits

Reciprocal Inverse Gaussian distribution

Triangle Distribution Family Function

Rhobit Link Function

Determine What Mode the Smart Prediction is In

Zero-Altered Geometric Distribution

Wald Distribution Family Function

Zero-Altered Binomial Distribution

Zero-Inflated Poisson Distribution Family Function

The Zeta Distribution

The Positive-Normal Distribution

Scaled Student t Distribution with 2 df Family Function

Expectiles-sc.t2

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

Yeo-Johnson Transformation

Trivariate Normal Distribution Density and Random Variates

The Truncated Pareto Distribution

Trajectory plot for QRR-VGLMs

Zero-Altered Geometric Distribution

Zero- and One-Inflated Beta Distribution Family Function

Method for Profiling vglm Objects

Skellam Distribution Family Function

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

The Skellam Distribution

Univariate Skew-Normal Distribution Family Function

The Dirichlet distribution

The Rice Distribution

Short-tailed Symmetric Distribution Family Function

Control Function for rrvglm()

The Tobit Distribution

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Proportional Odds Model for Ordinal Regression

Zeta Distribution Family Function

Prior and Working Weights of a VGLM fit

Defining Penalized Spline Smooths in VGAM Formulas

University California Berkeley Graduate Admissions

The Triangle Distribution

Constrained Quadratic Ordination

Ordinal Regression with Stopping Ratios

Zero-Inflated Geometric Distribution Family Function

Weibull Distribution Family Function

Simplex Distribution

Vector Cubic Smoothing Spline

Simulate Responses for VGLMs and VGAMs

Zero-Inflated Geometric Distribution

Trivariate Normal Distribution Family Function

Fitting Vector Generalized Linear Models

Smart Prediction

Zero-Inflated Binomial Distribution

Zero-Altered Poisson Distribution

Control Function for vgam()

Zero-Altered Poisson Distribution

Zero-Altered Negative Binomial Distribution

Univariate Normal Distribution

Fitting Vector Generalized Additive Models

Weibull Distribution Family Function, Parameterized by the Mean

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

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Bitterness in Wine Data

Slash Distribution

Zero-Inflated Negative Binomial Distribution Family Function

Yule-Simon Family Function

Truncated Weibull Distribution Family Function

Waitakere Ranges Data

The zero Argument in VGAM Family Functions

Yule-Simon Distribution

Zipf Distribution Family Function

Zero-Inflated Poisson Distribution

Zero-Altered Negative Binomial Distribution

Riemann's Zeta Function

The Zipf Distribution