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VGAM (version 1.1-4)

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

1.1-4

License

GPL-3

Maintainer

Last Published

October 23rd, 2020

Functions in VGAM (1.1-4)

Akaike's Information Criterion

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

The AR-1 Autoregressive Process

Bayesian Information Criterion

Autoregressive Process with Order-1 Family Function

The ABO Blood Group System

The AB-Ab-aB-ab Blood Group System

The A1A2A3 Blood Group System

Computes Model Coefficients and Quantities

The AA-Aa-aa Blood Group System

The Inverse Gaussian Distribution

Extract Model Coefficients for VLM Objects

Influence Function (S4 generic) of a Fitted Model

CommonVGAMffArguments

Common VGAM Family Function Arguments

Table 1 of Huggins (1989)

The Pareto Distribution

aux.posbernoulli.t

Auxiliary Function for the Positive Bernoulli Family Function with Time Effects

Auckland University Undergraduate Counts Data

Coef.rrvglm-class

Class ``Coef.rrvglm''

Coef.qrrvglm-class

Class ``Coef.qrrvglm''

Quasi-variances Preprocessing Function

The Bell Series of Integers

The Beta-Geometric Distribution

R-squared for Latent Variable Models

Link functions for VGLM/VGAM/etc. families

Frank's Bivariate Distribution

The Bell Distribution

Beta-geometric Distribution Family Function

Create a Survival Object

Benford's Distribution

V1 Flying-Bombs Hits in London

Returns Important Matrices etc. of a RR-VGLM Object

Bell Distribution Family Function

The Beta-Normal Distribution

The MNSs Blood Group System

Bivariate Gamma: McKay's Distribution

V2 Missile Hits in London

Ordinal Regression with Adjacent Categories Probabilities

Vector Generalized Linear and Additive Models and Associated Models

Bacon and Eggs Data

Asymmetric Least Squares Quantile Regression

Data on Back Pain Prognosis, from Anderson (1984)

Clayton Copula (Bivariate) Family Function

Exponential Regression by Asymmetric Maximum Likelihood Estimation

Clayton Copula (Bivariate) Distribution

Bivariate Binary Regression with an Odds Ratio

Altered, Inflated and Truncated Values in GAIT Regression

Bradley Terry Model

Bivariate Probit Model (Family Function)

Cardioid Distribution

Inputting Data to fit a Bradley Terry Model

Binomial Logistic Regression by Asymmetric Maximum Likelihood Estimation

Control Function for RR-VGAMs (CAO)

The Beta-Prime Distribution

The Dagum Distribution

Returns Important Matrices etc. of a QO Object

Dagum Distribution Family Function

double.cens.normal

Univariate Normal Distribution with Double Censoring

Bivariate Logistic Distribution Family Function

Gumbel's Type I Bivariate Distribution Family Function

Mark the Baseline of Row and Column on a Matrix data

Bivariate Logistic Distribution

Gaussian Copula (Bivariate) Family Function

Ali-Mikhail-Haq Distribution Family Function

Truncated Values for the GT-Expansion Method

Asymmetric Laplace Distribution Family Functions

The Laplace Distribution

Bivariate Probit Model

Beta-binomial Distribution Family Function

The Two-parameter Beta Distribution Family Function

Beta Distribution of the Second Kind

The Birnbaum-Saunders Distribution

Seemingly Unrelated Regressions Family Function

Binomial Family Function

Utility Functions for the VGAM Package

Gaussian Copula (Bivariate) Distribution

The Two-parameter Beta Distribution Family Function

Bivariate Binary Regression with an Odds Ratio (Family Function)

Analysis of Deviance for Vector Generalized Linear Model Fits

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

Poisson Regression by Asymmetric Maximum Likelihood Estimation

Takeuchi's Information Criterion

Bivariate Student-t Distribution Cumulative Distribution Function

Ali-Mikhail-Haq Bivariate Distribution

Body Mass Index of New Zealand Adults Data

double.expbinomial

Double Exponential Binomial Distribution Family Function

Expectiles-Uniform

Expectiles of the Uniform Distribution

Exponentiated Exponential Distribution

Model Calibrations

Family Function Name

Borel-Tanner Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution

Bivariate Student-t Family Function

Felix Distribution Family Function

Farlie-Gumbel-Morgenstern's Bivariate Distribution Family Function

Bradley Terry Model With Ties

calibrate.qrrvglm

Calibration for CQO and CAO models

Bivariate Normal Distribution Family Function

Frechet Distribution Family Function

Benini Distribution Family Function

Generalized Poisson Distribution (Original Parameterization)

The Frechet Distribution

Gamma Hyperbola Bivariate Distribution

GARMA (Generalized Autoregressive Moving-Average) Models

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

Bivariate Normal Distribution Cumulative Distribution Function

Grain Prices Data in USA

The Borel-Tanner Distribution

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

Biplot of Constrained Regression Models

calibrate.rrvglm.control

Control Function for CLO (RR-VGLM) Calibration

Censored Poisson Family Function

Fitting Constrained Additive Ordination (CAO)

The Benini Distribution

Breathlessness and Wheeze Amongst Coalminers Data

Birnbaum-Saunders Distribution Family Function

Ordinal Regression with Continuation Ratios

The Beta-Binomial Distribution

Bivariate Farlie-Gumbel-Morgenstern Exponential Distribution Family Function

calibrate-methods

Calibration for Constrained Regression Models

Cardioid Distribution Family Function

Beta-binomial Distribution Family Function

Extract Model Coefficients of a vgam() Object

Ordinal Regression with Cumulative Probabilities

Cauchy Distribution Family Function

has.interceptvlm

Has a Fitted VGLM Got an Intercept Term?

Cumulative Distribution Function for LMS Quantile Regression

Kendall's Tau Statistic

Haight's Zeta Distribution

Zero Constraint Matrices

Haight's Zeta Family Function

Extract Log-likelihood for VGLMs/VGAMs/etc.

Redirects the user to cqo

Cauchit Link Function

Logarithmic Distribution

Cystic Fibrosis Data

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

Logarithmic Distribution

Latent Variable Plot

Complementary-log Link Function

Latent Variable Plot for QO models

Chest Pain in NZ Adults Data

Crashes on New Zealand Roads in 2009

Fitting Constrained Quadratic Ordination (CQO)

McCullagh (1989) Distribution Family Function

Extract Model Coefficients

Melbourne Daily Maximum Temperatures

concoef-methods

Constrained (Canonical) Coefficients

Frank's Bivariate Distribution Family Function

Fitting a Dirichlet-Multinomial Distribution

Mixture of Two Univariate Normal Distributions

Mixture of Two Poisson Distributions

Differenced Zeta Distribution

Expectiles-Normal

Expectiles of the Normal Distribution

Fitting a Dirichlet-Multinomial Distribution

Plackett's Bivariate Copula

calibrate.qrrvglm.control

Control Function for CQO/CAO Calibration

Plackett's Bivariate Copula Family Function

Exponential Logarithmic Distribution Family Function

calibrate.rrvglm

Calibration for CLO models (RR-VGLMs)

Relative Frequencies of Serum Proteins in White Pekin Ducklings

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

Exponential Distribution

The Exponential Integral and Variants

Redirects the User to rrvglm()

Density Plot for LMS Quantile Regression

Extended log-F Distribution

The Felix Distribution

The Exponential Geometric Distribution

Complementary Log-log Link Function

Corbet's Butterfly Data

Residual Degrees-of-Freedom

Response Variable Extracted

Constraint Matrices

Fitting a Dirichlet Distribution

Creates a Matrix of Appropriate Dimension

Toxicity trial for insects

The Fisk Distribution

2-parameter Gamma Regression Family Function

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

Fitted Values of a VLM object

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

2-parameter Gamma Regression Family Function

Generalized Rayleigh Distribution Family Function

Censored Gumbel Distribution

Generalized Poisson Regression (GP-2 Parameterization)

Nakagami Distribution

Error Function, and variants

Extended log-F Distribution Family Function

Erlang Distribution

Nakagami Regression Family Function

F Distribution Family Function

The Exponential Logarithmic Distribution

Fisher's Z Link Function

Exponential Link Function

Fixing a Quantile Regression having Crossing

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

The Folded-Normal Distribution

Folded Normal Distribution Family Function

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

Mortality of Flour Beetles from Carbon Disulphide

Censored Normal Distribution

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

Fisk Distribution family function

Generalized Pareto Distribution Regression Family Function

The Generalized Extreme Value Distribution

The Generalized Pareto Distribution

Inverse Gaussian Distribution Family Function

Generalized Extreme Value Regression Family Function

Inverse Binomial Distribution Family Function

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

Hat Values and Regression Deletion Diagnostics

1-parameter Gamma Distribution

Latent Variables

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

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

Hauck-Donner Effects: A Detection Test for Wald Tests

Leipnik Regression Family Function

Oxford Temperature Data

Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

Generalized Gamma Distribution

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

The Generalized Rayleigh Distribution

1-parameter Gamma Regression Family Function

Chinese Population in New Zealand 1867--2001 Data

Perks Distribution Family Function

Paralogistic Distribution Family Function

Generalized Gamma distribution family function

Geometric (Truncated and Untruncated) Distributions

Hypergeometric Family Function

Generalized Poisson Regression (Original Parameterization)

Gompertz Distribution

Hyperbolic Secant Regression Family Function

Generalized Poisson Regression (GP-1 Parameterization)

Makeham Regression Family Function

log F Distribution

Gumbel Regression Family Function

The Makeham Distribution

Gamma-Ordinal Link Function

The Perks Distribution

Huber's Least Favourable Distribution

Gumbel-II Regression Family Function

posbernoulli.tb

Positive Bernoulli Family Function with Time and Behavioural Effects

Chi-squared Distribution

Hauck-Donner Effects: Severity Measures

The Inverse Lomax Distribution

Hormone Assay Data

Proportional Odds Model for Ordinal Regression

Method for Profiling vglm Objects

Inverse Lomax Distribution Family Function

Positive Binomial Distribution Family Function

Hunua Ranges Data

Lerch Phi Function

Michaelis-Menten Model

Extract Model Constrained/Canonical Coefficients

Mean Excess Plot

Rice Distribution Family Function

Multi-logit Link Function

Confidence Intervals for Parameters of VGLMs

inv.paralogistic

Inverse Paralogistic Distribution Family Function

Multinomial Logit Model

Hunting Spider Data

Acute Myelogenous Leukemia Survival Data

LMS Quantile Regression with a Yeo-Johnson Transformation to Normality

The Laplace Distribution

Laplace Regression Family Function

Parallelism Constraint Matrices

Huber's Least Favourable Distribution Family Function

The Singh-Maddala Distribution

Expectiles-sc.t2

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

Scaled Student t Distribution with 2 df Family Function

Test For a Smart Object

Reciprocal Inverse Gaussian distribution

Inv.paralogistic

The Inverse Paralogistic Distribution

Plotting the GAIT Combo Density

Skellam Distribution Family Function

Link Functions for VGLMs

Differenced Zeta Distribution Family Function

Generalized Beta Distribution Family Function

Logarithms with an Unit Offset and Exponential Term

The Kumaraswamy Distribution

The Log-Laplace Distribution

Kumaraswamy Regression Family Function

Lognormal Distribution

logitoffsetlink

Logit-with-an-Offset Link Function

Log-log and Log-log-log Link Functions

Expectiles-Exponential

Expectiles of the Exponential Distribution

New Zealand Marital Data

Marginal Effects for Several Categorical Response Models

Plotting the GAIT Combo Density from a GAIT Regression Object

Univariate Skew-Normal Distribution Family Function

Empirical Cumulative Distribution Function

model.matrixvlm

Construct the Design Matrix of a VLM Object

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

Exponential Geometric Distribution Family Function

Exponentiated Exponential Distribution

Slash Distribution Family Function

Toxoplasmosis Data

The Topp-Leone Distribution

Venice Maximum Sea Levels Data

Plotting Functions for 'profile' Objects

Tobit Regression

A Short-tailed Symmetric Distribution

Model Diagnostic Plots for QRR-VGLMs

Zero-Altered Binomial Distribution

von Mises Distribution Family Function

Default VGAM Plotting

The Lindley Distribution

The Generalized Beta Distribution (Libby and Novick, 1982)

Zero-Altered Geometric Distribution

Log-gamma Distribution Family Function

Low-iron Rat Teratology Data

Zero-Altered Poisson Distribution

The zero Argument in VGAM Family Functions

Loglinear Model for Three Binary Responses

Exponential Poisson Distribution Family Function

LMS Quantile Regression with a Box-Cox Transformation to Normality

The Exponential Poisson Distribution

Likelihood Ratio Test Statistics Evaluated at the Null Values

Zero-Inflated Negative Binomial Distribution Family Function

Loglinear Model for Two Binary Responses

Likelihood Ratio Test of Nested Models

Maxwell Regression Family Function

Log Link Function, and Variants

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

Log-Laplace and Logit-Laplace Distribution Family Functions

The Lomax Distribution

Negative Binomial Distribution Family Function

Folded Square Root Link Function

negbinomial.size

Negative Binomial Distribution Family Function With Known Size

Positive-Geometric Distribution

The Paralogistic Distribution

Predict Method for a VGLM fit

Positive Negative Binomial Distribution Family Function

plotvgam.control

Control Function for plotvgam()

The Zero/One-Inflated Beta Distribution

Ordinal Superiority Measures

Ordinal Poisson Family Function

The Maxwell Distribution

Minimizing the L-q norm Family Function

Control Function for rrvglm()

Prentice (1974) Log-gamma Distribution

Upper Record Values from a Univariate Normal Distribution

Upper Record Values from a 1-parameter Exponential Distribution

Poisson Points Distribution

The Rice Distribution

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

Rhobit Link Function

Machinists Accidents

Model Formulae and Term Names for VGLMs

Latent Variable Plot for RR-VGLMs

Mixture of Two Exponential Distributions

Special Values or Quantities in a Fitted Object

Pareto(IV/III/II) Distribution Family Functions

The Skellam Distribution

Predict Method for a CQO fit

rrvglm.optim.control

Control Function for rrvglm() Calling optim()

Pregnant Rats Toxological Experiment Data

Skew-Normal Distribution

The Generalized Beta II Distribution

Univariate Normal Distribution as a Varying-Coefficient Model

Generalized Beta Distribution of the Second Kind

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

Ordinal Regression with Stopping Ratios

plotqtplot.lmscreg

Quantile Plot for LMS Quantile Regression

2008 and 2012 Summer Olympic Final Medal Count Data

Trivariate Normal Distribution Family Function

notdocumentedyet

Undocumented and Internally Used Functions and Classes

Number of Parameters

Trivariate Normal Distribution Density and Random Variates

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

undocumented-methods

Undocumented Methods Functions

University California Berkeley Graduate Admissions

Rayleigh Regression Family Function

Derivatives of the Incomplete Gamma Integral

Poisson Regression

Vector Cubic Smoothing Spline

Perspective plot for QRR-VGLMs

The Poisson Lognormal Distribution

Rayleigh Distribution

get.smart.prediction

Retrieves ``.smart.prediction''

General Electric and Westinghouse Data

Reciprocal Link Function

The Positive-Normal Distribution

Gompertz Regression Family Function

The Gumbel-II Distribution

Waitakere Ranges Data

Yule-Simon Distribution

Residuals for a VGLM fit

The Gumbel Distribution

Identity Link Function

Index from Array to Matrix

Quantile Crossing Detection

Does the Fitted Object Suffer from a Known Bug?

Pneumoconiosis in Coalminers Data

Plots for VGLMs

Zero-Altered Binomial Distribution

Positive Normal Distribution Family Function

Zero-Altered Negative Binomial Distribution

Zero-Altered Poisson Distribution

Zero-Inflated Negative Binomial Distribution

qrrvglm.control

Control Function for QRR-VGLMs (CQO)

The Lambert W Function

Zero-Inflated Geometric Distribution Family Function

Annual catches on Lake Otamangakau from October 1974 to October 1989

Levy Distribution Family Function

Quantile Plot for Gumbel Regression

The Log-Gamma Distribution

The Tobit Distribution

Rounding of Numbers to Base 2

Positive Poisson Distribution Family Function

The Truncated Pareto Distribution

Nested Reduced-rank Autoregressive Models for Multiple Time Series

Truncated Weibull Distribution Family Function

Topp-Leone Distribution Family Function

Control Function for vgam()

Probability Plots for Categorical Data Analysis

Power Link Function

Rao's Score Test Statistics Evaluated at the Null Values

Fitting Vector Generalized Additive Models

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

Hauck-Donner Effects: Segmented Lines Plot

Weibull Distribution Family Function, Parameterized by the Mean

Logit Link Function

Logistic Distribution Family Function

The Two-stage Sequential Binomial Distribution Family Function

Quantile Plot for LMS Quantile Regression

Choose a model by AIC in a Stepwise Algorithm

Weibull Distribution Family Function

Smart Prediction Setup

Defining Penalized Spline Smooths in VGAM Formulas

smart.expression

S Expression for Smart Functions

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

Student t Distribution

Yule-Simon Family Function

Log Link Function with an Offset

Construct the Model Frame of a VLM Object

Lomax Distribution Family Function

Quasi-variances Extraction Function

The Triangle Distribution

model.matrixqrrvglm

Construct the Model Matrix of a QRR-VGLM Object

Rutherford-Geiger Polonium Data

Triangle Distribution Family Function

Singh-Maddala Distribution Family Function

Defining Smooths in VGAM Formulas

Slash Distribution

Zero-Altered Geometric Distribution

Zero-Altered Negative Binomial Distribution

Simulate Responses for VGLMs and VGAMs

Zero-Inflated Poisson Distribution Family Function

Zero- and One-Inflated Beta Distribution Family Function

Cleans Up After Smart Prediction

Defining O'Sullivan Spline Smooths in VGAM Formulas

Summarizing Penalized Vector Generalized Additive Model Fits

Zero-Inflated Binomial Distribution

Trajectory Plot

Summarizing Vector Generalized Additive Model Fits

Yeo-Johnson Transformation

Zeta Distribution Family Function

Zero-Inflated Binomial Distribution Family Function

Negative Binomial-Ordinal Link Function

Negative Binomial Canonical Link Function

Zero-Inflated Geometric Distribution

The Pareto(IV/III/II) Distributions

Pareto and Truncated Pareto Distribution Family Functions

Trajectory plot for QRR-VGLMs

pgamma.deriv.unscaled

Derivatives of the Incomplete Gamma Integral (Unscaled Version)

Fitting Vector Generalized Linear Models

plotdeplot.lmscreg

Density Plot for LMS Quantile Regression

Poisson-Ordinal Link Function

Positive Bernoulli Sequence Model

Positive Bernoulli Family Function with Behavioural Effects

Positive Bernoulli Family Function with Time Effects

Control Function for vglm()

The Dirichlet distribution

Yellow-bellied Prinia

Probit Link Function

Constrained Quadratic Ordination

Return Level Plot for GEV Fits

Class ``vglmff''

Zipf Distribution Family Function

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

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

Class ``rrvglm''

Simplex Distribution

Simplex Distribution Family Function

The Zipf Distribution

Determine What Mode the Smart Prediction is In

Smart Prediction

Summarizing Vector Generalized Linear Model Fits

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

Short-tailed Symmetric Distribution Family Function

Wald Test Statistics Evaluated at the Null Values

Univariate Normal Distribution

Wald Distribution Family Function

Bitterness in Wine Data

Riemann's Zeta Function

Prior and Working Weights of a VGLM fit

The Zeta Distribution

The Zipf-Mandelbrot Distribution

Zero-Inflated Poisson Distribution