notDocumentedYetVGAMextra

ARpEIM.G2

MAqEIM.G2

ARMA.EIM.G2

rINGARCH

combVGAMextra

arwzTS

typeTS

responseVGAMex

execute.PIT

 .onAttach 

vgamextraNEWS

con.est.s2l

pVal.KPSS.test

poissonTSff

ARMAX.GARCHff

NegBinomTSff

VGLM.INGARCHff

yulesimonTSff

logarithmicTSff

dARp

dMAq

dARMA

rAR.GARCH

VARff.control

ARXff.control

MAXff.control

MVNcov.control

ARMAXff.control

ARIMAXff.control

poissonTSff.control

NegBinomTSff.control

yulesimonTSff.control

ARMAX.GARCHff.control

ECM.EngleGran.control

VGLM.INGARCHff.control

trinormalCovff.control

trunclognormal.control

logarithmicTSff.control

ARIMAX.errors.ff.control

ARMA.studentt.ff.control

quick.check.coeffs

interleaveArray.VGAMextra


  
<p>Those functions not documented yet in 
  <span class="pkg">VGAMextra</span> are aliased to this file.</p>

Extending the functionalities of the 'VGAM' package with
additional functions and datasets. At present, 'VGAMextra'
comprises new family functions (ffs) to estimate several time
series models by maximum likelihood using Fisher scoring,
unlike popular packages in CRAN relying on optim(), including
ARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non-
seasonal), the Order-(p) VAR model, error correction models
for cointegrated time series, and ARMA-structures with Student-t
errors. For independent data, new ffs to estimate the inverse-
Weibull, the inverse-gamma, the generalized beta of the second
kind and the general multivariate normal distributions are
available. In addition, 'VGAMextra' incorporates new VGLM-links
for the mean-function, and the quantile-function (as an alternative
to ordinary quantile modelling) of several 1-parameter distributions,
that are compatible with the class of VGLM/VGAM family functions.
Currently, only fixed-effects models are implemented. All functions
are subject to change; see the NEWS for further details on the
latest changes.

notDocumentedYetVGAMextra: Not-documented functions and classes in VGAMextra

Description

Arguments

Value

Author

Details