Dear useRs,
upon request, the VGAM package (currently version 0.7-1) has been
officially released on CRAN (the package has been at my website
http://www.stat.auckland.ac.nz/~yee/VGAM for a number of years now).
VGAM implements a general framework for several classes of
regression models using iteratively reweighted least squares
(IRLS). The key ideas are Fisher scoring, generalized linear
and additive models, IRLS and vector smoothing. It is a large R
package that fits many models and distributions, usually by maximum
likelihood estimation. See below for a partial listing, or better,
http://www.stat.auckland.ac.nz/~yee/VGAM/doc/VGAMrefcard.pdf. Some
broad categories are categorical data analysis, LMS quantile regression,
extreme value models, univariate and continuous distributions.
The package is under continual development and definitely not complete
yet. Until then it should probably be considered 'alpha software'.
Nothing
is cast in iron yet, so please expect lots of changes if you use it. I
hope to add more functionality to certain parts of the package, especially
relating to inference and model selection, soon.
Re. support, this is minimal. I first have to apologize that it won't be
possible for me to answer every e-mail I receive. Sorry about this. If you
use VGAM please consult the online help plus the incomplete documentation
found at my website. Additionally, other technical details can be found
in the journal articles. On the positive side, a monographs is in the
making, however it is expected to be finished in quite a while :)
Suggestions, bug reports and other comments are very welcome.
Best regards,
Thomas Yee
Thomas W. Yee, Telephone: 64-9-3737599 extn 86857
Department of Statistics, Fax: 64-9-3737000 or 3677149
University of Auckland, E-mail: t.yee at auckland.ac.nz
Private Bag 92019,
Auckland 1001, New Zealand.
Information on package 'VGAM'
Description:
Package: VGAM
Version: 0.7-1
Date: 2006-10-24
Title: Vector Generalized Linear and Additive Models
Author: Thomas W. Yee <t.yee at auckland.ac.nz>
Maintainer: Thomas Yee <t.yee at auckland.ac.nz>
Depends: R (>= 2.4.0), splines, methods, stats, stats4
Description: Vector generalized linear and additive models, and
associated models (Reduced-Rank VGLMs, Quadratic
RR-VGLMs, Reduced-Rank VGAMs). This package fits many
models and distribution by maximum likelihood estimation
(MLE) or penalized MLE. Also fits constrained ordination
models in ecology.
URL: http://www.stat.auckland.ac.nz/~yee/VGAM
Index:
AA.Aa.aa The AA-Aa-aa Blood Group System
AB.Ab.aB.ab The AB-Ab-aB-ab Blood Group System
AB.Ab.aB.ab2 The AB-Ab-aB-ab2 Blood Group System
ABO The ABO Blood Group System
acat Ordinal Regression with Adjacent Categories
Probabilities
benini Benini Distribution Family Function
betaII Beta Distribution of the Second Kind
betabin.ab Beta-binomial Distribution Family Function
betabinomial Beta-binomial Distribution Family Function
betaff The 2-parameter Beta Distribution Family Function
betageometric Beta-geometric Distribution Family Function
betaprime The Beta-Prime Distribution
bilogistic4 Bivariate Logistic Distribution Family Function
binom2.or Bivariate Logistic Regression
binom2.rho Bivariate Probit Model
binomialff Binomial Family Function
bisa Birnbaum-Saunders Distribution Family Function
brat Bradley Terry Model
bratt Bradley Terry Model With Ties
calibrate.qrrvglm Calibration for CQO, UQO and CAO models
cao Fitting Constrained Additive Ordination (CAO)
cauchy1 Cauchy Distribution Family Function
cdf.lmscreg Cumulative Distribution Function for LMS
Quantile Regression
cexpon Censored Exponential Distribution
cgumbel Censored Gumbel Distribution
chisq Chi-squared Distribution
cnormal1 Censored Normal Distribution
cqo Fitting Constrained Quadratic Ordination (CQO)
cratio Ordinal Regression with Continuation Ratios
cumulative Ordinal Regression with Cumulative Probabilities
dagum Dagum Distribution Family Function
dcnormal1 Univariate Normal Distribution with Double
Censoring
deplot.lmscreg Density Plot for LMS Quantile Regression
dgumbel The Gumbel Distribution
dirichlet Fitting a Dirichlet Distribution
dirmultinomial Fitting a Dirichlet-Multinomial Distribution
erlang Erlang Distribution
expexp Exponentiated Exponential Distribution
expexp1 Exponentiated Exponential Distribution
exponential Exponential Distribution
fff F Distribution Family Function
fisk Fisk Distribution family function
frank Frank's Bivariate Distribution Family Function
frechet2 Frechet Distribution Family Function
freund61 Freund's (1961) Bivariate Extension of the
Exponential Distribution
gamma1 1-parameter Gamma Distribution
gamma2 2-parameter Gamma Distribution
gammahyp Gamma Hyperbola Bivariate Distribution
gaussianff Gaussian (normal) Family Function
genbetaII Generalized Beta Distribution of the Second Kind
genpoisson Generalized Poisson distribution
geometric Geometric Distribution
gev Generalized Extreme Value Distribution Family
Function
ggamma Generalized Gamma distribution family function
gpd Generalized Pareto Distribution Family Function
grc Fitting Goodman's RC Association Model
gumbel Gumbel Distribution Family Function
hzeta Haight's Zeta Family Function
inv.gaussianff Inverse Gaussian Distribution Family Function
invlomax Inverse Lomax Distribution Family Function
invparalogistic Inverse Paralogistic Distribution Family Function
leipnik Leipnik Distribution Family Function
lerch Lerch Phi Function
levy Levy Distribution Family Function
lgammaff Log-gamma Distribution Family Function
lino Generalized Beta Distribution Family Function
lms.bcn LMS Quantile Regression with a Box-Cox
Transformation to Normality
logff Logarithmic Distribution
logistic Logistic Distribution Family Function
loglinb2/loglinb3 Loglinear Model for 2 and 3 Binary Responses
lognormal Lognormal Distribution
lomax Lomax Distribution Family Function
lvplot.qrrvglm Latent Variable Plot for QO models
maxwell Maxwell Distribution Family Function
mccullagh89 McCullagh (1989) Distribution Family Function
mckaygamma2 McKay's Bivariate Gamma Distribution
micmen Michaelis-Menten Model
multinomial Multinomial Logit Model
nakagami Nakagami Distribution Family Function
negbinomial Negative Binomial Distribution Family Function
normal1 Univariate normal distribution
paralogistic Paralogistic Distribution Family Function
pareto1 Pareto and Truncated Pareto Distribution Family
Functions
paretoIV Pareto(IV/III/II) Distribution Family Functions
persp.qrrvglm Perspective plot for QRR-VGLMs
poissonff Poisson Family Function
posbinomial Positive Binomial Distribution Family Function
posnegbinomial Positive Negative Binomial Distribution Family
Function
posnormal1 Positive Normal Distribution Family Function
pospoisson Positive Poisson Distribution Family Function
prentice74 Prentice (1974) Log-gamma Distribution
qtplot.lmscreg Quantile Plot for LMS Quantile Regression
rayleigh Rayleigh Distribution Family Function
rcqo Constrained Quadratic Ordination
recexp1 Upper Record Values from a 1-parameter
Exponential Distribution
recnormal1 Upper Record Values from a Univariate Normal
Distribution
rig Reciprocal Inverse Gaussian distribution
rlplot.egev Return Level Plot for GEV Fits
rrar Nested reduced-rank autoregressive models for
multiple time series
rrvglm Fitting Reduced-Rank Vector Generalized Linear
Models (RR-VGLMs)
s Defining smooths in VGAM formulae
simplex Simplex distribution
sinmad Singh-Maddala Distribution Family Function
skewnormal1 Univariate Skew-Normal Distribution Family
Function
smartpred Smart Prediction
snorm Skew-Normal Distribution
sratio Ordinal Regression with Stopping Ratios
studentt Student t Distribution
tikuv Short-tailed Symmetric Distribution Family
Function
tobit Tobit Model
trplot.qrrvglm Trajectory plot for QRR-VGLMs
uqo Fitting Unconstrained Quadratic Ordination
vgam Fitting Vector Generalized Additive Models
vglm Fitting Vector Generalized Linear Models
vonmises von Mises Distribution Family Function
vsmooth.spline Vector cubic smoothing spline
wald Wald Distribution Family Function
weibull Weibull Distribution Family Function
weightsvglm Prior and Working Weights of a VGLM fit
yeo.johnson Yeo-Johnson Transformation
zanegbinomial Zero-Altered Negative Binomial Distribution
zapoisson Zero-Altered Poisson Distribution
zeta Riemann's Zeta Function
zetaff Zeta Distribution Family Function
zibinomial Zero-Inflated Binomial Distribution Family
Function
zipf Zipf Distribution Family Function
zipoisson Zero-Inflated Poisson Distribution Family
Function
