An implementation of about 6 major classes of statistical regression models. At the heart of it are the vector generalized linear and additive model (VGLM/VGAM) classes, and the book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) <doi:10.1007/978-1-4939-2818-7> gives details of the statistical framework and VGAM package. Currently only fixed-effects models are implemented, i.e., no random-effects models. Many (150+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE, using Fisher scoring. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs (i.e., with smoothing). 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.
| Version: | 1.0-2 |
| Depends: | R (≥ 3.1.0), methods, stats, stats4, splines |
| Suggests: | VGAMdata, MASS, mgcv |
| Published: | 2016-05-27 |
| Author: | Thomas W. Yee |
| Maintainer: | Thomas Yee <t.yee at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 |
| URL: | https://www.stat.auckland.ac.nz/~yee/VGAM |
| NeedsCompilation: | yes |
| Citation: | VGAM citation info |
| Materials: | NEWS ChangeLog |
| In views: | Distributions, Econometrics, Environmetrics, ExtremeValue, Multivariate, Psychometrics, SocialSciences, Survival |
| CRAN checks: | VGAM results |
| Reference manual: | VGAM.pdf |
| Vignettes: |
The VGAM Package for Categorical Data Analysis The VGAM Package for Capture–Recapture Data Using the Conditional Likelihood |
| Package source: | VGAM_1.0-2.tar.gz |
| Windows binaries: | r-devel: VGAM_1.0-2.zip, r-release: VGAM_1.0-2.zip, r-oldrel: VGAM_1.0-2.zip |
| OS X Mavericks binaries: | r-release: VGAM_1.0-2.tgz, r-oldrel: VGAM_1.0-2.tgz |
| Old sources: | VGAM archive |
| Reverse depends: | Bayesthresh, BSquare, EffectStars, errint, EurosarcBayes, GEVcdn, iteRates, lawstat, multgee, ordBTL, ordDisp, pheno2geno, prob, regclass, rxSeq |
| Reverse imports: | AICcmodavg, BioPET, cg, Countr, DAMisc, DPBBM, EffectStars2, ExomeDepth, fakeR, HiDimMaxStable, ldstatsHD, list, lllcrc, misreport, moezipfR, PAFit, ph2bye, poweRlaw, sads, sampleSelection, SemiParBIVProbit, SemiParSampleSel, smcfcs, snowboot, SparseFactorAnalysis, sparsereg, staTools, Zelig, ZeligChoice |
| Reverse suggests: | catdata, copula, cubfits, DeLorean, discSurv, ExtDist, hnp, isdals, kyotil, medflex, mediation, mlt.docreg, mnlogit, modeest, partDSA, robustrank, skellam, Sofi, tscount, vcdExtra, VGAMdata |
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