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) 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: | 1.0-1 |

Depends: | R (≥ 3.0.0), methods, stats, stats4, splines |

Suggests: | VGAMdata, MASS |

Published: | 2016-03-15 |

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, 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_1.0-1.tar.gz |

Windows binaries: | r-devel: VGAM_1.0-1.zip, r-release: VGAM_1.0-1.zip, r-oldrel: VGAM_1.0-1.zip |

OS X Mavericks binaries: | r-release: VGAM_1.0-1.tgz, r-oldrel: VGAM_1.0-1.tgz |

Old sources: | VGAM archive |

Reverse depends: | Bayesthresh, BSquare, EffectStars, errint, EurosarcBayes, GEVcdn, iteRates, lawstat, LindleyR, multgee, ordBTL, pheno2geno, prob |

Reverse imports: | AICcmodavg, cg, Countr, ExomeDepth, HiDimMaxStable, list, lllcrc, poweRlaw, sads, sampleSelection, SemiParBIVProbit, SemiParSampleSel, smcfcs, snowboot, SparseFactorAnalysis, sparsereg, staTools, Zelig, ZeligChoice |

Reverse suggests: | catdata, copula, cubfits, DeLorean, discSurv, ExtDist, hnp, isdals, medflex, mediation, mlt.docreg, mnlogit, modeest, partDSA, Sofi, tscount, vcdExtra, VGAMdata |