VGAM

Vector Generalized Linear and Additive Models

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.

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Description file content

Package
VGAM
Version
1.0-5
Date
2018-02-07
Title
Vector Generalized Linear and Additive Models
Author
Thomas W. Yee
Maintainer
Thomas Yee
Depends
R (>= 3.4.0), methods, stats, stats4, splines
Suggests
VGAMdata, MASS, mgcv
Description
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.
License
GPL-3
URL
NeedsCompilation
yes
BuildVignettes
yes
LazyLoad
yes
LazyData
yes
Packaged
2018-02-07 04:58:40 UTC; tyee001
Repository
CRAN
Date/Publication
2018-02-07 16:17:54 UTC

install.packages('VGAM')

1.0-5

6 months ago

https://www.stat.auckland.ac.nz/~yee/VGAM

Thomas Yee

GPL-3

Depends on

R (>= 3.4.0), methods, stats, stats4, splines

Suggests

VGAMdata, MASS, mgcv

Discussions