VGAM

Vector Generalized Linear and Additive Models

An implementation of about 6 major classes of statistical regression models. The central algorithm is Fisher scoring and iterative reweighted least squares. At the heart of this package are the vector generalized linear and additive model (VGLM/VGAM) classes. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs that use smoothing. 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 the package. Currently only fixed-effects models are implemented. Many (150+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE. 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.

Total

646,024

Last month

19,156

Last week

4,423

Average per day

639

Daily downloads

Total downloads

Description file content

Package
VGAM
Version
1.0-6
Date
2018-08-14
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. The central algorithm is Fisher scoring and iterative reweighted least squares. At the heart of this package are the vector generalized linear and additive model (VGLM/VGAM) classes. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs that use smoothing. The book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) gives details of the statistical framework and the package. Currently only fixed-effects models are implemented. Many (150+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE. 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
2018-08-14 03:48:15 UTC; tyee001
Repository
CRAN
Date/Publication
2018-08-18 23:50:03 UTC

install.packages('VGAM')

1.0-6

2 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