[R] VGAM package released on CRAN

From: Thomas Yee <t.yee_at_auckland.ac.nz>
Date: Fri 27 Oct 2006 - 01:46:04 GMT

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@auckland.ac.nz
Private Bag 92019,
Auckland 1001, New Zealand.
                Information on package 'VGAM'


Package:       VGAM
Version:       0.7-1
Date:          2006-10-24
Title:         Vector Generalized Linear and Additive Models
Author:        Thomas W. Yee <t.yee@auckland.ac.nz>
Maintainer:    Thomas Yee <t.yee@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


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
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
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
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
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
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
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
smartpred               Smart Prediction
snorm                   Skew-Normal Distribution
sratio                  Ordinal Regression with Stopping Ratios
studentt                Student t Distribution
tikuv                   Short-tailed Symmetric Distribution Family
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
zipf                    Zipf Distribution Family Function
zipoisson               Zero-Inflated Poisson Distribution Family

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