From: Thomas Yee <t.yee_at_auckland.ac.nz>

Date: Fri 27 Oct 2006 - 01:46:04 GMT

Auckland 1001, New Zealand.

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat Oct 28 03:44:59 2006

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.nzPrivate Bag 92019,

Auckland 1001, New Zealand.

Information on package 'VGAM'

Description:

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

Index:

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 Probabilities 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 Censoring 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 Function 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 Functions 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 Function 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 Distribution 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 Function smartpred Smart Prediction snorm Skew-Normal Distribution sratio Ordinal Regression with Stopping Ratios studentt Student t Distribution tikuv Short-tailed Symmetric Distribution Family Function 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 Function zipf Zipf Distribution Family Function zipoisson Zero-Inflated Poisson Distribution Family Function ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat Oct 28 03:44:59 2006

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