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VGAM  

Vector Generalized Linear and Additive Models
View on CRAN: Click here


Download and install VGAM package within the R console
Install from CRAN:
install.packages("VGAM")

Install from Github:
library("remotes")
install_github("cran/VGAM")

Install by package version:
library("remotes")
install_version("VGAM", "1.1-13")



Attach the package and use:
library("VGAM")
Maintained by
Thomas Yee
[Scholar Profile | Author Map]
First Published: 2006-10-24
Latest Update: 2023-03-09
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) <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 (100+) 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, doubly constrained RR-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). Hauck-Donner effect detection is implemented. Note that these functions are subject to change; see the NEWS and ChangeLog files for latest changes.
How to cite:
Thomas Yee (2006). VGAM: Vector Generalized Linear and Additive Models. R package version 1.1-13, https://cran.r-project.org/web/packages/VGAM. Accessed 10 Apr. 2025.
Previous versions and publish date:
0.7-1 (2006-10-24 10:48), 0.7-2 (2006-12-20 12:42), 0.7-3 (2007-05-01 21:03), 0.7-4 (2007-10-01 12:15), 0.7-5 (2007-11-30 10:05), 0.7-6 (2008-03-21 20:25), 0.7-7 (2008-05-14 10:16), 0.7-8 (2009-02-05 10:15), 0.7-9 (2009-06-16 15:11), 0.7-10 (2010-01-05 12:55), 0.8-1 (2010-06-22 10:30), 0.8-2 (2011-02-09 11:11), 0.8-3 (2011-06-17 10:35), 0.8-4.1 (2012-02-18 10:31), 0.8-4 (2011-11-04 08:32), 0.8-5 (2012-02-22 11:00), 0.8-6 (2012-02-27 07:46), 0.8-7 (2012-04-13 12:59), 0.9-0 (2012-09-01 07:55), 0.9-1 (2013-04-27 09:03), 0.9-2 (2013-09-20 12:38), 0.9-3 (2013-11-11 10:44), 0.9-4 (2014-05-28 18:10), 0.9-5 (2014-11-06 01:02), 0.9-6 (2014-12-08 08:23), 0.9-7 (2015-03-06 10:39), 0.9-8 (2015-05-11 11:15), 1.0-0 (2015-10-29 08:29), 1.0-1 (2016-03-15 10:51), 1.0-2 (2016-05-27 18:08), 1.0-3 (2017-01-11 09:00), 1.0-4 (2017-07-25 23:02), 1.0-5 (2018-02-07 17:18), 1.0-6 (2018-08-19 01:50), 1.1-1 (2019-02-18 11:50), 1.1-2 (2019-11-21 12:50), 1.1-3 (2020-04-28 14:20), 1.1-4 (2020-10-23 09:30), 1.1-5 (2021-01-14 07:20), 1.1-6 (2022-02-14 11:10), 1.1-7 (2022-07-06 11:50), 1.1-8 (2023-03-09 15:40), 1.1-9 (2023-09-19 07:00), 1.1-10 (2024-02-29 07:20), 1.1-11 (2024-05-15 12:40), 1.1-12 (2024-09-18 09:20)
Other packages that cited VGAM R package
View VGAM citation profile
Other R packages that VGAM depends, imports, suggests or enhances
Complete documentation for VGAM
Functions, R codes and Examples using the VGAM R package
Some associated functions: A1A2A3 . AA.Aa.aa . AB.Ab.aB.ab . ABO . AICvlm . AR1 . AR1EIM . AR1UC . BICvlm . Coef . Coef.qrrvglm-class . Coef.qrrvglm . Coef.rrvglm-class . Coef.rrvglm . Coef.vlm . CommonVGAMffArguments . Huggins89.t1 . Influence . Inv.gaussian . KLDvglm . Links . MNSs . Max . Opt . ParetoUC . QvarUC . R2latvar . Rank . Rcim . SURff . Select . SurvS4-class . SurvS4 . TICvlm . Tol . Trunc . UtilitiesVGAM . V1 . V2 . VGAM-package . acat . alaplace3 . alaplaceUC . alteredvglm . amlbinomial . amlexponential . amlnormal . amlpoisson . anovavglm . auuc . auxposbernoulli.t . backPain . beggs . bell . benfUC . benini . beniniUC . betaII . betaR . betabinomUC . betabinomial . betabinomialff . betaff . betageomUC . betageometric . betanormUC . betaprime . biamhcop . biamhcopUC . biclaytoncop . biclaytoncopUC . bifgmcop . bifgmcopUC . bifgmexp . bifrankcop . bifrankcopUC . bigamma.mckay . bigumbelIexp . bilogisUC . bilogistic . binom2.or . binom2.orUC . binom2.rho . binom2.rhoUC . binomialff . binormal . binormalUC . binormalcop . binormcopUC . biplackettcop . biplackettcopUC . biplot-methods . bisa . bisaUC . bistudentt . bistudenttUC . bmi.nz . borel.tanner . bortUC . brat . bratUC . bratt . calibrate-methods . calibrate . calibrate.qrrvglm.control . calibrate.qrrvglm . calibrate.rrvglm.control . calibrate.rrvglm . cao.control . cao . cardUC . cardioid . cauchitlink . cauchy . cdf.lmscreg . cens.gumbel . cens.normal . cens.poisson . cfibrosis . cgo . chest.nz . chinese.nz . chisq . clo . clogloglink . coalminers . coefvgam . coefvlm . concoef-methods . concoef . confintvglm . constraints . corbet . cqo . crashes . cratio . cumulative . dagum . dagumUC . deermice . deplot.lmscreg . depvar . df.residual . dgaitdplot . diffzeta . diffzetaUC . dirichlet . dirmul.old . dirmultinomial . double.cens.normal . double.expbinomial . drop1 . ducklings . eCDF . eexpUC . enormUC . enzyme . erf . erlang . eunifUC . expexpff . expexpff1 . expgeometric . expgeometricUC . expint3 . explink . explogUC . explogff . exponential . exppoisson . exppoissonUC . extlogF.UC . extlogF1 . familyname . felix . felixUC . fff . fill1 . finney44 . fisherzlink . fisk . fiskUC . fittedvlm . fix.crossing . flourbeetle . foldnormUC . foldnormal . foldsqrtlink . formulavlm . frechet . frechetUC . freund61 . gaitdbinomUC . gaitdlog . gaitdlogUC . gaitdnbinomUC . gaitdnbinomial . gaitdpoisUC . gaitdpoisson . gaitdzeta . gaitzetaUC . gamma1 . gamma2 . gammaR . gammahyperbola . garma . genbetaII . genbetaIIUC . gengamma . gengammaUC . genpois0UC . genpois1UC . genpoisson0 . genpoisson1 . genpoisson2 . genrayleigh . genrayleighUC . geometric . get.smart . get.smart.prediction . gev . gevUC . gew . goffset . gompertz . gompertzUC . gordlink . gpd . gpdUC . grain.us . grc . gumbel . gumbelII . gumbelIIUC . gumbelUC . guplot . has.intercept . hatvalues . hdeff . hdeffsev . hormone . hspider . huber . huberUC . hunua . hyperg . hypersecant . hzeta . hzetaUC . iam . identitylink . inv.binomial . inv.gaussianff . inv.lomax . inv.lomaxUC . inv.paralogistic . inv.paralogisticUC . is.buggy . is.crossing . is.parallel . is.smart . is.zero . kendall.tau . kumar . kumarUC . lakeO . lambertW . laplace . laplaceUC . latvar . leipnik . lerch . leukemia . levy . lgammaUC . lgammaff . lindUC . lindley . linkfunvlm . lino . linoUC . lirat . lms.bcg . lms.bcn . lms.yjn . log1mexp . logF.UC . logF . logLikvlm . logUC . logclink . logff . logistic . logitlink . logitoffsetlink . loglapUC . loglaplace . loglinb2 . loglinb3 . loglink . logloglink . lognormal . logofflink . lomax . lomaxUC . lpossums . lqnorm . lrt.stat . lrtest . lvplot . lvplot.qrrvglm . lvplot.rrvglm . machinists . makeham . makehamUC . margeff . marital.nz . maxwell . maxwellUC . mccullagh89 . meangaitd . melbmaxtemp . meplot . micmen . mills.ratio . mix2exp . mix2normal . mix2poisson . model.framevlm . model.matrixqrrvglm . model.matrixvlm . moffset . multilogitlink . multinomial . nakagami . nakagamiUC . nbcanlink . nbordlink . negbinomial . negbinomial.size . normal.vcm . notdocumentedyet . nparamvglm . olym . ordpoisson . ordsup . oxtemp . paralogistic . paralogisticUC . paretoIV . paretoIVUC . paretoff . perks . perksUC . persp.qrrvglm . pgamma.deriv . pgamma.deriv.unscaled . plotdeplot.lmscreg . plotdgaitd . plotqrrvglm . plotqtplot.lmscreg . plotrcim0 . plotvgam.control . plotvgam . plotvglm . pneumo . poisson.points . poisson.pointsUC . poissonff . polonoUC . pordlink . posbernUC . posbernoulli.b . posbernoulli.t . posbernoulli.tb . posbinomial . posgeomUC . posnegbinomial . posnormUC . posnormal . pospoisson . powerlink . prats . predictqrrvglm . predictvglm . prentice74 . prinia . probitlink . profilevglm . propodds . prplot . put.smart . qrrvglm.control . qtplot.gumbel . qtplot.lmscreg . qvar . rayleigh . rayleighUC . rcqo . rdiric . rec.exp1 . rec.normal . reciprocallink . residualsvglm . rhobitlink . riceUC . riceff . rigff . rlplot.gevff . rootogram4vglm . round2 . rrar . rrvglm-class . rrvglm.control . rrvglm . rrvglm.optim.control . ruge . s . sc.studentt2 . sc.t2UC . score.stat . seglines . seq2binomial . setup.smart . simplex . simplexUC . simulate.vlm . sinmad . sinmadUC . skellam . skellamUC . skewnormUC . skewnormal . slash . slashUC . sm.os . sm.ps . smart.expression . smart.mode.is . smartpred . specialsvglm . spikeplot . sratio . step4vglm . studentt . summarypvgam . summaryvgam . summaryvglm . tobit . tobitUC . topple . toppleUC . toxop . triangle . triangleUC . trim.constraints . trinormal . trinormalUC . trplot . trplot.qrrvglm . truncparetoUC . truncweibull . ucberk . undocumented-methods . uninormal . vcovvlm . venice . vgam-class . vgam.control . vgam . vglm-class . vglm.control . vglm . vglmff-class . vonmises . vplot.profile . vsmooth.spline . waitakere . wald.stat . waldff . weibull.mean . weibullR . weightsvglm . wine . wrapup.smart . yeo.johnson . yulesimon . yulesimonUC . zabinomUC . zabinomial . zageomUC . zageometric . zanegbinUC . zanegbinomial . zapoisUC . zapoisson . zero . zeta . zetaUC . zetaff . zibinomUC . zibinomial . zigeomUC . zigeometric . zinegbinUC . zinegbinomial . zipebcom . zipf . zipfUC . zipfmbUC . zipoisUC . zipoisson . zoabetaR . zoabetaUC . 
Some associated R codes: Links.R . Linksold.R . attrassign.R . calibrate.R . cao.R . confint.vlm.R . cqo.R . family.actuary.R . family.aunivariate.R . family.basics.R . family.binomial.R . family.bivariate.R . family.categorical.R . family.censored.R . family.circular.R . family.exp.R . family.extremes.R . family.functions.R . family.gait0.R . family.gaitd.R . family.genetic.R . family.glmgam.R . family.loglin.R . family.maths.R . family.mixture.R . family.nbd.R . family.nonlinear.R . family.normal.R . family.oneinf.R . family.others.R . family.positive.R . family.qreg.R . family.rcim.R . family.rcqo.R . family.robust.R . family.rrr.R . family.sur.R . family.survival.R . family.ts.R . family.univariate.R . family.vglm.R . family.zeroinf.R . fittedvlm.R . getxvlmaug.R . hdeff.R . lrp.R . lrwaldtest.R . nobs.R . plot.vgam.R . plot.vglm.R . profilevglm.R . psv2magic.R . rootogram4.vglm.R . rootogramsubset.R . rrvglm.R . simulate.vglm.R . sm.os.R . sm.ps.R . smart.R . step4.vglm.R . vcov.pvgam.R . vgam.R . vglm.R . vlm.R . wald0.R .  Full VGAM package functions and examples
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