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VGAMextra
View on CRAN: Click
here
Download and install VGAMextra package within the R console
Install from CRAN:
install.packages("VGAMextra")
Install from Github:
library("remotes")
install_github("cran/VGAMextra") Install by package version:
library("remotes")
install_version("VGAMextra", "0.0-9") Attach the package and use:
library("VGAMextra")
Maintained by
Victor Miranda
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-06-27
Latest Update: 2025-08-25
Description:
Extending the functionalities of the 'VGAM' package with additional functions and datasets. At present, 'VGAMextra' comprises new family functions (ffs) to estimate several time series models by maximum likelihood using Fisher scoring, unlike popular packages in CRAN relying on optim(), including ARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non- seasonal), the Order-(p) VAR model, error correction models for cointegrated time series, and ARMA-structures with Student-t errors. For independent data, new ffs to estimate the inverse- Weibull, the inverse-gamma, the generalized beta of the second kind and the general multivariate normal distributions are available. In addition, 'VGAMextra' incorporates new VGLM-links for the mean-function, and the quantile-function (as an alternative to ordinary quantile modelling) of several 1-parameter distributions, that are compatible with the class of VGLM/VGAM family functions. Currently, only fixed-effects models are implemented. All functions are subject to change; see the NEWS for further details on the latest changes.
How to cite:
Victor Miranda (2018). VGAMextra: Additions and Extensions of the 'VGAM' Package. R package version 0.0-9, https://cran.r-project.org/web/packages/VGAMextra. Accessed 18 Sep. 2026.
Previous versions and publish date:
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Other R packages that VGAMextra depends,
imports, suggests or enhances
Complete documentation for VGAMextra
Functions, R codes and Examples using
the VGAMextra R package
Some associated functions: ARIMAX.errors.ff . ARIMAXff . ARMA.studentt.ff . ARXff . ECM.EngleGran . HKdata . KPSS.test . MAXff . MVNcov . Q.reg . UtilitiesVGAMextra . VARff . VGAMextra-package . WN.InitARMA . ap.mx . benini1Qlink . borel.tannerMeanlink . break.VGAMextra . checkTS.VGAMextra . cm.ARMA . dMVNcov . expMeanlink . expQlink . gamma1Qlink . gammaRMeanlink . gammaRff . gen.betaIImr . genbetaIIUC . geometricffMeanlink . inv.chisqMeanlink . inv.chisqff . invchisquaredUC . invgamma2mr . invgammaUC . invweibull2mr . invweibullUC . logffMeanlink . maxwellQlink . newtonRaphson.basic . normal1sd . normal1sdQlink . notDocumentedYetVGAMextra . pospoissonMeanlink . rayleighMeanlink . rayleighQlink . summaryS4VGAMextra . toppleMeanlink . toppleQlink . trinormalCovff . undocumented-methodsVGAMextra . uninormalQlink . uninormalff . vgltsm.vgltsmff-class . weibullMlink . weibullQlink . weibullRff . yulesimonMeanlink . zetaffMeanlink .
Some associated R codes: 1ParamMeanlinksCont.R . 1ParamMeanlinksDiscrete.R . 2ParamMeanlinks.R . AR.studentt.ff.R . ARIMAX.errors.ff.R . ARMA.studentt.ff.R . ECMEngleGran.R . InfoAttach.R . Is.Numeric.R . KPSS.test.R . MVNcov.R . PIT.plots.R . Q.reg.R . TSfamilyARIMAX.R . TSfamilyARMAX.R . TSfamilyARXff.ARMA.GARCH.R . TSfamilyLog.R . TSfamilyMAX.R . TSfamilyNegBin.R . TSfamilyPoisson.R . TSfamilyVGLM.INGARCH.R . TSfamilyYulesimon.R . VARff.R . WN.InitARMA.R . break.VGAMextra.R . checkTS.VGAMextra.R . checkTS.ffs.R . cm.ARMA.R . contsDistQlinks.R . cross.gammas.R . dpqr.genbetaII.R . dpqr.invchisq.R . dpqr.invgamma.R . dpqr.invweibull.R . expQlink.R . extract.Residuals.R . extractXLM.R . familyAR1TS.R . gamma1Qlink.R . gammaRff.R . gen.betaIImr.R . inv.chisqff.R . invgamma2mr.R . invweibull2mr.R . isNAinspectVGx.R . maxwellQlink.R . newtonRaphson.basic.R . normal1MeanQlink.R . normal1Meanff.R . normal1sdQlink.R . normal1sdff.R . rAR.GARCH.R . summaryS4VGAMextra.R . trinormalCovff.R . uninormalQlink.R . uninormalff.R . weibullQlink.R . weibullRff.R . Full VGAMextra package functions and examples
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