VGAM: Vector Generalized Linear and Additive Models

An implementation of about 6 major classes of statistical regression models. At the heart of it are the vector generalized linear and additive model (VGLM/VGAM) classes. Many (150+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE, using Fisher scoring. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs (i.e., with smoothing). 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, especially before version 1.0.0 is released; see the NEWS file for latest changes.

Version: 0.9-7
Depends: R (≥ 3.0.0), methods, stats, stats4, splines
Suggests: VGAMdata, MASS
Published: 2015-03-06
Author: Thomas W. Yee
Maintainer: Thomas Yee <t.yee at>
License: GPL-2
NeedsCompilation: yes
Citation: VGAM citation info
Materials: NEWS
In views: Distributions, Econometrics, Environmetrics, Multivariate, Psychometrics, Survival
CRAN checks: VGAM results


Reference manual: VGAM.pdf
Package source: VGAM_0.9-7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: VGAM_0.9-7.tgz, r-oldrel: VGAM_0.9-7.tgz
OS X Mavericks binaries: r-release: VGAM_0.9-7.tgz
Old sources: VGAM archive

Reverse dependencies:

Reverse depends: Bayesthresh, BSquare, EffectStars, GEVcdn, iteRates, lawstat, multgee, ordBTL, pheno2geno, prob, ZeligChoice
Reverse imports: AICcmodavg, cg, ExomeDepth, HiDimMaxStable, list, lllcrc, MXM, poweRlaw, sads, SemiParBIVProbit, SemiParSampleSel, staTools
Reverse suggests: catdata, cubfits, hnp, isdals, medflex, mediation, mnlogit, modeest, partDSA, sampleSelection, vcdExtra, VGAMdata