| VGAM-package {VGAM} | R Documentation |
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.
| Package: | VGAM |
| Version: | 0.7-1 |
| Date: | 2006-10-24 |
| Depends: | R (>= 2.4.0), splines, methods, stats, stats4 |
| License: | GPL version 2 |
| URL: | http://www.stat.auckland.ac.nz/~yee/VGAM |
| LazyLoad: | yes |
| LazyData: | yes |
| Packaged: | Tue Oct 24 15:36:03 2006; yee |
| Built: | R 2.4.0; i686-pc-linux-gnu; 2006-10-24 15:44:11; unix |
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
Benini The Benini Distribution
Betabin The Beta-Binomial Distribution
Betageom The Beta-Geometric Distribution
Betanorm The Beta-Normal Distribution
Bisa The Birnbaum-Saunders Distribution
Brat Inputting Data to fit a Bradley Terry Model
Coef Computes Model Coefficients and Quantities
Coef.qrrvglm Returns Important Matrices etc. of a QO Object
Coef.qrrvglm-class Class "Coef.qrrvglm"
Coef.rrvglm Returns Important Matrices etc. of a RR-VGLM
Object
Coef.rrvglm-class Class "Coef.rrvglm"
Coef.vlm Extract Model Coefficients for VLM Objects
Dagum The Dagum Distribution
Fisk The Fisk Distribution
Frank Frank's Bivariate Distribution
Frechet The Frechet Distribution
G1G2G3 The G1G2G3 Blood Group System
Hzeta Haight's Zeta Function
Inv.gaussian The Inverse Gaussian Distribution
Invlomax The Inverse Lomax Distribution
Invparalogistic The Inverse Paralogistic Distribution
Links Link functions for VGLM/VGAM/etc. families
Lino The Generalized Beta Distribution (Libby and
Novick, 1982)
Log Logarithmic Distribution
Lomax The Lomax Distribution
MNSs The MNSs Blood Group System
Max Maxima
Maxwell The Maxwell Distribution
Nakagami Nakagami Distribution
Opt Maxima
Paralogistic The Paralogistic Distribution
Pareto The Pareto Distribution
ParetoIV The Pareto(IV/III/II) Distributions
Polono The Poisson Lognormal Distribution
Posbinom Positive-Binomial Distribution
Posnorm The Positive-Normal Distribution
Pospois Positive-Poisson Distribution
Rayleigh The Rayleigh Distribution
Sinmad The Singh-Maddala Distribution
Tikuv A Short-tailed Symmetric Distribution
Tol Tolerances
Tpareto The Truncated Pareto Distribution
Zeta The Zeta Distribution
Zibinom Zero-Inflated Binomial Distribution
Zipf The Zipf Distribution
Zipois Zero-Inflated Poisson Distribution
acat Ordinal Regression with Adjacent Categories
Probabilities
auuc Auckland University Undergraduate Counts
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 Two-parameter Beta Distribution Family
Function
betageometric Beta-geometric Distribution Family Function
betaprime The Beta-Prime Distribution
bilogis4 Bivariate Logistic 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
bminz Body Mass Index of New Zealand Adults
brat Bradley Terry Model
bratt Bradley Terry Model With Ties
calibrate Model Calibrations
calibrate.qrrvglm Calibration for CQO, UQO and CAO models
calibrate.qrrvglm.control
Control function for CQO/UQO/CAO calibration
cao Fitting Constrained Additive Ordination (CAO)
cao.control Control Function for RR-VGAMs (CAO)
cauchit Cauchit Link Function
cauchy1 Cauchy Distribution Family Function
ccoef Extract Model Constrained/Canonical
Coefficients
cdf.lmscreg Cumulative Distribution Function for LMS
Quantile Regression
cexpon Censored Exponential Distribution
cgo Redirects the user to cqo
cgumbel Censored Gumbel Distribution
chest Chest Pain in NZ Adults
chisq Chi-squared Distribution
clo Redirects the user to rrvglm
cloglog Complementary Log-log Link Function
cnormal1 Censored Normal Distribution
coalminers Breathlessness and Wheeze Amongst Coalminers
constraints Constraint Matrices
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
dirmul.old Fitting a Dirichlet-Multinomial Distribution
dirmultinomial Fitting a Dirichlet-Multinomial Distribution
dlaplace The Laplace Distribution
enzyme Enzyme data
erf Error Function
erlang Erlang Distribution
expexp Exponentiated Exponential Distribution
expexp1 Exponentiated Exponential Distribution
exponential Exponential Distribution
fff F Distribution Family Function
fill Creates a Matrix of Appropriate Dimension
fisherz Fisher's Z Link Function
fisk Fisk Distribution family function
fitted.vlm Fitted Values of a VLM object
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
gamma2.ab 2-parameter Gamma Distribution
gammahyp Gamma Hyperbola Bivariate Distribution
garma GARMA (Generalized Autoregressive
Moving-Average) Models
gaussianff Gaussian (normal) Family Function
genbetaII Generalized Beta Distribution of the Second
Kind
genpoisson Generalized Poisson distribution
geometric Geometric Distribution
get.smart Retrieve One Component of ".smart.prediction"
get.smart.prediction Retrieves ".smart.prediction"
gev Generalized Extreme Value Distribution Family
Function
gevUC The Generalized Extreme Value Distribution
gew General Electric and Westinghouse Data
ggamma Generalized Gamma distribution family function
ggammaUC The Generalized Gamma Distribution
golf Gamma-Ordinal Link Function
gpd Generalized Pareto Distribution Family Function
gpdUC The Generalized Pareto Distribution
grc Fitting Goodman's RC Association Model
gumbel Gumbel Distribution Family Function
guplot Gumbel Plot
hspider Hunting Spider Data
hunua Hunua Ranges data
hyper Hypergeometric Family Function
hzeta Haight's Zeta Family Function
iam Index from Array to Matrix
identity Identity Link Function
inv.gaussianff Inverse Gaussian Distribution Family Function
invlomax Inverse Lomax Distribution Family Function
invparalogistic Inverse Paralogistic Distribution Family
Function
is.smart Test For a Smart Object
leipnik Leipnik Distribution Family Function
lerch Lerch Phi Function
levy Levy Distribution Family Function
lgammaUC The Log-Gamma Distribution
lgammaff Log-gamma Distribution Family Function
lino Generalized Beta Distribution Family Function
lirat Low-iron Rat Teratology Data
lms.bcg LMS Quantile Regression with a Box-Cox
transformation to a Gamma Distribution
lms.bcn LMS Quantile Regression with a Box-Cox
Transformation to Normality
lms.yjn LMS Quantile Regression with a Yeo-Johnson
Transformation to Normality
logc Complementary-log Link Function
loge Log link function
logff Logarithmic Distribution
logistic Logistic Distribution Family Function
logit Logit Link Function
loglinb2 Loglinear Model for Two Binary Responses
loglinb3 Loglinear Model for Three Binary Responses
loglog Log-log Link Function
lognormal Lognormal Distribution
logoff Log link function with an offset
lomax Lomax Distribution Family Function
lv Latent Variables
lvplot Latent Variable Plot
lvplot.qrrvglm Latent Variable Plot for QO models
lvplot.rrvglm Latent Variable Plot for RR-VGLMs
maxwell Maxwell Distribution Family Function
mccullagh89 McCullagh (1989) Distribution Family Function
mckaygamma2 McKay's Bivariate Gamma Distribution
meplot Mean Excess Plot
micmen Michaelis-Menten Model
mix2normal1 Mixture of Two Univariate Normal Distributions
mix2poisson Mixture of Two Poisson Distributions
model.framevlm Construct the Model Frame of a VLM Object
model.matrixvlm Construct the Design Matrix of a VLM Object
multinomial Multinomial Logit Model
nakagami Nakagami Distribution Family Function
nbolf Negative Binomial-Ordinal Link Function
negbinomial Negative Binomial Distribution Family Function
normal1 Univariate normal distribution
notdocumentedyet Undocumented and Internally Used Functions and
Classes
nzc Chinese Population in New Zealand 1867-2001
oxtemp Oxford Temperature Data
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
plotdeplot.lmscreg Density Plot for LMS Quantile Regression
plotqrrvglm Model Diagnostic Plots for QRR-VGLMs
plotqtplot.lmscreg Quantile Plot for LMS Quantile Regression
plotvgam Default VGAM Plotting
plotvgam.control Control Function for plotvgam()
pneumo Pneumoconiosis amongst a group of coalminers
poissonff Poisson Family Function
polf Poisson-Ordinal Link 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
predict.vglm Predict Method for a VGLM fit
prentice74 Prentice (1974) Log-gamma Distribution
probit Probit Link Function
put.smart Adds a List to the End of the List
".smart.prediction"
qrrvglm.control Control function for QRR-VGLMs (CQO)
qtplot.gumbel Quantile Plot for Gumbel Regression
qtplot.lmscreg Quantile Plot for LMS Quantile Regression
quasibinomialff Quasi-Binomial Family Function
quasipoissonff Quasi-Poisson Family Function
rayleigh Rayleigh Distribution Family Function
rcqo Constrained Quadratic Ordination
rdiric The Dirichlet distribution
recexp1 Upper Record Values from a 1-parameter
Exponential Distribution
reciprocal Reciprocal link function
recnormal1 Upper Record Values from a Univariate Normal
Distribution
rhobit Rhobit Link Function
rig Reciprocal Inverse Gaussian distribution
rlplot.egev Return Level Plot for GEV Fits
rposnegbin Positive-negative binomial distribution random
variates
rrar Nested reduced-rank autoregressive models for
multiple time series
rrvglm Fitting Reduced-Rank Vector Generalized Linear
Models (RR-VGLMs)
rrvglm-class Class "rrvglm"
rrvglm.control Control function for rrvglm
rrvglm.optim.control Control function for rrvglm() calling optim()
s Defining smooths in VGAM formulae
setup.smart Smart Prediction Setup
simplex Simplex distribution
sinmad Singh-Maddala Distribution Family Function
skewnormal1 Univariate Skew-Normal Distribution Family
Function
smart.expression S Expression for Smart Functions
smart.mode.is Determine What Mode the Smart Prediction is In
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 Trajectory Plot
trplot.qrrvglm Trajectory plot for QRR-VGLMs
uqo Fitting Unconstrained Quadratic Ordination
(UQO)
uqo.control Control Function for UQO models
usagrain USA grain prices
venice Venice Maximum Sea Levels
vgam Fitting Vector Generalized Additive Models
vgam-class Class "vgam"
vgam.control Control function for vgam
vglm Fitting Vector Generalized Linear Models
vglm-class Class "vglm"
vglm.control Control function for vglm
vglmff-class Class "vglmff"
vonmises von Mises Distribution Family Function
vsmooth.spline Vector cubic smoothing spline
waitakere Waitakere Ranges data
wald Wald Distribution Family Function
weibull Weibull Distribution Family Function
weightsvglm Prior and Working Weights of a VGLM fit
wrapup.smart Cleans Up After Smart Prediction
yeo.johnson Yeo-Johnson Transformation
yip88 Zero-Inflated Poisson Distribution (Yip (1988)
algorithm)
zanegbinomial Zero-Altered Negative Binomial Distribution
zapoisson Zero-Altered Poisson Distribution
zero The zero Argument in VGAM Family Functions
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
Thomas W. Yee <t.yee@auckland.ac.nz>
Maintainer: Thomas Yee <t.yee@auckland.ac.nz>
Yee, T. W. and Hastie, T. J. (2003) Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.
Yee, T. W. and Wild, C. J. (1996) Vector generalized additive models. Journal of the Royal Statistical Society, Series B, Methodological, 58, 481–493.
Yee, T. W. (2004) A new technique for maximum-likelihood canonical Gaussian ordination. Ecological Monographs, 74, 685–701.
Yee, T. W. (2006) Constrained additive ordination. Ecology, 87, 203–213.
# Fit the proportional odds model, p.179, in McCullagh and Nelder (1989)
data(pneumo)
pneumo = transform(pneumo, let=log(exposure.time))
(fit = vglm(cbind(normal, mild, severe) ~ let,
cumulative(parallel=TRUE, reverse=TRUE), pneumo))
fit@y # Sample proportions
weights(fit, type="prior") # Number of observations
coef(fit, matrix=TRUE)
constraints(fit) # Constraint matrices
# Fit a two species GAM simultaneously
data(hunua)
fit2 = vgam(cbind(agaaus, kniexc) ~ s(altitude),
fam = binomialff(mv=TRUE), hunua)
coef(fit2, mat=TRUE) # Not really interpretable
## Not run:
plot(fit2, se=TRUE, overlay=TRUE, lcol=1:2, scol=1:2)
attach(hunua)
o = order(altitude)
matplot(altitude[o], fitted(fit2)[o,], type="l", lwd=2, las=1,
xlab="Altitude (m)", ylab="Probability of presence",
main="Two plant species' response curves", ylim=c(0,.8))
rug(altitude)
detach(hunua)
## End(Not run)
# LMS quantile regression
data(bminz)
fit = vgam(BMI ~ s(age, df=c(4,2)), fam=lms.bcn(zero=1), data=bminz, tr=TRUE)
predict(fit)[1:3,]
fitted(fit)[1:3,]
bminz[1:3,]
# Person 1 is near the lower quartile of BMI amongst people his age
cdf(fit)[1:3]
## Not run:
# Quantile plot
par(bty="l", mar=c(5,4,4,3)+0.1, xpd=TRUE)
qtplot(fit, percentiles=c(5,50,90,99), main="Quantiles",
xlim=c(15,90), las=1, ylab="BMI", lwd=2, lcol=4)
# Density plot
ygrid = seq(15, 43, len=100) # BMI ranges
par(mfrow=c(1,1), lwd=2)
a = deplot(fit, x0=20, y=ygrid, xlab="BMI", col="black",
main="Density functions at Age = 20 (black), 42 (red) and 55 (blue)")
a
a = deplot(fit, x0=42, y=ygrid, add=TRUE, llty=2, col="red")
a = deplot(fit, x0=55, y=ygrid, add=TRUE, llty=4, col="blue", Attach=TRUE)
a@post$deplot # Contains density function values
## End(Not run)
# GEV distribution for extremes
data(oxtemp)
(fit = vglm(maxtemp ~ 1, egev, data=oxtemp, trace=TRUE))
fitted(fit)[1:3,]
coef(fit, mat=TRUE)
Coef(fit)
vcov(fit)
vcov(fit, untransform=TRUE)
sqrt(diag(vcov(fit))) # Approximate standard errors
## Not run: rlplot(fit)