The VGAM package for R fits vector generalized linear and additive models (VGLMs/VGAMs), as well as reduced-rank VGLMs (RR-VGLMs) and quadratic RR-VGLMs (QRR-VGLMs), and can be obtained below. It is a general program for maximum likelihood estimation, and centers on the six S functions vglm(), vgam(), rrvglm(), cqo(), cao() and rcam(). VGAM can fit regression models to the following data types:
|Cauchy (1- and 2-parameter)||exponential||geometric (and truncated geometric)|
|normal||negative binomial||Weibull (and truncated Weibull)|
|zeta||logarithmic series||inverse Gaussian|
|Student t||chisquare||Pareto (and truncated Pareto)|
|log-gamma||generalized Poisson||inverse binomial|
|hyperbolic secant||reciprocal inverse Gaussian||univariate simplex|
|logistic (1- and 2-parameter)||gamma||beta (2 parameterizations)|
|Levy||Weibull||generalized beta II|
|beta II||Lomax||inverse Lomax|
|McKay's bivariate gamma||generalized gamma||Freund (1961) bivariate exponential|
|F distribution||hypergeometric||McCullagh's (1989) distribution|
|Frechet||4-parameter bilogistic||Frank's bivariate distribution|
|von Mises||Birnbaum-Saunders||generalized beta (Libby and Novick, 1982)|
|Zipf distribution||sequential binomial||double exponential binomial|
|Plackett's bivariate distribution||Rice||Inverse binomial|
Here is the VGAM reference card.pdf (164 KB) (Last updated: 2013-04-29).
Users can write their own VGAM family function to solve their own problems. New VGAM family functions are being written all the time.
NOTE: At this stage, vglm(), vgam(), and rrvglm() are pretty well functioning. The functions cqo() (temporary bug) and cao() and rcam() have limited functionality. Many of its methods functions work too. There are only a limited number of help files! There are a number of improvements yet to be added. There are a number of bugs (especially to do with some family functions)---please send in bug reports.
VGAMs are described in Yee and Wild (1996), JRSSB 58: 481-493. If you use this software please quote from this BIBTEX file.
The software, which is free, consists of R, FORTRAN 77 and ANSI C functions. A limited amount of PDF documentation is available. Only a few data sets have been incorporated (R version only), and some of the above family functions aren't distributed yet. Currently VGAM is available at CRAN. It runs under R 2.10.x or higher. VGAM is written in Version 4 of the S language (Chambers, 1998).
If you happen to be Romanian then you might find this website is better. Thanks to Alexander Ovsov (alovsov at gmail dot com) for doing the translation.