The VGAM package for R

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 rcim().

VGAM can fit regression models to the following data types: