VGAM can also be downloaded from CRAN.
VGAM is available in three flavours:
2.6 MB tar GNU Zipped (.tar.gz)
7.9 MB zip file (.zip)
Version 1.1-2 and later requires R 3.4.0 or higher.
So what's new in this R version of VGAM? click here.
Some bugs are found and fixed up immediately. Here is a link to the very latest (prerelease) version of VGAM.
Some data sets have now been placed into another
package called VGAMdata.
R CMD INSTALL -l ./myRlibs VGAM_1.1-2.tar.gzto obtain a local library of VGAM. Otherwise install it from CRAN.
The 2015 book Vector Generalized Linear and Additive Models: With an Implementation in R is an authoritative description of the software and underlying framework and theory; it includes many examples and applications. It is the best source of information regarding the entire package.
Here is the VGAM reference card.pdf (176K) (Last updated: 2019-11-22).
BUGS: Here is a known list of bugs.
DISCLAIMER: VGAM is under continual development, meaning that as well as new features being added and bugs found on a regular basis, changes of all sorts are occurring all the time. For example, function and argument names may change at any time, as well as default values of arguments; see the NEWS and ChangeLog files. The VGAM software is available on a use-at-your-own-risk basis: the author assumes no liability for loss or damage of any kind resulting from its use.
Note that, in VGAM, numerous argument names, their order, and function names are changed. This was due to inconsistencies I detected while writing my book, and it was deemed necessary to standardize things. This particularly relates to family functions implementing discrete and continuous distributions. I have tried to summarize all changes in the NEWS file, however, a few changes might have gone undocumented. Users of previous versions of VGAM are cautioned to check their code. My apologies for this inconvenience. Due to the change in the link functions, models fitted prior to VGAM 1.0-0 might have to be refitted.
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