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, and the book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) <doi:10.1007/978-1-4939-2818-7> gives details of the statistical framework and VGAM package. Currently only fixed-effects models are implemented, i.e., no random-effects models. 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; see the NEWS and ChangeLog files for latest changes.

Version: 1.0-2
Depends: R (≥ 3.1.0), methods, stats, stats4, splines
Suggests: VGAMdata, MASS, mgcv
Published: 2016-05-27
Author: Thomas W. Yee
Maintainer: Thomas Yee <t.yee at>
BugReports: NA
License: GPL-2 | GPL-3
NeedsCompilation: yes
Citation: VGAM citation info
Materials: NEWS ChangeLog
In views: Distributions, Econometrics, Environmetrics, Multivariate, Psychometrics, SocialSciences, Survival
CRAN checks: VGAM results


Reference manual: VGAM.pdf
Vignettes: The VGAM Package for Categorical Data Analysis
The VGAM Package for Capture–Recapture Data Using the Conditional Likelihood
Package source: VGAM_1.0-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: VGAM_1.0-2.tgz, r-oldrel: VGAM_1.0-2.tgz
Old sources: VGAM archive

Reverse dependencies:

Reverse depends: Bayesthresh, BSquare, EffectStars, errint, EurosarcBayes, GEVcdn, iteRates, lawstat, multgee, ordBTL, pheno2geno, prob, regclass
Reverse imports: AICcmodavg, BioPET, cg, Countr, DAMisc, ExomeDepth, fakeR, HiDimMaxStable, list, lllcrc, PAFit, ph2bye, poweRlaw, sads, sampleSelection, SemiParBIVProbit, SemiParSampleSel, smcfcs, snowboot, SparseFactorAnalysis, sparsereg, staTools, Zelig, ZeligChoice
Reverse suggests: catdata, copula, cubfits, DeLorean, discSurv, ExtDist, hnp, isdals, kyotil, medflex, mediation, mlt.docreg, mnlogit, modeest, partDSA, robustrank, Sofi, tscount, vcdExtra, VGAMdata