Additions and Extensions of the 'VGAM' Package
Overview
Extending the functionalities of the 'VGAM' package with additional functions and datasets. At present, 'VGAMextra' comprises new family functions (ffs) to estimate several time series models by maximum likelihood using Fisher scoring, unlike popular packages in CRAN relying on optim(), including ARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non- seasonal), the Order-(p) VAR model, error correction models for cointegrated time series, and ARMA-structures with Student-t errors. For independent data, new ffs to estimate the inverse- Weibull, the inverse-gamma, the generalized beta of the second kind and the general multivariate normal distributions are available. In addition, 'VGAMextra' incorporates new VGLM-links for the mean-function, and the quantile-function (as an alternative to ordinary quantile modelling) of several 1-parameter distributions, that are compatible with the class of VGLM/VGAM family functions. Currently, only fixed-effects models are implemented. All functions are subject to change; see the NEWS for further details on the latest changes.
- Link functions have been accordingly renamed to mantain consis- tency with VGAM. E.g., logoff is now logofflink. NOTE: All link functions in VGAM end with "link".
From NEWS in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 62 (1 internal)includes a package overview page
- Examples that run
- 93%55 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
- Exported functions with examples
- 98%
- Documented parameters
- 39%
- Return-value docs
- 100%
- Help pages citing references
- 52%
Downloads
Dependencies
Installing VGAMextra adds 1 package (1 with compiled code, 1.7 MB of source tarballs). Heaviest: VGAM 1.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.0-9Latest
- 0.0-82025-08-21 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.0-72025-02-12 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.0-62023-10-31 · diff ↗ ·
added 14 exports
trunclognormal, trunclognormal.control, truncnormal, B11, B21, B22, dtruncnorm, ptruncnorm, qtruncnorm, rtruncnorm, dtrunclnorm, ptrunclnorm, qtrunclnorm, rtrunclnorm - RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.0-52021-05-24 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.0-42021-03-14 · diff ↗
- 0.0-32021-03-06 · diff ↗ ·
removed 15 exports
uninormalMod, logffMeanlink, zetaffMeanlink, yulesimonMeanlink, posPoiMeanlink, borel.tannerMeanlink, inv.chisqMeanlink, inv.chisq, maxwellMeanlink, rayleighMeanlink, expMeanlink, toppleMeanlink, geometricffMeanlink, gammaRMean, gammaRMeanlinkadded 18 exports
uninormalff, logffMlink, zetaffMlink, yulesimonMlink, posPoiMlink, borel.tannerMlink, inv.chisqMlink, inv.chisqff, maxwellMlink, rayleighMlink, expMlink, toppleMlink, geometricffMlink, gammaRff, gammaRMlink, weibullRff, weibullMlink, weibullQlink - 0.0-22020-04-28 · diff ↗ ·
removed 5 exports
AR1extra, dAR1extra, AR1EIM.G2, trinormal, trinormal.controladded 4 exports
uninormalQlink, uninormalMod, trinormalCovff, trinormalCovff.control - RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
Show 2 earlier eventsHide 2 earlier events
- 0.0-12018-06-27
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-06-27
- Total releases
- 9 / 8 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 4.2.0
- Bundled data
- 30 KB / 2 files
- Download size
- 298 KB
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