VGAMextra
type: Item
swMATH work ID: 30273
instance of: R package
software version identifier: 0.0-5
software version identifier: 0.0-1
software version identifier: 0.0-2
software version identifier: 0.0-3
software version identifier: 0.0-4
software version identifier: 0.0-6
maintained by: Victor Miranda
CRAN project: VGAMextra
programmed in: R
described by source: New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
last update: 2023-10-31T00:00:00Z
description: 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.
author: Victor Miranda
copyright license: GNU General Public License, version 2.0
depends on software: methods
depends on software: stats
depends on software: stats4
depends on software: VGAM
depends on software: R
MaRDI profile type: MaRDI software profile
source code repository: VGAMextra
description: Additions and Extensions of the 'VGAM' Package