Additions and Extensions of the 'VGAM' Package
VGLTSMs Family Functions: Generalized integrated regression with order...
VGLTSMs Family functions: The Order-- Autoregressive Integr...
VGLTSMs Family Functions: Generalized autoregressive moving average mo...
VGLTSMs family functions: Order--p Autoregressive Model with covariate...
Link functions for the quantiles of several 1--parameter continuous di...
Link functions for the mean of 1--parameter discrete distributions: Th...
Names/Value of linear predictors/parameters in time series family func...
Polynomial roots based on transfer operators in Vector Generalized...
Constraint matrices for vector generalized time series family function...
Density for the multivariate Normal distribution
VGLTSM family function for the Two--dimensional Error--Correction Mode...
Link functions for the mean of 1--parameter continuous distributions: ...
Link functions for the quantiles of several 1--parameter continuous di...
Link functions for the quantiles of several 1--parameter continuous di...
2--parameter Gamma Distribution
Link functions for the mean of 2--parameter continuous distributions: ...
Generalized Beta Distribution of the Second Kind family function
The Generalized Beta Distribution of the Second King
Link functions for the mean of 1--parameter discrete distributions: Th...
Inverse Chi--squared Distribution.
Link functions for the mean of 1--parameter continuous distributions: ...
The Inverse Chi--squared Distribution
2 - parameter Inverse Gamma Distribution
The Inverse Gamma Distribution
2- parameter Inverse Weibull Distribution
The Inverse Weibull Distribution
KPSS tests for stationarity
Link functions for the mean of 1--parameter discrete distributions: Th...
VGLTSMs Family Functions: Order--q Moving Average Model with covariate...
Link functions for the quantiles of several 1--parameter continuous di...
Multivariate Normal Distribution Family Function
Newton--Raphson algorithm
Estimation and Inference for Conditional Quantiles of a 1--parameter U...
Link functions for the quantiles of several 1--parameter continuous di...
Not-documented functions and classes in VGAMextra
Link functions for the mean of 1--parameter discrete distributions: Th...
Conditional quantile regression with VGAM
Link functions for the mean of 1--parameter continuous distributions: ...
Link functions for the quantiles of several 1--parameter continuous di...
Summary methods for Vector Generalized Time Series Models
Link functions for the mean of 1--parameter continuous distribution: T...
Link functions for the quantiles of several 1--parameter continuous di...
Trivariate Normal Distribution Family Function
Truncated Log-normal Distribution Family Function
The Truncated Log-Normal Distribution
Truncated normal Distribution Family Function
The Truncated Normal Distribution
Undocumented Methods Functions in VGAMextra
Normal (distribution--specified) quantile regression
Quantile regression: Link function for the quantiles of the normal dis...
Utility Functions for the VGAMextra Package
VGLTSM family function for the Order-- Vector Auto(R)egressive Mode...
Additions and extensions of the VGAM package.
Class of Vector Generalized Linear Time Series Models
Link functions for the mean of 2--parameter continuous distributions: ...
Weibull Quantile regression: Link function for the quantiles of the We...
Distribution--specified quantile regression: 2--parameter Weibull Dist...
Estimated White Noise (WN) from the autoregressive moving-average mode...
Link functions for the mean of 1--parameter discrete distributions: Th...
Link functions for the mean of 1--parameter discrete distributions: Th...
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.