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r-cran-vgam

GNU R package for estimating vector generalized additive models

Description

This package implements a variety of functions for estimating vector generalized additive models (VGAMs), as well as vector generalized linear models (VGLMs), reduced-rank VGLMs, and quadratic reduced-rank VGLMs.

Specific models that can be fit include a wide variety of categorical-response models (with nominal and ordinal dependent variables), bivariate binary-response models (bivariate logit/probit), and seemingly-unrelated regressions. The package also includes a number of standard and non-standard distribution functions of use to statisticians.

Homepage

http://www.stat.auckland.ac.nz/~yee/VGAM/


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