Package: VGAMextra 0.0-6

Victor Miranda

VGAMextra: Additions and Extensions of the 'VGAM' Package

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.

Authors:Victor Miranda [aut, cre, cph], Thomas Yee [ctb, ths, cph]

VGAMextra_0.0-6.tar.gz
VGAMextra_0.0-6.tar.gz(r-4.5-noble)VGAMextra_0.0-6.tar.gz(r-4.4-noble)
VGAMextra_0.0-6.tgz(r-4.4-emscripten)VGAMextra_0.0-6.tgz(r-4.3-emscripten)
VGAMextra.pdf |VGAMextra.html✨
VGAMextra/json (API)
NEWS

# Install 'VGAMextra' in R:
install.packages('VGAMextra', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • HKdata - Air pollution and hospital admissions due to respiratory and cardiovascular causes, Hong Kong.
  • ap.mx - Air pollution Data, Mexico City.

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.80 score 63 scripts 855 downloads 131 exports 1 dependencies

Last updated 1 years agofrom:b5fc0d4c5e. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 24 2024
R-4.5-linuxNOTEDec 24 2024

Exports:ARIMAX.errors.ffARIMAX.errors.ff.controlARIMAXffARIMAXff.controlARMA.EIM.G2ARMA.studentt.ffARMA.studentt.ff.controlARMAX.GARCHffARMAX.GARCHff.controlARMAXffARMAXff.controlARpEIM.G2arwzTSARXffARXff.controlB11B21B22benini1Qlinkborel.tannerMlinkbreak.VGAMextracheckTS.ffscheckTS.VGAMextracm.ARMAcombVGAMextracon.est.s2lcross.gammasdARMAdARpdgen.betaIIdinv.chisqdinvgammadinvweibulldMAqdmultinormdtrunclnormdtruncnormECM.EngleGranECM.EngleGran.controlexecute.PITexpMlinkexpQlinkextract.Residualsffff.helpfittedVGAMextragamma1QlinkgammaRffgammaRMlinkgen.betaIImrgeometricffMlinkinspectVGAMextrainterleaveArray.VGAMextrainv.chisqffinv.chisqMlinkinvgamma2mrinvweibull2mris.FormulaARIs.NumericisNAKPSS.testlogarithmicTSfflogarithmicTSff.controllogffMlinkMAqEIM.G2MAXffMAXff.controlmaxwellMlinkmaxwellQlinkMVNcovMVNcov.controlNegBinomTSffNegBinomTSff.controlnewtonRaphson.basicnormal1sdffnormal1sdQlinkpgen.betaIIpinv.chisqpinvgammapinvweibullPITpoissonTSffpoissonTSff.controlposPoiMlinkptrunclnormptruncnormpVal.KPSS.testQ.regqgen.betaIIqinv.chisqqinvgammaqinvweibullqtrunclnormqtruncnormquick.check.coeffsrAR.GARCHrayleighMlinkrayleighQlinkresponseVGAMexrgen.betaIIrINGARCHrinv.chisqrinvgammarinvweibullrtrunclnormrtruncnormtoppleMlinktoppleQlinktrinormalCovfftrinormalCovff.controltrunclognormaltrunclognormal.controltruncnormaltypeTSuninormalffuninormalQlinkVARffVARff.controlvgamextraNEWSVGLM.INGARCHffVGLM.INGARCHff.controlweibullMlinkweibullQlinkweibullRffweightsVGAMextraWN.InitARMAWN.lagsXLMmatyulesimonMlinkyulesimonTSffyulesimonTSff.controlzetaffMlink

Dependencies:VGAM

Readme and manuals

Help Manual

Help pageTopics
Additions and extensions of the VGAM package.VGAMextra-package VGAMextra
Air pollution Data, Mexico City.ap.mx
VGLTSMs Family Functions: Generalized integrated regression with order-(p, q) ARMA errorsARIMAX.errors.ff
VGLTSMs Family functions: The Order-(p, d, q) Autoregressive Integrated Moving Average Model (ARIMA(p, d, q)) with covariatesARIMAXff ARMAXff
VGLTSMs Family Functions: Generalized autoregressive moving average model with Student-t errorsARMA.studentt.ff
VGLTSMs family functions: Order-p Autoregressive Model with covariatesAR1 ARXff
Link functions for the quantiles of several 1-parameter continuous distributionsbenini1Qlink
Link functions for the mean of 1-parameter discrete distributions: The Borel-Tanner distribution.borel.tannerMeanlink borel.tannerMlink
Names/Value of linear predictors/parameters in time series family functions.break.VGAMextra
Polynomial roots based on _transfer operators_ in Vector Generalized Time Series Family FunctionscheckTS.ffs checkTS.VGAMextra
Constraint matrices for vector generalized time series family functions.cm.ARMA
Density for the multivariate Normal distributiondmultinorm
VGLTSM family function for the Two-dimensional Error-Correction Model (Engle and Granger, 1987) for I(1)-variablesECM.EngleGran
Link functions for the mean of 1-parameter continuous distributions: The exponential distribution.expMeanlink expMlink
Link functions for the quantiles of several 1-parameter continuous distributions.expQlink
Link functions for the quantiles of several 1-parameter continuous distributionsgamma1Qlink
2-parameter Gamma DistributiongammaRff
Link functions for the mean of 2-parameter continuous distributions: The gamma distribution.gammaRMeanlink gammaRMlink
Generalized Beta Distribution of the Second Kind family functiongen.betaIImr
The Generalized Beta Distribution of the Second Kingdgen.betaII genbetaIIDist pgen.betaII qgen.betaII rgen.betaII
Link functions for the mean of 1-parameter discrete distributions: The Geometric Distribution.geometricffMeanlink geometricffMlink
Air pollution and hospital admissions due to respiratory and cardiovascular causes, Hong Kong.HKdata
The Inverse Chi-squared Distributiondinv.chisq inv.chisqDist pinv.chisq qinv.chisq rinv.chisq
Inverse Chi-squared Distribution.inv.chisqff
Link functions for the mean of 1-parameter continuous distributions: The inverse chi-squared distribution.inv.chisqMeanlink inv.chisqMlink
2 - parameter Inverse Gamma Distributioninvgamma2mr
The Inverse Gamma Distributiondinvgamma invgammaDist pinvgamma qinvgamma rinvgamma
2- parameter Inverse Weibull Distributioninvweibull2mr
The Inverse Weibull Distributiondinvweibull invweibullDist pinvweibull qinvweibull rinvweibull
KPSS tests for stationarityKPSS.test
Link functions for the mean of 1-parameter discrete distributions: The Logarithmic Distribuion.logfflink.inv.deriv0 logffMlink
VGLTSMs Family Functions: Order-q Moving Average Model with covariatesMAXff
Link functions for the quantiles of several 1-parameter continuous distributionsmaxwellQlink
Multivariate Normal Distribution Family FunctionMVNcov
Newton-Raphson algorithmnewtonRaphson.basic
Estimation and Inference for Conditional Quantiles of a 1-parameter Univariate Normal Distribution.normal1sdff uninormalsd
Link functions for the quantiles of several 1-parameter continuous distributions.normal1sdQlink
Not-documented functions and classes in 'VGAMextra'.onAttach ARIMAX.errors.ff.control ARIMAXff.control ARMA.EIM.G2 ARMA.studentt.ff.control ARMAX.GARCHff ARMAX.GARCHff.control ARMAXff.control ARpEIM.G2 arwzTS ARXff.control B11 B21 B22 combVGAMextra con.est.s2l dARMA dARp dMAq ECM.EngleGran.control execute.PIT interleaveArray.VGAMextra logarithmicTSff logarithmicTSff.control MAqEIM.G2 MAXff.control MVNcov.control NegBinomTSff NegBinomTSff.control notDocumentedYetVGAMextra PIT poissonTSff poissonTSff.control pVal.KPSS.test quick.check.coeffs rAR.GARCH responseVGAMex rINGARCH trinormalCovff.control trunclognormal.control typeTS VARff.control vgamextraNEWS VGLM.INGARCHff VGLM.INGARCHff.control yulesimonTSff yulesimonTSff.control
Link functions for the mean of 1-parameter discrete distributions: The Positive Poisson Distribution.pospoilink.inv.deriv0 posPoiMeanlink posPoiMlink
Conditional quantile regression with 'VGAM'Q.reg
Link functions for the mean of 1-parameter continuous distributions: The Rayleigh and the Maxwell distributions.maxwellMlink rayleighMlink
Link functions for the quantiles of several 1-parameter continuous distributionsrayleighQlink
Summary methods for Vector Generalized Time Series ModelssummaryS4VGAMextra summaryS4VGAMextra, vgltsmff-method
Link functions for the mean of 1-parameter continuous distribution: The Topp-Leone distribution.toppleMeanlink toppleMlink
Link functions for the quantiles of several 1-parameter continuous distributionstoppleQlink
Trivariate Normal Distribution Family FunctiontrinormalCovff
Truncated Log-normal Distribution Family Functiontrunclognormal
The Truncated Log-Normal Distributiondtrunclnorm ptrunclnorm qtrunclnorm rtrunclnorm trunclognormalDist
Truncated normal Distribution Family Functiontruncnormal
The Truncated Normal Distributiondtruncnorm ptruncnorm qtruncnorm rtruncnorm truncnormalDist
Normal (distribution-specified) quantile regressionuninormalff
Quantile regression: Link function for the quantiles of the normal distribution.uninormalQlink
Utility Functions for the 'VGAMextra' Packagecross.gammas extract.Residuals ffff.help fittedVGAMextra inspectVGAMextra is.FormulaAR Is.Numeric isNA UtilitiesVGAMextra weightsVGAMextra WN.lags XLMmat
VGLTSM family function for the Order-p Vector Auto(R)egressive ModelVARff
Class of Vector Generalized Linear Time Series ModelsARMAvgltsmff vgltsff-class vgltsmff-class vgtsff-class
Link functions for the mean of 2-parameter continuous distributions: The Weibull distribution.weibullMlink
Weibull Quantile regression: Link function for the quantiles of the Weibull distribution.weibullQlink
Distribution-specified quantile regression: 2-parameter Weibull DistributionweibullRff
Estimated White Noise (WN) from the autoregressive moving-average model of order-(p, q) [ARMA(p, q)].WN.InitARMA
Link functions for the mean of 1-parameter discrete distributions: The Yule-Simon Distribution.yulesimonMeanlink yulesimonMlink
Link functions for the mean of 1-parameter discrete distributions: The Zeta Distribution.zetafflink.inv.deriv0 zetaffMeanlink zetaffMlink