{
  "_id": "6a129b0bacfb0bcc41d0e67c",
  "Package": "VGAMextra",
  "Version": "0.0-9",
  "Date": "2025-12-04",
  "Title": "Additions and Extensions of the 'VGAM' Package",
  "Authors@R": "c(person(\"Victor\", \"Miranda\", role = c(\"aut\", \"cre\", \n\"cph\"),\nemail = \"victor.miranda@aut.ac.nz\"),\nperson(\"Thomas\", \"Yee\", role = c( \"ctb\", \"ths\",\n\"cph\"),\nemail = \"t.yee@auckland.ac.nz\"))",
  "Author": "Victor Miranda [aut, cre, cph], Thomas Yee [ctb, ths, cph]",
  "Maintainer": "Victor Miranda <victor.miranda@aut.ac.nz>",
  "Description": "Extending the functionalities of the 'VGAM' package with\nadditional functions and datasets. At present, 'VGAMextra'\ncomprises new family functions (ffs) to estimate several time\nseries models by maximum likelihood using Fisher scoring,\nunlike popular packages in CRAN relying on optim(), including\nARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non-\nseasonal), the Order-(p) VAR model, error correction models for\ncointegrated time series, and ARMA-structures with Student-t\nerrors. For independent data, new ffs to estimate the inverse-\nWeibull, the inverse-gamma, the generalized beta of the second\nkind and the general multivariate normal distributions are\navailable. In addition, 'VGAMextra' incorporates new VGLM-links\nfor the mean-function, and the quantile-function (as an\nalternative to ordinary quantile modelling) of several\n1-parameter distributions, that are compatible with the class\nof VGLM/VGAM family functions. Currently, only fixed-effects\nmodels are implemented. All functions are subject to change;\nsee the NEWS for further details on the latest changes.",
  "License": "GPL-2",
  "NeedsCompilation": "yes",
  "BuildVignettes": "yes",
  "Packaged": {
    "Date": "2026-05-24 06:27:32 UTC",
    "User": "root"
  },
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2025-12-03 20:20:02 UTC",
  "RemoteUrl": "https://github.com/cran/VGAMextra",
  "RemoteRef": "HEAD",
  "RemoteSha": "f4f1981fdbd02f3cfc2db9e2387ffdd58947eff1",
  "MD5sum": "8fe138ba7075518f4d7595ca99a4ba89",
  "_user": "cran",
  "_type": "src",
  "_file": "VGAMextra_0.0-9.tar.gz",
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  "_filesize": 1097091,
  "_sha256": "eb85ad633a37a192e94f4bd42c3a7cdcedab9985b7016fed612664538698c7d8",
  "_created": "2026-05-24T06:27:32.000Z",
  "_published": "2026-05-24T06:30:35.092Z",
  "_distro": "noble",
  "_jobs": [
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  "_buildurl": "https://github.com/r-universe/cran/actions/runs/26353951195",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/VGAMextra",
  "_commit": {
    "id": "f4f1981fdbd02f3cfc2db9e2387ffdd58947eff1",
    "author": "Victor Miranda <victor.miranda@aut.ac.nz>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 0.0-9\n",
    "time": 1764793202
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  "_maintainer": {
    "name": "Victor Miranda",
    "email": "victor.miranda@aut.ac.nz"
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  "_dependencies": [
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      "package": "R",
      "version": ">= 4.2.0",
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    {
      "package": "methods",
      "role": "Depends"
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    {
      "package": "stats",
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    {
      "package": "stats4",
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    {
      "package": "VGAM",
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    {
      "package": "VGAMdata",
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  "_tags": [
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      "name": "0.0-8",
      "date": "2025-08-21"
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  "_userbio": {
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    "type": "organization",
    "name": "cran",
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
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    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/VGAMextra"
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  "_searchresults": 66,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/VGAMextra.html",
    "manual.pdf"
  ],
  "_realowner": "cran",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.0-1",
      "date": "2018-06-27"
    },
    {
      "version": "0.0-2",
      "date": "2020-04-28"
    },
    {
      "version": "0.0-3",
      "date": "2021-03-05"
    },
    {
      "version": "0.0-4",
      "date": "2021-03-14"
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    {
      "version": "0.0-5",
      "date": "2021-05-24"
    },
    {
      "version": "0.0-6",
      "date": "2023-10-31"
    },
    {
      "version": "0.0-7",
      "date": "2025-02-12"
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    {
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      "date": "2025-08-21"
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    {
      "version": "0.0-9",
      "date": "2025-12-11"
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  ],
  "_exports": [
    "ARIMAX.errors.ff",
    "ARIMAX.errors.ff.control",
    "ARIMAXff",
    "ARIMAXff.control",
    "ARMA.EIM.G2",
    "ARMA.studentt.ff",
    "ARMA.studentt.ff.control",
    "ARMAX.GARCHff",
    "ARMAX.GARCHff.control",
    "ARMAXff",
    "ARMAXff.control",
    "ARpEIM.G2",
    "arwzTS",
    "ARXff",
    "ARXff.control",
    "B11",
    "B21",
    "B22",
    "benini1Qlink",
    "borel.tannerMlink",
    "break.VGAMextra",
    "checkTS.ffs",
    "checkTS.VGAMextra",
    "cm.ARMA",
    "combVGAMextra",
    "con.est.s2l",
    "cross.gammas",
    "dARMA",
    "dARp",
    "dgen.betaII",
    "dinv.chisq",
    "dinvgamma",
    "dinvweibull",
    "dMAq",
    "dmultinorm",
    "dtrunclnorm",
    "dtruncnorm",
    "ECM.EngleGran",
    "ECM.EngleGran.control",
    "execute.PIT",
    "expMlink",
    "expQlink",
    "extract.Residuals",
    "ffff.help",
    "fittedVGAMextra",
    "gamma1Qlink",
    "gammaRff",
    "gammaRMlink",
    "gen.betaIImr",
    "geometricffMlink",
    "inspectVGAMextra",
    "interleaveArray.VGAMextra",
    "inv.chisqff",
    "inv.chisqMlink",
    "invgamma2mr",
    "invweibull2mr",
    "is.FormulaAR",
    "Is.Numeric",
    "isNA",
    "KPSS.test",
    "logarithmicTSff",
    "logarithmicTSff.control",
    "logffMlink",
    "MAqEIM.G2",
    "MAXff",
    "MAXff.control",
    "maxwellMlink",
    "maxwellQlink",
    "MVNcov",
    "MVNcov.control",
    "NegBinomTSff",
    "NegBinomTSff.control",
    "newtonRaphson.basic",
    "normal1sdff",
    "normal1sdQlink",
    "pgen.betaII",
    "pinv.chisq",
    "pinvgamma",
    "pinvweibull",
    "PIT",
    "poissonTSff",
    "poissonTSff.control",
    "posPoiMlink",
    "ptrunclnorm",
    "ptruncnorm",
    "pVal.KPSS.test",
    "Q.reg",
    "qgen.betaII",
    "qinv.chisq",
    "qinvgamma",
    "qinvweibull",
    "qtrunclnorm",
    "qtruncnorm",
    "quick.check.coeffs",
    "rAR.GARCH",
    "rayleighMlink",
    "rayleighQlink",
    "responseVGAMex",
    "rgen.betaII",
    "rINGARCH",
    "rinv.chisq",
    "rinvgamma",
    "rinvweibull",
    "rtrunclnorm",
    "rtruncnorm",
    "toppleMlink",
    "toppleQlink",
    "trinormalCovff",
    "trinormalCovff.control",
    "trunclognormal",
    "trunclognormal.control",
    "truncnormal",
    "typeTS",
    "uninormalff",
    "uninormalQlink",
    "VARff",
    "VARff.control",
    "vgamextraNEWS",
    "VGLM.INGARCHff",
    "VGLM.INGARCHff.control",
    "weibullMlink",
    "weibullQlink",
    "weibullRff",
    "weightsVGAMextra",
    "WN.InitARMA",
    "WN.lags",
    "XLMmat",
    "yulesimonMlink",
    "yulesimonTSff",
    "yulesimonTSff.control",
    "zetaffMlink"
  ],
  "_datasets": [
    {
      "name": "ap.mx",
      "title": "Air pollution Data, Mexico City.",
      "object": "ap.mx",
      "file": "ap.mx.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "time",
        "PM10",
        "O3",
        "temp",
        "HR"
      ],
      "rows": 547,
      "table": true,
      "tojson": true
    },
    {
      "name": "HKdata",
      "title": "Air pollution and hospital admissions due to respiratory and cardiovascular causes, Hong Kong.",
      "object": "HKdata",
      "file": "HKdata.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "date",
        "cardio",
        "resp",
        "no2",
        "so2",
        "rsp",
        "o3",
        "temp",
        "hum",
        "mon",
        "tue",
        "wed",
        "thur",
        "fri",
        "sat"
      ],
      "rows": 1090,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "VGAMextra-package",
      "title": "Additions and extensions of the VGAM package.",
      "topics": [
        "VGAMextra-package",
        "VGAMextra"
      ]
    },
    {
      "page": "ap.mx",
      "title": "Air pollution Data, Mexico City.",
      "topics": [
        "ap.mx"
      ]
    },
    {
      "page": "ARIMAX.errors.ff",
      "title": "VGLTSMs Family Functions: Generalized integrated regression with order-(p, q) ARMA errors",
      "topics": [
        "ARIMAX.errors.ff"
      ]
    },
    {
      "page": "ARIMAXff",
      "title": "VGLTSMs Family functions: The Order-(p, d, q) Autoregressive Integrated Moving Average Model (ARIMA(p, d, q)) with covariates",
      "topics": [
        "ARIMAXff",
        "ARMAXff"
      ]
    },
    {
      "page": "ARMA.studentt.ff",
      "title": "VGLTSMs Family Functions: Generalized autoregressive moving average model with Student-t errors",
      "topics": [
        "ARMA.studentt.ff"
      ]
    },
    {
      "page": "ARXff",
      "title": "VGLTSMs family functions: Order-p Autoregressive Model with covariates",
      "topics": [
        "AR1",
        "ARXff"
      ]
    },
    {
      "page": "benini1Qlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions",
      "topics": [
        "benini1Qlink"
      ]
    },
    {
      "page": "borel.tannerMeanlink",
      "title": "Link functions for the mean of 1-parameter discrete distributions: The Borel-Tanner distribution.",
      "topics": [
        "borel.tannerMeanlink",
        "borel.tannerMlink"
      ]
    },
    {
      "page": "break.VGAMextra",
      "title": "Names/Value of linear predictors/parameters in time series family functions.",
      "topics": [
        "break.VGAMextra"
      ]
    },
    {
      "page": "checkTS.VGAMextra",
      "title": "Polynomial roots based on _transfer operators_ in Vector Generalized Time Series Family Functions",
      "topics": [
        "checkTS.ffs",
        "checkTS.VGAMextra"
      ]
    },
    {
      "page": "cm.ARMA",
      "title": "Constraint matrices for vector generalized time series family functions.",
      "topics": [
        "cm.ARMA"
      ]
    },
    {
      "page": "dMVNcov",
      "title": "Density for the multivariate Normal distribution",
      "topics": [
        "dmultinorm"
      ]
    },
    {
      "page": "ECM.EngleGran",
      "title": "VGLTSM family function for the Two-dimensional Error-Correction Model (Engle and Granger, 1987) for I(1)-variables",
      "topics": [
        "ECM.EngleGran"
      ]
    },
    {
      "page": "expMeanlink",
      "title": "Link functions for the mean of 1-parameter continuous distributions: The exponential distribution.",
      "topics": [
        "expMeanlink",
        "expMlink"
      ]
    },
    {
      "page": "expQlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions.",
      "topics": [
        "expQlink"
      ]
    },
    {
      "page": "gamma1Qlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions",
      "topics": [
        "gamma1Qlink"
      ]
    },
    {
      "page": "gammaRff",
      "title": "2-parameter Gamma Distribution",
      "topics": [
        "gammaRff"
      ]
    },
    {
      "page": "gammaRMeanlink",
      "title": "Link functions for the mean of 2-parameter continuous distributions: The gamma distribution.",
      "topics": [
        "gammaRMeanlink",
        "gammaRMlink"
      ]
    },
    {
      "page": "gen.betaIImr",
      "title": "Generalized Beta Distribution of the Second Kind family function",
      "topics": [
        "gen.betaIImr"
      ]
    },
    {
      "page": "genbetaIIUC",
      "title": "The Generalized Beta Distribution of the Second King",
      "topics": [
        "dgen.betaII",
        "genbetaIIDist",
        "pgen.betaII",
        "qgen.betaII",
        "rgen.betaII"
      ]
    },
    {
      "page": "geometricffMeanlink",
      "title": "Link functions for the mean of 1-parameter discrete distributions: The Geometric Distribution.",
      "topics": [
        "geometricffMeanlink",
        "geometricffMlink"
      ]
    },
    {
      "page": "HKdata",
      "title": "Air pollution and hospital admissions due to respiratory and cardiovascular causes, Hong Kong.",
      "topics": [
        "HKdata"
      ]
    },
    {
      "page": "invchisquaredUC",
      "title": "The Inverse Chi-squared Distribution",
      "topics": [
        "dinv.chisq",
        "inv.chisqDist",
        "pinv.chisq",
        "qinv.chisq",
        "rinv.chisq"
      ]
    },
    {
      "page": "inv.chisqff",
      "title": "Inverse Chi-squared Distribution.",
      "topics": [
        "inv.chisqff"
      ]
    },
    {
      "page": "inv.chisqMeanlink",
      "title": "Link functions for the mean of 1-parameter continuous distributions: The inverse chi-squared distribution.",
      "topics": [
        "inv.chisqMeanlink",
        "inv.chisqMlink"
      ]
    },
    {
      "page": "invgamma2mr",
      "title": "2 - parameter Inverse Gamma Distribution",
      "topics": [
        "invgamma2mr"
      ]
    },
    {
      "page": "invgammaUC",
      "title": "The Inverse Gamma Distribution",
      "topics": [
        "dinvgamma",
        "invgammaDist",
        "pinvgamma",
        "qinvgamma",
        "rinvgamma"
      ]
    },
    {
      "page": "invweibull2mr",
      "title": "2- parameter Inverse Weibull Distribution",
      "topics": [
        "invweibull2mr"
      ]
    },
    {
      "page": "invweibullUC",
      "title": "The Inverse Weibull Distribution",
      "topics": [
        "dinvweibull",
        "invweibullDist",
        "pinvweibull",
        "qinvweibull",
        "rinvweibull"
      ]
    },
    {
      "page": "KPSS.test",
      "title": "KPSS tests for stationarity",
      "topics": [
        "KPSS.test"
      ]
    },
    {
      "page": "logffMeanlink",
      "title": "Link functions for the mean of 1-parameter discrete distributions: The Logarithmic Distribuion.",
      "topics": [
        "logfflink.inv.deriv0",
        "logffMlink"
      ]
    },
    {
      "page": "MAXff",
      "title": "VGLTSMs Family Functions: Order-q Moving Average Model with covariates",
      "topics": [
        "MAXff"
      ]
    },
    {
      "page": "maxwellQlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions",
      "topics": [
        "maxwellQlink"
      ]
    },
    {
      "page": "MVNcov",
      "title": "Multivariate Normal Distribution Family Function",
      "topics": [
        "MVNcov"
      ]
    },
    {
      "page": "newtonRaphson.basic",
      "title": "Newton-Raphson algorithm",
      "topics": [
        "newtonRaphson.basic"
      ]
    },
    {
      "page": "normal1sd",
      "title": "Estimation and Inference for Conditional Quantiles of a 1-parameter Univariate Normal Distribution.",
      "topics": [
        "normal1sdff",
        "uninormalsd"
      ]
    },
    {
      "page": "normal1sdQlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions.",
      "topics": [
        "normal1sdQlink"
      ]
    },
    {
      "page": "notDocumentedYetVGAMextra",
      "title": "Not-documented functions and classes in 'VGAMextra'",
      "topics": [
        ".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"
      ]
    },
    {
      "page": "pospoissonMeanlink",
      "title": "Link functions for the mean of 1-parameter discrete distributions: The Positive Poisson Distribution.",
      "topics": [
        "pospoilink.inv.deriv0",
        "posPoiMeanlink",
        "posPoiMlink"
      ]
    },
    {
      "page": "Q.reg",
      "title": "Conditional quantile regression with 'VGAM'",
      "topics": [
        "Q.reg"
      ]
    },
    {
      "page": "rayleighMeanlink",
      "title": "Link functions for the mean of 1-parameter continuous distributions: The Rayleigh and the Maxwell distributions.",
      "topics": [
        "maxwellMlink",
        "rayleighMlink"
      ]
    },
    {
      "page": "rayleighQlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions",
      "topics": [
        "rayleighQlink"
      ]
    },
    {
      "page": "summaryS4VGAMextra",
      "title": "Summary methods for Vector Generalized Time Series Models",
      "topics": [
        "summaryS4VGAMextra",
        "summaryS4VGAMextra, vgltsmff-method"
      ]
    },
    {
      "page": "toppleMeanlink",
      "title": "Link functions for the mean of 1-parameter continuous distribution: The Topp-Leone distribution.",
      "topics": [
        "toppleMeanlink",
        "toppleMlink"
      ]
    },
    {
      "page": "toppleQlink",
      "title": "Link functions for the quantiles of several 1-parameter continuous distributions",
      "topics": [
        "toppleQlink"
      ]
    },
    {
      "page": "trinormalCovff",
      "title": "Trivariate Normal Distribution Family Function",
      "topics": [
        "trinormalCovff"
      ]
    },
    {
      "page": "trunclognormalff",
      "title": "Truncated Log-normal Distribution Family Function",
      "topics": [
        "trunclognormal"
      ]
    },
    {
      "page": "trunclognormalUC",
      "title": "The Truncated Log-Normal Distribution",
      "topics": [
        "dtrunclnorm",
        "ptrunclnorm",
        "qtrunclnorm",
        "rtrunclnorm",
        "trunclognormalDist"
      ]
    },
    {
      "page": "truncnormalff",
      "title": "Truncated normal Distribution Family Function",
      "topics": [
        "truncnormal"
      ]
    },
    {
      "page": "truncnormalUC",
      "title": "The Truncated Normal Distribution",
      "topics": [
        "dtruncnorm",
        "ptruncnorm",
        "qtruncnorm",
        "rtruncnorm",
        "truncnormalDist"
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