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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.
| Version: | 0.0-6 |
| Depends: | R (≥ 4.2.0), methods, stats, stats4, VGAM (≥ 1.0.0) |
| Suggests: | VGAMdata |
| Published: | 2023-10-31 |
| DOI: | 10.32614/CRAN.package.VGAMextra |
| Author: | Victor Miranda [aut, cre, cph], Thomas Yee [ctb, ths, cph] |
| Maintainer: | Victor Miranda <victor.miranda at aut.ac.nz> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | VGAMextra results |
| Reference manual: | VGAMextra.pdf |
| Package source: | VGAMextra_0.0-6.tar.gz |
| Windows binaries: | r-devel: VGAMextra_0.0-6.zip, r-release: VGAMextra_0.0-6.zip, r-oldrel: VGAMextra_0.0-6.zip |
| macOS binaries: | r-release (arm64): VGAMextra_0.0-6.tgz, r-oldrel (arm64): VGAMextra_0.0-6.tgz, r-release (x86_64): VGAMextra_0.0-6.tgz, r-oldrel (x86_64): VGAMextra_0.0-6.tgz |
| Old sources: | VGAMextra archive |
| Reverse suggests: | VGAM |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.