./math/R-VGAMextra, Additions and Extensions of the VGAM Package

[ CVSweb ] [ Homepage ] [ RSS ] [ Required by ] [ Add to tracker ]

Branch: CURRENT, Version: 0.0.6, Package name: R-VGAMextra-0.0.6, Maintainer: pkgsrc-users

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.

Master sites: (Expand)

Version history: (Expand)