Major changes since 0.9.0:
o A companion package, called \pkg{VGAMdata}, is new.
Some large data sets previously in \pkg{VGAM} have
been shifted there, e.g., xs.nz and ugss.
In \pkg{VGAMdata} there is (new) oly12 and students.tw.
o pnorm2() argument names have changed from 'sd1' to
'var1', etc. and 'rho' to 'cov12'.
See documentation.
Warning given if it returns any negative value.
o Introduction of g-type arguments for grid search.
o Improved initial values for: lomax().
o Argument 'bred' works for poissonff().
o latvar() generic available, identical to lv(). But the
latter will be withdrawn soon.
o Rank() generic available for RR-VGLMs, QRR-VGLMs, CAO models.
o New function: pgamma.deriv(), pgamma.deriv.unscaled(),
vlm2lm.model.matrix().
o New VGAM family functions:
posbernoulli.b(), posbernoulli.t(), posbernoulli.tb(tau = 2 or 3).
These provide estimates of N as well as its standard error.
Also, truncgeometric() and truncweibull() are new.
Also, SUR() is new.
Also, binom2.rho.ss() does not work yet.
o New argument 'matrix.out = FALSE' for constraints.vlm().
o cm.vgam() has a few more arguments to provide more flexibility.
But there should be no changes for VGAM users at this stage.
o Renamed functions: confint_rrnb() is now renamed to
Confint.rrnb() and confint_nb1() is now renamed to Confint.nb1().
o Some changes to component names returned by Confint.rrnb() and
Confint.nb1(): $CI. and $SE. are uppercase.
o Some zero-inflated VGAM family functions return a
"vglm" object with @misc$pstr0 for the estimated
probability of a structural zero.
o New data set: olym12.
Note that Students.tw is earmarked for \pkg{VGAMdata}.
o Data sets renamed:
olympic renamed to olym08.
o Qvar() has a 'which.eta = 1' argument specifying which linear
predictor to use. So quasi-variances are now
available to models with M > 1 linear predictors.
o Tested okay on R 3.0.0.
New features:
o Major change: VGAM family functions no longer have
arguments such as earg, escale, eshape, etc. Arguments such
as offset that used to be passed in via those arguments can
be done directly through the link function. For example,
gev(lshape = "logoff", eshape = list(offset = 0.5)) is
replaced by gev(lshape = logoff(offset = 0.5)). The @misc
slot retains the $link and $earg components, however,
the latter is in a different format. Functions such as
dtheta.deta(), d2theta.deta2(), eta2theta(), theta2eta()
have been modified. Link functions have been simplified
somewhat. The casual user will probably not be affected,
but programmers will. Sorry about this!
o New VGAM family functions:
[dpqr]gompertz(), [dpqr]gumbelII(), [dpr]lindley(),
[dpqr]makeham(), [dpqr]perks().
o df.residual() supports a new formula/equation for 'type = "lm"'.
o garma("reciprocal") supported.
o is.parallel() for constraint matrices summary.
o Improved family functions:
these can handle multiple responses:
benini(), chisq(), erlang(), exponential(), gamma1(), geometric(),
gpd(), inv.gaussianff(), logff(), maxwell(), rayleigh(),
yulesimon(), zetaff().
o New data set: hormone
[http://www.stat.tamu.edu/~carroll/data/hormone_data.txt].
o If a factor response is not ordered then a warning
is issued for acat(), cratio(), cumulative() and sratio().
o New dpqr-type functions:
[dpqr]perks(), [dpqr]mperks(), [dpqr]mbeard().
o Argument 'parallel' added to gamma2().
o New link functions: mlogit().
Bug fixes and changes:
o zibinomial() had 1 wrong element in the EIM; one of the
corrections of VGAM 0.8-4 was actually incorrect.
o zibinomial() blurb was wrong:
previously was "(1 - pstr0) * prob / (1 - (1 - prob)^w)" where
prob is the mean of the ordinary binomial distribution.
Now is "(1 - pstr0) * prob".
o betaff() no longer has "A" and "B" arguments; they ar
extracted from "lmu = elogit(min = A, max = B)".
o binom2.rho() has "lmu" as a new argument 2.
o logistic2() has has zero = -2 as default, and can handle
multiple responses.
o gengamma() returned the wrong mean (picked up by Andrea Venturini):
not b * k but b * gamma(k + 1 / d) / gamma(k).
o tobit.Rd nows states vector values for 'Lower' and 'Upper'
are permitted. Also, the @misc$Lower and @misc$Upper are
matrices of the same dimension as the response.
o constraints.vlm(type = c("vlm", "lm")) has been changed to
constraints.vlm(type = c("lm", "term")) [respectively].
o Rcam() renamed to Rcim(), and rcam() renamed to rcim().
Class "rcam" changed to "rcim".
o Days changed from "Monday" to "Mon" in all crash data frames, etc.
o w.wz.merge() written to handle the working weights
for multiple responses.
w.y.check() written to check the integrity of prior
weights and response.
o Argument 'sameScale' changed to 'eq.scale',
'quantile.probs' in negbinomial-type families changed to 'probs.y'.
o No more warnings: dirmultinomial().
o Renamed arguments: benini(earg <- eshape),
binormal(equalmean <- eq.mean),
binormal(equalsd <- eq.sd),
o dirmultinomial() can handle a 1-row response [thanks to Peng Yu].
o weibull() gives improved warnings re. the shape parameter wrt
regularity conditions.
o The 12 most time-consuming examples have been placed in a
\dontrun{} to save time.
o Argument "prob.x" renamed to "probs.x".
o Argument "hbw" removed from iam().
o Argument 'name' is passed into .C and .Fortran() [in dotC()
and dotFortran()] is now okay because the first argument
is unnamed.
Vector generalized linear and additive models, and associated models
(Reduced-Rank VGLMs, Quadratic RR-VGLMs, Reduced-Rank VGAMs). This
package fits many models and distribution by maximum likelihood
estimation (MLE) or penalized MLE. Also fits constrained ordination
models in ecology.
