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 ARMAGARCHlike models, the Order(p, d, q) ARIMAX model (non seasonal), the Order(p) VAR model, error correction models for cointegrated time series, and ARMAstructures with Studentt errors. For independent data, new ffs to estimate the inverse Weibull, the inversegamma, the generalized beta of the second kind and the general multivariate normal distributions are available. In addition, 'VGAMextra' incorporates new VGLMlinks for the meanfunction, and the quantilefunction (as an alternative to ordinary quantile modelling) of several 1parameter distributions, that are compatible with the class of VGLM/VGAM family functions. Currently, only fixedeffects models are implemented. All functions are subject to change; see the NEWS for further details on the latest changes.
Package details 


Author  Victor Miranda [aut, cre, cph], Thomas Yee [ctb, ths, cph] 
Maintainer  Victor Miranda <victor.miranda@aut.ac.nz> 
License  GPL2 
Version  0.05 
Package repository  View on CRAN 
Installation 
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