VGAMextra swMATH ID: 30273 Software Authors: Victor Miranda;Thomas Yee Description: R package VGAMextra: Additions and Extensions of the ’VGAM’ Package. 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. Homepage: https://cran.r-project.org/web/packages/VGAMextra/index.html Source Code: https://github.com/cran/VGAMextra Dependencies: R Related Software: VGAMdata; GAMLSS; VGAM; R Cited in: 1 Document Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year New link functions for distribution-specific quantile regression based on vector generalized linear and additive models. Zbl 1431.62316Miranda-Soberanis, V. F.; Yee, T. W. 2019 Cited by 2 Authors 1 Miranda-Soberanis, V. F. 1 Yee, Thomas W. Cited in 1 Serial 1 Journal of Probability and Statistics Cited in 1 Field 1 Statistics (62-XX) Citations by Year