New Zealand Statistical Association 2024 Conference

Wenqi Zhao

University of Auckland

Extension of VGAM package

This is joint work with Thomas Yee

Vector Generalized Linear Models (VGLMs) and Vector Generalized Additive Models (VGAMs) significantly extend the capabilities of GLMs. The VGAM package, developed by Yee (2015), implements over 150 family functions, providing a highly flexible framework for modeling diverse datasets. VGLMs are particularly effective for handling multivariate data where multiple responses are collected from the same units of observation. We are now developing a new package called VGAMplus, which offers some new distributions, and incorporates LASSO regularization for VGLMs.