In statistics, the class of vector generalized linear models (VGLMs) was proposed to enlarge the scope of models catered for by generalized linear models (GLMs).In particular, VGLMs allow for response variables outside the classical exponential familyand for more than one parameter. Each parameter (not necessarily a mean) can be transformed by a link function.The VGLM framework is also large enough to naturally accommodate multiple responses; these areseveral independent responses each coming from a particular statistical distribution withpossibly different parameter values.