MGLM: Multivariate Response Generalized Linear Models

Provides functions that (1) fit multivariate discrete distributions, (2) generate random numbers from multivariate discrete distributions, and (3) run regression and penalized regression on the multivariate categorical response data. Implemented models include: multinomial logit model, Dirichlet multinomial model, generalized Dirichlet multinomial model, and negative multinomial model. Making the best of the minorization-maximization (MM) algorithm and Newton-Raphson method, we derive and implement stable and efficient algorithms to find the maximum likelihood estimates. On a multi-core machine, multi-threading is supported.

Package details

AuthorYiwen Zhang <[email protected]> and Hua Zhou <[email protected]>
MaintainerJuhyun Kim <[email protected]>
LicenseGPL (>= 2)
Version0.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MGLM")

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MGLM documentation built on Oct. 20, 2018, 1:04 a.m.