MGLM: Multivariate Response Generalized Linear Models
Version 0.0.8

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]>
Date of publication2017-03-27 15:21:50 UTC
MaintainerYiwen Zhang <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MGLM documentation built on May 29, 2017, 3:41 p.m.