logitchoice: Fitting l2-regularized logit choice models via generalized gradient descent

Fits linear discrete logit choice models with l2 regularization. To handle reasonably sized datasets, we employ an accelerated version of generalized gradient descent.

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Package details

AuthorMichael Lim
MaintainerMichael Lim <michael626@gmail.com>
Package repositoryView on CRAN
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logitchoice documentation built on May 29, 2017, 11:56 a.m.