mnlogit: Multinomial Logit Model

Share:

Time and memory efficient estimation of multinomial logit models using maximum likelihood method. Numerical optimization performed by Newton-Raphson method using an optimized, parallel C++ library to achieve fast computation of Hessian matrices. Motivated by large scale multiclass classification problems in econometrics and machine learning.

Author
Asad Hasan, Wang Zhiyu, Alireza S. Mahani
Date of publication
2016-11-08 10:56:49
Maintainer
Asad Hasan <asadhasan32@gmail.com>
License
GPL (>= 2)
Version
1.2.5

View on CRAN

Man pages

Fish
Choice of Fishing Mode
hyptests
Hypothesis testing for multinomial logit models
mnlogit
Fast estimation of multinomial logit models

Files in this package

mnlogit
mnlogit/inst
mnlogit/inst/CITATION
mnlogit/inst/doc
mnlogit/inst/doc/mnlogit.R
mnlogit/inst/doc/mnlogit.Rnw
mnlogit/inst/doc/mnlogit.pdf
mnlogit/src
mnlogit/src/Makevars
mnlogit/src/hessian.cc
mnlogit/src/hessian.h
mnlogit/NAMESPACE
mnlogit/data
mnlogit/data/Fish.rda
mnlogit/R
mnlogit/R/hyptests.R
mnlogit/R/mnlogit.methods.R
mnlogit/R/mnlogit.R
mnlogit/R/formula.R
mnlogit/R/predict.R
mnlogit/R/newton.R
mnlogit/R/likelihood.R
mnlogit/R/zzz.R
mnlogit/vignettes
mnlogit/vignettes/mnlogit.Rnw
mnlogit/vignettes/simChoiceModel.R
mnlogit/vignettes/table2_Code.R
mnlogit/vignettes/fig1_Code.R
mnlogit/vignettes/mnlogit.bib
mnlogit/vignettes/HessSpeedups.pdf
mnlogit/MD5
mnlogit/build
mnlogit/build/vignette.rds
mnlogit/DESCRIPTION
mnlogit/ChangeLog
mnlogit/man
mnlogit/man/hyptests.Rd
mnlogit/man/mnlogit.Rd
mnlogit/man/Fish.Rd