mnlogit: Multinomial Logit Model

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.

Package details

AuthorAsad Hasan, Wang Zhiyu, Alireza S. Mahani
MaintainerAsad Hasan <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mnlogit documentation built on May 30, 2017, 2:39 a.m.