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.

AuthorAsad Hasan, Wang Zhiyu, Alireza S. Mahani
Date of publication2016-11-08 10:56:49
MaintainerAsad Hasan <asadhasan32@gmail.com>
LicenseGPL (>= 2)
Version1.2.5

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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

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