floswald/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

AuthorWang Zhiyu, Asad Hasan <asad.hasan@sentrana.com>
MaintainerAsad Hasan <asad.hasan@sentrana.com>
LicenseGPL (>= 2)
Version1.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("floswald/mnlogit")
floswald/mnlogit documentation built on Dec. 24, 2019, 7:04 p.m.