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.

Version: 1.1.1
Depends: R (≥ 2.10)
Suggests: mlogit, VGAM, nnet
Published: 2014-04-10
Author: Wang Zhiyu, Asad Hasan
Maintainer: Asad Hasan <asad.hasan at sentrana.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: Econometrics
CRAN checks: mnlogit results

Downloads:

Reference manual: mnlogit.pdf
Vignettes: Fast Estimation of Multinomial Logit Models: R package mnlogit
Package source: mnlogit_1.1.1.tar.gz
Windows binaries: r-devel: mnlogit_1.1.1.zip, r-release: mnlogit_1.1.1.zip, r-oldrel: mnlogit_1.1.1.zip
OS X Snow Leopard binaries: r-release: mnlogit_1.1.1.tgz, r-oldrel: mnlogit_1.1.1.tgz
OS X Mavericks binaries: r-release: mnlogit_1.1.1.tgz
Old sources: mnlogit archive