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r-cran-mnp

GNU R package for fitting multinomial probit (MNP) models

Description

MNP is an R package that fits Bayesian Multinomial Probit (MNP) models via Markov chain Monte Carlo (MCMC). Along with the standard multinomial probit model, it can also fit models with different choice sets for each observation and complete or partial ordering of all the available alternatives. The estimation is based on the efficient marginal data augmentation algorithm that is developed by Imai and van Dyk (2004).

Homepage

http://www.princeton.edu/~kimai/research/MNP.html


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