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logitchoice (version 0.9.4)

Fitting l2-regularized logit choice models via generalized gradient descent

Description

Fits linear discrete logit choice models with l2 regularization. To handle reasonably sized datasets, we employ an accelerated version of generalized gradient descent.

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Install

install.packages('logitchoice')

Monthly Downloads

66

Version

0.9.4

License

GPL-2

Maintainer

Last Published

September 3rd, 2014

Functions in logitchoice (0.9.4)

coef.logitchoice

Return estimated coefficients from fitted logitchoice object.
predict.logitchoice

Make predictions from a "logitchoice" object.
logitchoice

Fit a logit choice model with l2 regularization on the coefficients.