[R] multinominal probit & logit

Prof Brian Ripley ripley at stats.ox.ac.uk
Tue Oct 24 13:05:28 CEST 2000

> From: "Ott Toomet" <ecomus51 at brage1.econ.au.dk>
> Date: Tue, 24 Oct 2000 12:05:18 +0100
> Dear everybody!
> Are there algorithms for multinominal logit/probit available for R? Is it my
> fault that I cannot find these in CRAN? Has somebody programmed these?

Depends on what you mean (multinomial?).  There is what I understand
by multinomial logistic in function multinom in package nnet in the
VR bundle, and nnet there can do several other variants on this theme.

Most such models are not hard to program and fit by a general-purpose
optimizer like optim().

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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