choicer: Discrete Choice Models for Economic Applications
Fast estimation of discrete-choice models for applied economics.
Likelihoods, analytical gradients and Hessians are implemented in C++ with 'OpenMP'
parallelism, scaling efficiently to specifications with many alternative-specific
constants. Post-estimation routines return predicted shares, own- and cross-price
elasticities, and diversion ratios.
Supports multinomial logit ('MNL'), mixed logit ('MXL'), and nested logit ('NL').
| Version: |
0.1.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
data.table, nloptr, randtoolbox, Rcpp, stats |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat (≥ 3.0.0), numDeriv, future.apply, goftest |
| Published: |
2026-05-20 |
| DOI: |
10.32614/CRAN.package.choicer (may not be active yet) |
| Author: |
Fernando Cordeiro [aut, cre, cph] |
| Maintainer: |
Fernando Cordeiro <fernandolpcordeiro at gmail.com> |
| BugReports: |
https://github.com/fpcordeiro/choicer/issues |
| License: |
LGPL (≥ 3) |
| URL: |
https://github.com/fpcordeiro/choicer |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
choicer results |
Documentation:
Downloads:
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