We would like to announce the release of our software, which is now
available through CRAN.
MNP: R Package for Fitting the Multinomial Probit Models
Abstract:
MNP is a publicly available R package that fits the Bayesian multinomial
probit models via Markov chain Monte Carlo. 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 computation is based on the efficient marginal
data augmentation algorithm that is developed by Imai and van Dyk (2004)
``A Bayesian Analysis of the Multinomial Probit Model Using the Data
Augmentation,'' Journal of Econometrics, Forthcoming.
Kosuke Imai, Department of Politics, Princeton University
Jordan R. Vance, Department of Computer Science, Princeton University
David A. van Dyk, Department of Statistics, University of California, Irvine
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