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r-cran-mnp Documentation


GNU R package for fitting multinomial probit (MNP) models
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).
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