RprobitB: Bayesian Probit Choice Modeling
Bayes estimation of probit choice models, both in the cross-sectional and panel setting. The package can analyze binary, multivariate, ordered, and ranked choices, as well as heterogeneity of choice behavior among deciders. The main functionality includes model fitting via Markov chain Monte Carlo m ethods, tools for convergence diagnostic, choice data simulation, in-sample and out-of-sample choice prediction, and model selection using information criteria and Bayes factors. The latent class model extension facilitates preference-based decider classification, where the number of latent classes can be inferred via the Dirichlet process or a weight-based updating heuristic. This allows for flexible modeling of choice behavior without the need to impose structural constraints. For a reference on the method see Oelschlaeger and Bauer (2021) <https://trid.trb.org/view/1759753>.
| Version: | 1.1.4 |
| Depends: | R (≥ 3.5.0) |
| Imports: | checkmate, cli, crayon, doSNOW, foreach, ggplot2, graphics, gridExtra, MASS, mixtools, mvtnorm, oeli (≥ 0.4.1), parallel, plotROC, progress, Rcpp, Rdpack, rlang, stats, utils, viridis |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, mlogit, testthat (≥ 3.0.0) |
| Published: | 2024-02-26 |
| DOI: | 10.32614/CRAN.package.RprobitB |
| Author: | Lennart Oelschläger
 [aut, cre],
Dietmar Bauer
[aut],
Sebastian Büscher [ctb],
Manuel Batram [ctb] |
| Maintainer: | Lennart Oelschläger <oelschlaeger.lennart at gmail.com> |
| BugReports: | https://github.com/loelschlaeger/RprobitB/issues |
| License: | GPL-3 |
| URL: | https://loelschlaeger.de/RprobitB/, https://github.com/loelschlaeger/RprobitB |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Econometrics |
| CRAN checks: | RprobitB results |
Documentation:
| Reference manual: | RprobitB.pdf |
| Vignettes: |
Introduction Model definition Choice data Model fitting Modeling heterogeneity Choice prediction Model selection |
Downloads:
| Package source: | RprobitB_1.1.4.tar.gz |
| Windows binaries: | r-devel: RprobitB_1.1.4.zip, r-release: RprobitB_1.1.4.zip, r-oldrel: RprobitB_1.1.4.zip |
| macOS binaries: | r-release (arm64): RprobitB_1.1.4.tgz, r-oldrel (arm64): RprobitB_1.1.4.tgz, r-release (x86_64): RprobitB_1.1.4.tgz, r-oldrel (x86_64): RprobitB_1.1.4.tgz |
| Old sources: | RprobitB archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=RprobitB to link to this page.