MNP: R Package for Fitting the Multinomial Probit Models
Description
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 estimation
is based on the efficient marginal data augmentation algorithm that
is developed by Imai and van Dyk (2004).