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, and places a special focus on modeling heterogeneity of choice behavior among deciders. The main functionality includes model fitting via Markov chain Monte Carlo methods, 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 scheme. 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: 1.1.2
Depends: R (≥ 3.5.0)
Imports: Rcpp, mvtnorm, viridis, ggplot2, rlang, mixtools, doSNOW, foreach, progress, gridExtra, crayon, plotROC, MASS, cli
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, mlogit, testthat (≥ 3.0.0), covr
Published: 2022-11-06
Author: Lennart Oelschläger ORCID iD [aut, cre], Dietmar Bauer ORCID iD [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/
NeedsCompilation: yes
Materials: README NEWS
In views: Econometrics
CRAN checks: RprobitB results


Reference manual: RprobitB.pdf
Vignettes: Introduction
Model definition
Choice data
Model fitting
Modeling heterogeneity
Choice prediction
Model selection


Package source: RprobitB_1.1.2.tar.gz
Windows binaries: r-devel: RprobitB_1.1.2.zip, r-release: RprobitB_1.1.2.zip, r-oldrel: RprobitB_1.1.2.zip
macOS binaries: r-release (arm64): RprobitB_1.1.2.tgz, r-oldrel (arm64): RprobitB_1.1.2.tgz, r-release (x86_64): RprobitB_1.1.2.tgz, r-oldrel (x86_64): RprobitB_1.1.2.tgz
Old sources: RprobitB archive


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