Multivariate Response Generalized Linear Models

Provides functions that (1) fit multivariate discrete distributions, (2) generate random numbers from multivariate discrete distributions, and (3) run regression and penalized regression on the multivariate categorical response data. Implemented models include: multinomial logit model, Dirichlet multinomial model, generalized Dirichlet multinomial model, and negative multinomial model. Making the best of the minorization-maximization (MM) algorithm and Newton-Raphson method, we derive and implement stable and efficient algorithms to find the maximum likelihood estimates. On a multi-core machine, multi-threading is supported.


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install.packages("MGLM")

0.0.8 by Yiwen Zhang, 8 months ago


Browse source code at https://github.com/cran/MGLM


Authors: Yiwen Zhang <zhangyiwen1015@gmail.com> and Hua Zhou <huazhou@ucla.edu>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, stats, parallel

Suggests ggplot2, plyr, reshape2


Suggested by surveillance.


See at CRAN