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PLordprob
View on CRAN: Click
here
Download and install PLordprob package within the R console
Install from CRAN:
install.packages("PLordprob")
Install from Github:
library("remotes")
install_github("cran/PLordprob")
Install by package version:
library("remotes")
install_version("PLordprob", "1.1")
Attach the package and use:
library("PLordprob")
Maintained by
Euloge Clovis Kenne Pagui
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-10-07
Latest Update: 2018-06-05
Description:
Multivariate ordered probit model, i.e. the extension of the scalar ordered probit model where the observed variables have dimension greater than one. Estimation of the parameters is done via maximization of the pairwise likelihood, a special case of the composite likelihood obtained as product of bivariate marginal distributions. The package uses the Fortran 77 subroutine SADMVN by Alan Genz, with minor adaptations made by Adelchi Azzalini in his "mvnormt" package for evaluating the two-dimensional Gaussian integrals involved in the pairwise log-likelihood. Optimization of the latter objective function is performed via quasi-Newton box-constrained optimization algorithm, as implemented in nlminb.
How to cite:
Euloge Clovis Kenne Pagui (2014). PLordprob: Multivariate Ordered Probit Model via Pairwise Likelihood. R package version 1.1, https://cran.r-project.org/web/packages/PLordprob
Previous versions and publish date:
1.0 (2014-10-07 18:28)
Other packages that cited PLordprob R package
View PLordprob citation profile
Other R packages that PLordprob depends,
imports, suggests or enhances
Functions, R codes and Examples using
the PLordprob R package
Some associated functions: PLordprob-package . delta2a . ordprob.mple .
Some associated R codes: a2delta.R . delta2a.R . ordprob.mple.R . ordprob.pair.R . Full PLordprob package functions and examples
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