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arteagac / xlogit

A Python package for GPU-accelerated estimation of mixed logit models.
https://xlogit.readthedocs.io
GNU General Public License v3.0
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Implement mixed logit models #1

Closed arteagac closed 3 years ago

arteagac commented 5 years ago

The current version does not support mixed logit models. In general, the current code is ready to be expanded for this functionality, the major change required is to develop the gradient for the random parameters. This could be done by following some of the strategies implemented in this paper or in the mlogit package for R.

arteagac commented 3 years ago

The mixed logit functionality was properly implemented and tested.