jhelvy / logitr

Fast estimation of multinomial (MNL) and mixed logit (MXL) models in R with "Preference" space or "Willingness-to-pay" (WTP) space utility parameterizations in R
https://jhelvy.github.io/logitr/
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v0.2.6 - finished efficiency improvements #19

Closed jhelvy closed 3 years ago

jhelvy commented 3 years ago

This PR completes what was started in the previous PR. Major changes were made to the gradient functions, which dramatically improved computational efficiency. MNL and MXL models in either preference or WTP spaces now use the faster implementation of the logit calculations. Small updates were also made to the documentation.