Imai, Kosuke, and David A. van Dyk. (2005). ``MNP: R Package for Fitting the Multinomial Probit Model.'' Journal of Statistical Software, Vol. 14, No. 3 (May), pp. 1-32.
We introduce MNP, an R package that fits the Bayesian multinomial probit model via Markov chain Monte Carlo. The package implements the marginal data augmentation algorithms of Imai and van Dyk (2005) and provides a simple interface for fitting the model and summarizing posterior distributions. |