MGLM: Multivariate Response Generalized Linear Models

The package 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.

Version: 0.0.6
Depends: R (≥ 3.0.0)
Imports: methods, stats, parallel, ggplot2, plyr, reshape2
Published: 2014-04-27
Author: Yiwen Zhang and Hua Zhou
Maintainer: Yiwen Zhang <yzhang31 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MGLM results


Reference manual: MGLM.pdf
Vignettes: An R package for multivariate response generalized linear models.
Package source: MGLM_0.0.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: MGLM_0.0.6.tgz, r-oldrel: MGLM_0.0.6.tgz
OS X Mavericks binaries: r-release: MGLM_0.0.6.tgz
Old sources: MGLM archive