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Fast estimation and panel data support

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@jhelvy jhelvy released this 13 Aug 18:55
· 260 commits to master since this release

Breaking changes with v0.2.0:

  • Several arguments were moved out of the previous options argument and are now passed directly as arguments to logitr(). These include: numMultiStarts, useAnalyticGrad, scaleInputs, startParBounds, standardDraws, numDraws, startVals. The options argument is now only used for options to control the optimization handled by nloptr().
  • Options for keeping all model outputs on a multistart were removed.

Summary of larger updates:

  • Added support for panel data in the log-likelihood function and gradients.
  • Several argument names in the logitr() function were changed to make them easier to understand: choiceName became choice, obsIDName became obsID, parNames became pars, priceName became price, weightsName became weights, clusterName became cluster. If used, old names will be passed to the new argument names and a warning will be displayed.
  • The log-likelihood and gradient functions were overhauled to improve computational efficiency, resulting in substantially faster estimation for all models.
  • The following new methods were introduced: print.logitr(), logLik.logitr(), coef.summary.logitr(), vcov.logitr(), terms.logitr()

Summary of smaller updates:

  • Improved summary.logitr() and coef.logitr() methods for better printing, now using printCoefmat().
  • Added input checks for wtp() and wtpCompare() functions
  • Fixed some errors in some of the documentation examples and removed the dontrun commands on all of them.
  • Added the altIDName argument to predictChoices() and predictProbs() to preserve the row order of predictions for each alternative in each set of alternatives. Closes issue #13.
  • Fixed bug in data encoding where random parameter names were not aligned with encoded data.
  • Added input checks for all predict functions.