choicer: Discrete Choice Models for Economic Applications

Fast estimation of discrete-choice models for applied economics. Frequentist likelihoods, analytical gradients, and Hessians are implemented in C++ with 'OpenMP' parallelism, scaling efficiently to specifications with many alternative-specific constants. Compiled Gibbs samplers provide Bayesian multinomial probit and hierarchical models. Post-estimation routines cover predicted shares, own- and cross-price elasticities, diversion ratios, willingness to pay, and welfare counterfactuals. Supports multinomial logit ('MNL'), mixed logit ('MXL'), nested logit ('NL'), Bayesian multinomial probit ('MNP'), and hierarchical Bayesian multinomial logit and probit ('HMNL', 'HMNP').

Version: 0.2.0
Depends: R (≥ 4.1.0)
Imports: data.table, graphics, nloptr, randtoolbox, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0), numDeriv, future.apply, goftest, knitr, rmarkdown
Published: 2026-07-14
DOI: 10.32614/CRAN.package.choicer
Author: Fernando Cordeiro [aut, cre, cph]
Maintainer: Fernando Cordeiro <fernandolpcordeiro at gmail.com>
BugReports: https://github.com/fpcordeiro/choicer/issues
License: LGPL (≥ 3)
URL: https://github.com/fpcordeiro/choicer, https://fpcordeiro.github.io/choicer/
NeedsCompilation: yes
Materials: README, NEWS
CRAN checks: choicer results

Documentation:

Reference manual: choicer.html , choicer.pdf
Vignettes: Discrete choice from data to policy, in a dozen lines (source, R code)
Hierarchical Bayes: panel tastes, product effects, and entry (source, R code)
Which standard errors, and when (source, R code)
Multinomial logit (source, R code)
Bayesian multinomial probit (source, R code)
Mixed logit and preference heterogeneity (source, R code)
Nested logit and grouped substitution (source, R code)
Choice-based sampling and WESML weights (source, R code)

Downloads:

Package source: choicer_0.2.0.tar.gz
Windows binaries: r-devel: choicer_0.1.0.zip, r-release: choicer_0.1.0.zip, r-oldrel: choicer_0.1.0.zip
macOS binaries: r-release (arm64): choicer_0.1.0.tgz, r-oldrel (arm64): choicer_0.1.0.tgz, r-release (x86_64): choicer_0.1.0.tgz, r-oldrel (x86_64): choicer_0.1.0.tgz
Old sources: choicer archive

Linking:

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