Wang Zhiyu, Asad Hasan <asad.hasan@sentrana.com>
Time and memory efficient estimation of multinomial logit models using maximum likelihood method. Numerical optimization performed by Newton-Raphson method using an optimized, parallel C++ library to achieve fast computation of Hessian matrices. Motivated by large scale multiclass classification problems in econometrics and machine learning.

Asad Hasan, Wang Zhiyu, Alireza S. Mahani

A Generator of Multivariate Non-Normal Random Numbers
A data generator of multivariate non-normal data in R. It combines two different methods to generate non-normal data, one with user-specified multivariate skewness and kurtosis (more details can be found in the paper: Qu, Liu, & Zhang, 2019 <doi:10.3758/s13428-019-01291-5>), and the other with the given marginal skewness and kurtosis. The latter one is the widely-used Vale and Maurelli's method. It also contains a function to calculate univariate and multivariate (Mardia's Test) skew and kurtosis.

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9> and E. Kossova, B. Potanin (2018) <https:ideas.repec.org/a/ris/apltrx/0346.html>.

Multivariate Normal Distributions with Power Integrand
c(person("Alan","Genz",role="ctb"),
person("Adelchi","Azzalini",role="ctb"),
person("Alexis","Bienvenüe",role=c("aut","cre"),
email="alexis.bienvenue@univ-lyon1.fr"),
person("Christian","Robert",role="aut"))
Computes integral of f(x)*x_i^k on a product of intervals,
where f is the density of a gaussian law.
This a is small alteration of the mnormt code from A. Genz and A. Azzalini.
Alan Genz [ctb],
Adelchi Azzalini [ctb],
Alexis Bienvenüe [aut, cre],
Christian Robert [aut]

c(person("Alan","Genz",role="ctb"),
person("Adelchi","Azzalini",role="ctb"),
person("Alexis","Bienvenue",role=c("aut","cre"),
email="alexis.bienvenue@univ-lyon1.fr"),
person("Christian","Robert",role="aut"))
Alan Genz [ctb],
Adelchi Azzalini [ctb],
Alexis Bienvenue [aut, cre],
Christian Robert [aut]