Boosting Conditional Logit Model (clogitboost)
A set of functions to fit a boosting conditional logit model.
Penalized Ordinal Regression (ordinalNet)
Fits ordinal regression models with elastic net penalty. Supported models include cumulative logit, probit, cauchit, and complementary log-log. The algorithm uses Fisher Scoring with Coordinate Descent updates.
The p-Generalized Normal Distribution (pgnorm)
Evaluation of the pdf and the cdf of the univariate, noncentral, p-generalized normal distribution. Sampling from the univariate, noncentral, p-generalized normal distribution using either the p-generalized polar method, the p-generalized rejecting polar method, the Monty Python method, the Ziggurat method or the method of Nardon and Pianca. The package also includes routines for the simulation of the bivariate, p-generalized uniform distribution and the simulation of the corresponding angular distribution.