{"title":"一种绘制嵌套极值随机变量的新算法","authors":"Wilbur Townsend","doi":"10.1016/j.jocm.2025.100575","DOIUrl":null,"url":null,"abstract":"<div><div>This paper presents an algorithm for drawing nested extreme value random variables — <em>i.e.</em>, the variable used in the latent variable formulation of the nested logit model. Runtime is linear in both the number of alternatives and the number of nests. An <em>R</em> package, <span>nev</span>, implements the algorithm.</div></div>","PeriodicalId":46863,"journal":{"name":"Journal of Choice Modelling","volume":"57 ","pages":"Article 100575"},"PeriodicalIF":2.4000,"publicationDate":"2025-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A novel algorithm for drawing nested extreme value random variables\",\"authors\":\"Wilbur Townsend\",\"doi\":\"10.1016/j.jocm.2025.100575\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>This paper presents an algorithm for drawing nested extreme value random variables — <em>i.e.</em>, the variable used in the latent variable formulation of the nested logit model. Runtime is linear in both the number of alternatives and the number of nests. An <em>R</em> package, <span>nev</span>, implements the algorithm.</div></div>\",\"PeriodicalId\":46863,\"journal\":{\"name\":\"Journal of Choice Modelling\",\"volume\":\"57 \",\"pages\":\"Article 100575\"},\"PeriodicalIF\":2.4000,\"publicationDate\":\"2025-09-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Choice Modelling\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1755534525000387\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Choice Modelling","FirstCategoryId":"96","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1755534525000387","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ECONOMICS","Score":null,"Total":0}
A novel algorithm for drawing nested extreme value random variables
This paper presents an algorithm for drawing nested extreme value random variables — i.e., the variable used in the latent variable formulation of the nested logit model. Runtime is linear in both the number of alternatives and the number of nests. An R package, nev, implements the algorithm.
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