I’ve created a script to estimate Mixed Logit Models based on the codes of Kenneth Train (https://eml.berkeley.edu/~train/software.html) for MATLAB.
The code and an example can be found here: https://github.com/ighdez/MultiLogit
The main script (test_mixlogit_KT.jl) is a replication of the example of Train’s MATLAB code using the same dataset. It calls the required Log-Likelihood function (llf_mxl.jl), some additional functions such as the MLHS sampler (misc.jl) and a BFGS minimizer written for this purpose (bfgsmin.jl).
My idea is to make this code available for those who want to use it for their research and education purposes, but you’re free to contribute/modify/share the code if you want