Package: robustSFA 0.2.0

Junmo Song

robustSFA: Robust Estimation of Stochastic Frontier Models with MDPDE

This provides a robust estimator for stochastic frontier models, employing the Minimum Density Power Divergence Estimator (MDPDE) for enhanced robustness against outliers. Additionally, it includes a function to recommend the optimal tuning parameter, alpha, which controls the robustness of the MDPDE. The methods implemented in this package are based on Song et al. (2017) <doi:10.1016/j.csda.2016.08.005>.

Authors:Junmo Song [aut, cre], Dong-hyun Oh [aut]

robustSFA_0.2.0.tar.gz
robustSFA_0.2.0.tar.gz(r-4.5-noble)robustSFA_0.2.0.tar.gz(r-4.4-noble)
robustSFA_0.2.0.tgz(r-4.4-emscripten)robustSFA_0.2.0.tgz(r-4.3-emscripten)
robustSFA.pdf |robustSFA.html✨
robustSFA/json (API)

# Install 'robustSFA' in R:
install.packages('robustSFA', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 4 exports 22 dependencies

Last updated 2 hours agofrom:01094b0315. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 21 2025
R-4.5-linux-x86_64OKMar 21 2025
R-4.4-linux-x86_64OKMar 21 2025

Exports:bootstrap_testefficiencyoptimal_alpharsfa

Dependencies:bdsmatrixBHcollapsedigestFormulafrontiergenericslatticelmtestMASSmaxLikmicEconmiscToolsmomentsnlmeplmrbibutilsRcppRdpacksandwichtruncnormzoo