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>.
Version: |
0.2.0 |
Imports: |
stats, truncnorm, Rcpp, frontier |
LinkingTo: |
Rcpp, BH |
Published: |
2025-03-21 |
Author: |
Junmo Song [aut, cre],
Dong-hyun Oh [aut] |
Maintainer: |
Junmo Song <junmo.song at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
CRAN checks: |
robustSFA results |
Documentation:
Downloads:
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