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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>.

Versions across snapshots

VersionRepositoryFileSize
0.2.0 rolling linux/jammy R-4.5 robustSFA_0.2.0.tar.gz 89.1 KiB
0.2.0 rolling linux/noble R-4.5 robustSFA_0.2.0.tar.gz 90.0 KiB
0.2.0 rolling source/ R- robustSFA_0.2.0.tar.gz 9.8 KiB
0.2.0 latest linux/jammy R-4.5 robustSFA_0.2.0.tar.gz 89.1 KiB
0.2.0 latest linux/noble R-4.5 robustSFA_0.2.0.tar.gz 90.0 KiB
0.2.0 latest source/ R- robustSFA_0.2.0.tar.gz 9.8 KiB
0.2.0 2026-04-26 source/ R- robustSFA_0.2.0.tar.gz 9.8 KiB
0.2.0 2026-04-23 source/ R- robustSFA_0.2.0.tar.gz 9.8 KiB
0.2.0 2026-04-09 windows/windows R-4.5 robustSFA_0.2.0.zip 413.1 KiB
0.2.0 2025-04-20 source/ R- robustSFA_0.2.0.tar.gz 9.8 KiB

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