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robustSFA

Robust Estimation of Stochastic Frontier Models with MDPDE

v0.2.0 · Mar 21, 2025 · GPL-3

Description

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>.

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r-devel-linux-x86_64-debian-gcc OK
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r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
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r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies truncnorm Rcpp frontier robustSFA

Version History

new 0.2.0 Mar 10, 2026