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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>.

Version:0.2.0
Imports:stats,truncnorm,Rcpp,frontier
LinkingTo:Rcpp,BH
Published:2025-03-21
DOI:10.32614/CRAN.package.robustSFA
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:

Reference manual:robustSFA.html ,robustSFA.pdf

Downloads:

Package source: robustSFA_0.2.0.tar.gz
Windows binaries: r-devel:robustSFA_0.2.0.zip, r-release:robustSFA_0.2.0.zip, r-oldrel:robustSFA_0.2.0.zip
macOS binaries: r-release (arm64):robustSFA_0.2.0.tgz, r-oldrel (arm64):robustSFA_0.2.0.tgz, r-release (x86_64):robustSFA_0.2.0.tgz, r-oldrel (x86_64):robustSFA_0.2.0.tgz

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=robustSFAto link to this page.


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