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Comparing random prospects by Stochastic Dominance
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ShayanTohidi/RSD
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RSD (RStochasticDominance) is designed and developed to calculateStochastic Dominance (SD) and Almost Stochastic Dominance (ASD) in general. Inmore details, given two probability mass functions (PMF), this package helps with:
- Calculate the first and second order SD values (FSD and SSD, respectively),
- Calculate the first and second order ASD values (AFSD and ASSD, respectively),
- Compare two probability distributions by these methods.
Install the released version ofRSD fromCRAN by:
install.packages("RSD")Or fromGitHub by:
install.packages("pak")pak::pkg_install("ShayanTohidi/RSD")
RSD provides a function,createStochasticDominance() to create the SD object to beused in all other functions of this package. This function requires two discretedistributions. Here, the example data setdata_ex will be used for creatingthe object:
library(RSD)outcome1=data_ex$yield[data_ex$gen=='B73/PHM49']outcome2=data_ex$yield[data_ex$gen=='LH74/PHN82']pr= rep(1/29,29)sd.obj= createStochasticDominance(outcome1,outcome2,pr,pr)
Using this code, we can compare the distributions of the performance (yield) oftwo cultivars.The output of this code snippet,sd.obj contains all information for performingSD and ASD comparisons. This is the main argument in the other functions of thispackage.
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Comparing random prospects by Stochastic Dominance
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