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npbr (version 1.6)

Nonparametric Boundary Regression

Description

A variety of functions for the best known and most innovative approaches to nonparametric boundary estimation. The selected methods are concerned with empirical, smoothed, unrestricted as well as constrained fits under both separate and multiple shape constraints. They cover robust approaches to outliers as well as data envelopment techniques based on piecewise polynomials, splines, local linear fitting, extreme values and kernel smoothing. The package also seamlessly allows for Monte Carlo comparisons among these different estimation methods. Its use is illustrated via a number of empirical applications and simulated examples.

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Version

Install

install.packages('npbr')

Monthly Downloads

251

Version

1.6

License

GPL (>= 2)

Maintainer

Thibault Laurent

Last Published

August 8th, 2017

Functions in npbr (1.6)

air

European air controllers
cub_spline_est

Cubic spline fitting
cub_spline_kn

AIC and BIC criteria for choosing the number of inter-knot segments in cubic spline fits
dea_est

DEA, FDH and linearized FDH estimators.
kern_smooth

Frontier estimation via kernel smoothing
kern_smooth_bw

Bandwidth selection for kernel smoothing frontier estimators
dfs_momt

Moment frontier estimator
dfs_pick

Pickands frontier estimator
dfs_pwm

Probability-weighted moment frontier estimator
green

American electric utility companies
kopt_momt_pick

Optimal \(k\) in moment and Pickands frontier estimators
loc_est

Local linear frontier estimator
nuclear

Reliability programs of nuclear reactors
pick_est

Local Pickands' frontier estimator
loc_est_bw

Bandwidth selection for the local linear frontier estimator
loc_max

Local maximum frontier estimators
rho_momt_pick

Optimal rho for moment and Pickands frontier estimator
rho_pwm

Probability-weighted moment frontier estimator
poly_degree

AIC and BIC criteria for choosing the optimal degree of the polynomial frontier estimator
poly_est

Polynomial frontier estimators
quad_spline_kn

AIC and BIC criteria for choosing the optimal number of inter-knot segments in quadratic spline fits
records

Annual sport records
mopt_pwm

Threshold selection for the PWM frontier estimator
npbr-package

Nonparametric boundary regression
post

French postal services
quad_spline_est

Quadratic spline frontiers