Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/ordermscore.boot.r
Calculates order-m efficiency score (output, input and hyperbolic direction) for a set of assessment points (xeval, yeval) depending on sample points (xobs, yobs), using the initial algorithm of Cazals et al. (2002).
1 | ordermscore.boot(xobs, yobs, xeval=xobs, yeval=yobs, m=30, B=200, m.move=FALSE)
|
xobs |
a matrix of size n1 x p, input of sample points |
yobs |
a matrix of size n1 x q, output of sample points |
xeval |
a matrix of size n2 x p, input of assessment points |
yeval |
a matrix of size n2 x q, output of assessment points |
m |
an integer, the number of selected firms |
B |
an integer, the number of replication |
m.move |
a boolean, to choose different values of m |
This function computes the algorithm initially proposed by Cazals et al. (2002). If m.move=TRUE, different values of m are given as suggested by Daouia et al (2009).
a data.frame
object with the average mean order-m efficiency score and standard deviation associated:
output |
output direction |
output |
output direction |
input |
input direction |
input |
input direction |
hyper |
hyperbolic direction |
hyper |
hyperbolic direction |
Abdelaati Daouia and Thibault Laurent
Cazals et al. (2002), Nonparametric frontier estimation: a robust approach, Journal of Econometrics.
Daouia et al. (2009), Regularization of Nonparametric Frontier Estimators, TSE working paper.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # 1st example
data(spain)
score.orderm.b<-ordermscore.boot(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))
system.time(
ordermscore.boot(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))
)
system.time(
ordermscore(xobs=as.matrix(spain[,c(2,3,4)]),yobs=as.matrix(spain[,1]))
)
# 2nd example
data(burposte)
ind.samp<-sample(nrow(burposte),500)
xobs=as.matrix(burposte[ind.samp[1:100],2])
yobs=as.matrix(burposte[ind.samp[1:100],3])
xeval=as.matrix(burposte[ind.samp[101:500],2])
yeval=as.matrix(burposte[ind.samp[101:500],3])
# score.orderm.2.b<-ordermscore.boot(xobs,yobs,xeval,yeval)
|
Loading required package: classInt
Loading required package: colorspace
Loading required package: rgl
Loading required package: sp
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
3: .onUnload failed in unloadNamespace() for 'rgl', details:
call: fun(...)
error: object 'rgl_quit' not found
user system elapsed
0.298 0.016 0.317
user system elapsed
0.004 0.000 0.004
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.