stodom: Estimating Consistent Tests for Stochastic Dominance

Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) <doi:10.1111/1468-0262.00390>. Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.

Getting started

Package details

AuthorSergei Schaub [aut, cre] (<https://orcid.org/0000-0001-8477-3737>), Agroscope [cph]
MaintainerSergei Schaub <sergei.schaub@agroscope.admin.ch>
LicenseMIT + file LICENSE
Version0.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stodom")

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stodom documentation built on May 29, 2024, 4:45 a.m.