sfa.simu: Simuation data from Copula based nonlinear Stochastic...

In woraphonyamaka/SFMkink: Copula based stochastic frontier kink model

Simuation data from Copula based nonlinear Stochastic frontier Model

Description

This function is used to simulate the dataset

Usage

sfa.simu(nob,alpha,sigV,sigU,kink,family,rho,type)

Arguments

nob	Number of simulated data
alpha	vector of true parameters
sigV	Variance of V
sigU	Variance of U
kink	kink or threshold parameter
family	Copula function eg. Gaussain=1, Student-t=2,... (see, Vinecopula package)
rho	copula parameter
type	nonlinear structure, type=c("kink", "threshold")

Details

Simulation dataset

Value

out	Y=Dependent variable, x=matrix of independent variables with nonlinear effects

Author(s)

Woraphon Yamaka and Paravee Maneejuk

References

Maneejuk, P., Yamaka, W., & Sriboonchitta, S. (2017). Analysis of global competitiveness using copula-based stochastic frontier kink model. In Robustness in Econometrics (pp. 543-559). Springer, Cham.

Examples

##===========================================
library(truncnorm)
library(CDVine)
library(copula)
library(frontier)
library(matrixStats)
library(matrixcalc)
library(sn)
library(e1071)
library(randtoolbox)
set.seed(2125)
nob=300
n=nob
alpha=c(0.5,-0.8,0.7)
sim=sfa.simu(nob=nob,alpha=alpha,sigV=0.5,sigU=1,kink=0.7,family="sn",rho=0.8, type="kink")

sim=sfa.simu(nob=nob,alpha=alpha,sigV=0.5,sigU=1,kink=0.7,family="sn",rho=0.8, type="threshold")

data=data.frame(sim$Y,sim$X)
y=data[,1]
x=data[,2]
windows()
plot(x,y)

woraphonyamaka/SFMkink documentation built on July 8, 2022, 9:15 a.m.