frontier
A Package for Stochastic Frontier Analysis (SFA) in
R
News
What is frontier?
-
frontier is an extension package
for the "language and environment for statistical computing
and graphics" called R.
-
frontier estimates
stochastic frontier production and cost functions
by maximum likelihood.
Two specifications are available:
the error components specification with time-varying efficiencies
(Battese and Coelli, 1992) and
a model specification in which the firm effects are directly
influenced by a number of variables (Battese and Coelli, 1995).
-
frontier includes an improved version
of the Fortran source code of
Tim Coelli's software
FRONTIER 4.1
and hence, provides the same features as FRONTIER 4.1.
A comprehensive documentation of FRONTIER 4.1 is available
in the file "Front41.pdf"
that is included in the archive "FRONT41-xp1.zip",
which is available at
http://www.uq.edu.au/economics/cepa/frontier.htm.
This documentation is helpful also to users of
the frontier package,
because this package is based on the FRONTIER 4.1 software.
-
Furthermore, frontier includes functions for:
-
writing input files for
FRONTIER 4.1 (function "front41WriteInput")
-
reading output files of
FRONTIER 4.1 (function "front41ReadOutput")
What are the differences between
FRONTIER 4.1
and the R package frontier?
- FRONTIER 4.1 is a stand-alone software,
while the R package frontier is an add-on package to the software R.
- FRONTIER 4.1 only runs under MS-Windows,
while the R package frontier runs under all major operating systems.
- Running FRONTIER 4.1 requires the preparation of an instruction file and
a data file and possibly the modification of a file with settings,
while the R package frontier has a much simpler user interface.
- The coefficients and efficiencies estimated by the R package frontier
are directly available for further calculations.
- The Fortran code in FRONTIER 4.1 includes a bug
that in specific circumstances can result in wrong estimates,
while this bug has been fixed in the R package frontier.
- The Fortran code in the R package frontier
has been optimised for numerical stability
so that the estimates are numerically more stable.
- The user can control more details of the estimation procedure
and the calculation of the efficiency estimates
when using the R package frontier.
- The R package frontier can calculate the marginal effects
of the "z variable" on the efficiency estimates
when using the efficiency effects model of Battese and Coelli (1995).
Who has written frontier?
-
Tim Coelli has written the Fortran source code,
which is the main component of this package.
-
Arne Henningsen has improved the Fortran code,
included it into an R package,
and has written the R interface.
Where can I get frontier?
- The released version is available on
CRAN
- The current development version is available on
R-Forge
Under which license is frontier released?
Where can I ask questions, report bugs, or suggest new features?
Last Update: 29 January 2012