frontier
A Package for Stochastic Frontier Analysis (SFA) in
R
News
- December 2008:
Functions for writing input files for and reading output files
of
FRONTIER 4.1
("front41WriteInput" and "front41ReadOutput")
have been moved from the
micEcon package to this package.
- October 19, 2008
The frontier package is developed on
R-Forge now.
Its summary page is available
here.
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 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")
- Note:
A modified version of Tim Coelli's
FRONTIER 4.1 software
that can be used non-interactively has been developed within
this project.
This non-interactive version can be conveniently called from within R
using the "system" command
(see example in documentation of "front41WriteInput").
Who has written frontier?
-
Tim Coelli has written the Fortran source code,
which is the main component of this package.
-
Arne Henningsen has written the R interface and
has modified the Fortran code
so that it can be used in this R package.
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?
How can I contact you?
Last Update: 10 January 2009