ROCscore

Computes the percentage of firms super-efficient according to the parameter alpha 
for alpha-quantile score and m for m-order score in a given direction.

multivariate

robust

It calculates the alpha-quantile proposed by Daouia and Simar (2007) <doi:10.1016/j.jeconom.2006.07.002> and order-m efficiency score in multi-dimension proposed by Daouia and Gijbels (2011) <doi:10.1016/j.jeconom.2010.12.002> and computes several summaries and representation of the associated frontiers in 2d and 3d.

Thibault Laurent

frontiles

Partial Frontier Efficiency Analysis

Abdelaati Daouia

ROCscore function

<dl> <dt>xobs</dt>
<dd>a matrix of size \(n_1 \times p\), input of sample points</dd> <dt>yobs</dt>
<dd>a matrix of size \(n_1 \times q\), output of sample points</dd> <dt>type</dt>
<dd>a direction to choose among "output", "input" and "hyper"</dd></dl>

Arguments

Abdelaati Daouia and Thibault Laurent

Author

The ROC curve to help choosing alpha and m parameters — ROCscore

<dl>

 <dt>xobs</dt>
<dd>a matrix of size \(n_1 \times p\), input of sample points</dd>

 <dt>yobs</dt>
<dd>a matrix of size \(n_1 \times q\), output of sample points</dd>

 <dt>type</dt>
<dd>a direction to choose among "output", "input" and "hyper"</dd>

</dl>

ROCscore: The ROC curve to help choosing alpha and m parameters

Description

Usage

Value

Arguments

Author

Details

References

Examples