four component stochastic frontier model with determinants
Project description
SF4wD
four-component stochastic frontier model with determinants
Motivation
This package was developed to complement four-component stochastic frontier that consider
determinants in mean and variance parameters of inefficiency distributions
by Ruei-Chi Lee.
Features
-
SF4wD: main.py - set method and model to run simulation or real data
-
HMC: Hamilton Monte Carlo designed for determinants parameters.
-
DA: Data augmentation for the model
-
TK: Two-parametrization method originally proposed by Tsiona and Kunmbhaker (2014) for four-component model without determinants.
-
PMCMC: Particle MCMC for the model (perferred approach) - speed up by GPU parallel computation
License
Ruei-Chi Lee is the main author and contributor.
Bug reports, feature requests, questions, rants, etc are welcome, preferably on the github page.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.