alphafrontier.2d {frontiles} | R Documentation |
Representation of alpha-quantile efficiency frontier for 1 output and 1 input
Description
Representation of the alpha-quantile efficiency frontier (output, input or hyperbolic direction) for a set of reference points (xobs, yobs) in 2D (1 output and 1 input).
Usage
alphafrontier.2d(xobs, yobs, type="output", alpha=0.95, add=FALSE,
confidence=FALSE, shade=FALSE,...)
Arguments
xobs |
a matrix of size |
yobs |
a matrix of size |
type |
a direction to choose among "output", "input" and "hyper" |
alpha |
a scalar between 0 and 1 |
add |
a boolean with TRUE for keeping the active device |
confidence |
a boolean for representing a confidence interval |
shade |
a boolean for shading the confidence interval |
... |
usual options for ploting the frontier, lty, col, etc. |
Details
Actually, there is no confidence interval when type="hyper". If type="input" and confidence=TRUE, the y-axis is permuted with the x-axis
Value
No return value, used for plotting the alpha-quantile efficiency frontier for 1 output and 1 input
Author(s)
Abdelaati Daouia and Thibault Laurent
References
Daouia, A. and L. Simar (2007), Nonparametric efficiency analysis: A multivariate conditional quantile approach, Journal of Econometrics 140, 375-400.
See Also
Examples
# 1st example
data(spain)
plot(y ~ x2, data = spain)
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "output",
alpha = 0.95, col = 'red', lty = 2, add = TRUE)
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "input",
alpha = 0.95, col = 'royalblue', lty = 3, add = TRUE)
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "hyper",
alpha = 0.95, col = 'green', lty = 4, add = TRUE)
legend("topleft", title = "alpha-quantile frontier; alpha=0.95",
legend = c("output direction", "input direction", "hyper direction"),
lty = 2:4, col = c("red", "royalblue", "green"))
# 2nd example
plot(y ~ x2, data = spain)
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y),
type = "output", alpha = 1, add = TRUE)
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "output",
alpha = 0.95, col = 'blue', lty = 2, add = TRUE)
ordermfrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "output",
m = 30, col = 'green', lty = 3, add = TRUE)
legend("topleft", title = "output direction", legend = c("FDH", "alpha=0.95", "m=30"),
lty = 1:3, col = c("black", "royalblue", "green"))
# 3rd example
alphafrontier.2d(as.matrix(spain$x2), as.matrix(spain$y), type = "output",
confidence = TRUE, shade = TRUE, alpha = 0.98)
title("Alpha-quantile frontier with alpha=0.98 and its confidence interval")