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stodom  

Estimating Consistent Tests for Stochastic Dominance
View on CRAN: Click here


Download and install stodom package within the R console
Install from CRAN:
install.packages("stodom")

Install from Github:
library("remotes")
install_github("cran/stodom")

Install by package version:
library("remotes")
install_version("stodom", "0.0.1")



Attach the package and use:
library("stodom")
Maintained by
Sergei Schaub
[Scholar Profile | Author Map]
First Published: 2024-02-02
Latest Update: 2024-02-02
Description:
Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) <doi:10.1111/1468-0262.00390>. Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.
How to cite:
Sergei Schaub (2024). stodom: Estimating Consistent Tests for Stochastic Dominance. R package version 0.0.1, https://cran.r-project.org/web/packages/stodom. Accessed 31 Mar. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited stodom R package
View stodom citation profile
Other R packages that stodom depends, imports, suggests or enhances
Complete documentation for stodom
Functions, R codes and Examples using the stodom R package
Some associated functions: dif_ecdf_plot . ecdf_dat_g . ecdf_plot . fo_stodom . so_stodom . 
Some associated R codes: stodom_functions.R .  Full stodom package functions and examples
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