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Comparing random prospects by Stochastic Dominance

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ShayanTohidi/RSD

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RSD

RSD (R Stochastic Dominance) is designed and developed to calculate Stochastic Dominance (SD) and Almost Stochastic Dominance (ASD) in general. In more details, given two probability mass functions (PMF), this package helps with:

  • Calculate the first and second order SD values (FSD and SSD, respectively),
  • Calculate the first and second order ASD values (AFSD and ASSD, respectively),
  • Compare two probability distributions by these methods.

Installation

Install the released version of RSD from CRAN by:

install.packages("RSD")

Or from GitHub by:

install.packages("pak")
pak::pkg_install("ShayanTohidi/RSD")

Getting Started

RSD provides a function, createStochasticDominance() to create the SD object to be used in all other functions of this package. This function requires two discrete distributions. Here, the example data set data_ex will be used for creating the object:

library(RSD)
outcome1 = data_ex$yield[data_ex$gen == 'B73/PHM49']
outcome2 = data_ex$yield[data_ex$gen == 'LH74/PHN82']
pr = rep(1/29,29)
sd.obj = createStochasticDominance(outcome1, outcome2, pr, pr)

Using this code, we can compare the distributions of the performance (yield) of two cultivars. The output of this code snippet, sd.obj contains all information for performing SD and ASD comparisons. This is the main argument in the other functions of this package.

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Comparing random prospects by Stochastic Dominance

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