snreg: Regression with Skew-Normally Distributed Error Term
Models with skew‑normally distributed and thus asymmetric error terms, implementing the methods developed in Badunenko and Henderson (2023) "Production analysis with asymmetric noise" <doi:10.1007/s11123-023-00680-5>. The package provides tools to estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic. It also includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.
| Version: | 1.2.0 |
| Imports: | Formula, npsf |
| Suggests: | knitr, rmarkdown |
| Published: | 2026-02-06 |
| DOI: | 10.32614/CRAN.package.snreg (may not be active yet) |
| Author: | Oleg Badunenko 
[aut, cre],
John Burkardt [ctb, cph] (Author of C code for Owen T function) |
| Maintainer: | Oleg Badunenko <Oleg.Badunenko at brunel.ac.uk> |
| License: | GPL-3 |
| Copyright: | see file COPYRIGHTS |
| URL: | https://olegbadunenko.github.io/snreg/ |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | snreg results |
Documentation:
| Reference manual: | snreg.html , snreg.pdf |
| Vignettes: |
Illustration (source) Introduction to snreg (source, R code) |
Downloads:
| Package source: | snreg_1.2.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): snreg_1.2.0.tgz, r-oldrel (x86_64): snreg_1.2.0.tgz |
Linking:
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