Copula-Based Stochastic Frontier Models
Overview
Provides estimation procedures for copula-based stochastic frontier models for cross-sectional data. The package implements maximum likelihood estimation of stochastic frontier models allowing flexible dependence structures between inefficiency and noise terms through various copula families (e.g., Gaussian and Student-t). It enables estimation of technical efficiency scores, log-likelihood values, and information criteria (AIC and BIC). The implemented framework builds upon stochastic frontier analysis introduced by Aigner, Lovell and Schmidt (1977) doi:10.1016/0304-4076(77)90052-5 and the copula theory described in Joe (2014, ISBN:9781466583221). Empirical applications of copula-based stochastic frontier models can be found in Wiboonpongse et al. (2015) doi:10.1016/j.ijar.2015.06.001 and Maneejuk et al. (2017, ISBN:9783319562176).
Major Improvements
- Added support for two-parameter copula families (Student-t, BB families).
- Extended
copSFM()to acceptRHO2,LB2, andUB2. - Updated
TE()to handle two-parameter copulas. - Added
nSimandseedarguments for reproducible Monte Carlo simulation. - Improved numerical stability of likelihood and technical efficiency estimation.
- Expanded documentation to clearly describe supported copula families and parameter bounds.
Minor Changes
- Code refactoring for improved stability.
- Documentation improvements and formatting updates.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 3
- Examples that run
- 0%3 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 67%
Downloads
Dependencies
Installing copulaSFM adds 4 packages (3 with compiled code, 1.4 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, VineCopula 439 KB, truncnorm 11 KB.
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- 0.2.0Latest
- 0.1.02026-02-18
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-02-18
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 8.8 KB
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