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copulaSFM

0.2.0Package record

Copula-Based Stochastic Frontier Models

0packages depend
3.4Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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).

Changes in 0.2.0

Major Improvements

  • Added support for two-parameter copula families (Student-t, BB families).
  • Extended copSFM() to accept RHO2, LB2, and UB2.
  • Updated TE() to handle two-parameter copulas.
  • Added nSim and seed arguments 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

CRAN checks
13OK
Slowest check: 51 s · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.0
READMEYes · 16 wordsVignettesNoNEWSYes · 67% structured · mentions 0.2.0Citation fileYes · software entry onlyWebsitenot declared in DESCRIPTION
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

3.4K
CRAN downloads in the past year
Rank #11,850 · ~9/day · ~280/mo
Daily download trend is not available in this view yet.
38130 days
93390 days
3.4K1 year
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Also on63 r2u2 autocran

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

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.

Depends (0)
none
Imports (5)
statsgraphicstruncnormVineCopulaMASS
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 0.1.0 (2026)
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.2.0Latest
    record
    2026-03-05 · current release · diff ↗
  • 0.1.0
    record
    2026-02-18
  • R
    R 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

Cite

Cite this package

Run in R for the authors' entry:

citation("copulaSFM")

The package provides a citation file, so citation() returns the authors' own entry.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for copulaSFM version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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