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copulaSQM

0.1.0Package record

Copula Based Stochastic Frontier Quantile Model

0packages depend
3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Provides estimation procedures for copula-based stochastic frontier quantile models for cross-sectional data. The package implements maximum likelihood estimation of quantile regression models allowing flexible dependence structures between error components through various copula families (e.g., Gaussian and Student-t). It enables estimation of conditional quantile effects, dependence parameters, log-likelihood values, and information criteria (AIC and BIC). The framework combines quantile regression methodology introduced by Koenker and Bassett (1978) doi:10.2307/1913643 with copula theory described in Joe (2014, ISBN:9781466583221). This approach allows modeling heterogeneous effects across quantiles while capturing nonlinear dependence structures between variables.

Install

Health

CRAN checks
13OK
Slowest check: 51 s · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-05-11
  • WARNING12 OK, 1 WARNING2026-05-10
  • OK13 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMEYes · 139 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
3
Examples that run
33%1 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

3K
CRAN downloads in the past year
Rank #14,824 · ~8/day · ~249/mo
Daily download trend is not available in this view yet.
29230 days
81290 days
3K1 year
Compare downloads with other packages →
Also on55 r2u2 autocran

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing copulaSQM adds 4 packages (2 with compiled code, 1.4 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, VineCopula 439 KB, ald 5.7 KB.

Depends (0)
none
Imports (5)
aldVineCopulastatsgraphicsMASS
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 (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-04 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-03-04
Total releases
1 / 1 yrs
License
GPL-3 OSI
Download size
8.5 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("copulaSQM")
Yamaka, W., Kaewtathip, N., & Maneejuk, P. (2026). copulaSQM: Copula Based Stochastic Frontier Quantile Model (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.copulaSQM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 copulaSQM version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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