Copula Based Stochastic Frontier Quantile Model
Overview
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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-05-11
- WARNING12 OK, 1 WARNING2026-05-10
- OK13 OK2026-03-10
Documentation
- 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
Dependencies
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.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-04 · current release
- RR 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")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.
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.