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copulaSQM  

Copula Based Stochastic Frontier Quantile Model
View on CRAN: Click here


Download and install copulaSQM package within the R console
Install from CRAN:
install.packages("copulaSQM")

Install from Github:
library("remotes")
install_github("cran/copulaSQM")

Install by package version:
library("remotes")
install_version("copulaSQM", "0.1.0")



Attach the package and use:
library("copulaSQM")
Maintained by
Woraphon Yamaka
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-04
Latest Update: 2026-03-04
Description:
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.
How to cite:
Woraphon Yamaka (2026). copulaSQM: Copula Based Stochastic Frontier Quantile Model. R package version 0.1.0, https://cran.r-project.org/web/packages/copulaSQM. Accessed 04 Oct. 2026.
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