Other packages > Find by keyword >

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 05 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited copulaSQM R package
View copulaSQM citation profile
Other R packages that copulaSQM depends, imports, suggests or enhances
Complete documentation for copulaSQM
Functions, R codes and Examples using the copulaSQM R package
Full copulaSQM package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA