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 24 Oct. 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

RcmdrPlugin.depthTools  
R Commander Depth Tools Plug-in
We provide an Rcmdr plug-in based on the depthTools package, which implements different robust stat ...
Download / Learn more Package Citations See dependency  
extlasso  
Maximum Penalized Likelihood Estimation with Extended Lasso Penalty
Estimates coefficients of extended LASSO penalized linear regression and generalized linear models. ...
Download / Learn more Package Citations See dependency  
funprog  
Functional Programming
High-order functions for data manipulation : sort or group data, given one or more auxiliary func ...
Download / Learn more Package Citations See dependency  
r3PG  
Simulating Forest Growth using the 3-PG Model
Provides a flexible and easy-to-use interface for the Physiological Processes Predicting Growth (3-P ...
Download / Learn more Package Citations See dependency  
OOBCurve  
Out of Bag Learning Curve
Provides functions to calculate the out-of-bag learning curve for random forests for any measure tha ...
Download / Learn more Package Citations See dependency  
visdat  
Preliminary Visualisation of Data
Create preliminary exploratory data visualisations of an entire dataset to identify problems or une ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,081

Publication Badges

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