New package copulaSQM with initial version 0.1.0

Wed, 04 Mar 2026 04:02:00 CDT

Package: copulaSQM
Title: Copula Based Stochastic Frontier Quantile Model
Version: 0.1.0
Maintainer: Woraphon Yamaka <woraphon.econ@gmail.com>
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.
License: GPL-3
Encoding: UTF-8
Imports: ald, VineCopula, stats, graphics, MASS
NeedsCompilation: no
Packaged: 2026-02-27 07:39:33 UTC; Acer
Author: Woraphon Yamaka [aut, cre], Paravee Maneejuk [aut], Nuttaphong Kaewtathip [aut]
Repository: CRAN
Date/Publication: 2026-03-04 09:50:08 UTC

More information about copulaSQM at CRAN