Package: copulaSQM
Type: Package
Title: Copula Based Stochastic Frontier Quantile Model
Version: 0.1.0
Authors@R: c(
  person("Woraphon", "Yamaka",
         email = "woraphon.econ@gmail.com",
         role = c("aut", "cre")),
  person("Paravee", "Maneejuk",
         email = "mparavee@gmail.com",
         role = "aut"),
  person("Nuttaphong", "Kaewtathip",
         email = "jetcnx@gmail.com",
         role = "aut"))
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
RoxygenNote: 7.3.3
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
Built: R 4.6.0; ; 2026-04-25 17:51:40 UTC; unix
