copulaSFM
Copula-Based Stochastic Frontier Models
Provides estimation procedures for copula-based stochastic frontier models for cross-sectional data. The package implements maximum likelihood estimation of stochastic frontier models allowing flexible dependence structures between inefficiency and noise terms through various copula families (e.g., Gaussian and Student-t). It enables estimation of technical efficiency scores, log-likelihood values, and information criteria (AIC and BIC). The implemented framework builds upon stochastic frontier analysis introduced by Aigner, Lovell and Schmidt (1977) <doi:10.1016/0304-4076(77)90052-5> and the copula theory described in Joe (2014, ISBN:9781466583221). Empirical applications of copula-based stochastic frontier models can be found in Wiboonpongse et al. (2015) <doi:10.1016/j.ijar.2015.06.001> and Maneejuk et al. (2017, ISBN:9783319562176).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling linux/jammy R-4.5 | copulaSFM_0.2.0.tar.gz |
38.9 KiB |
0.2.0 |
rolling linux/noble R-4.5 | copulaSFM_0.2.0.tar.gz |
38.9 KiB |
0.2.0 |
rolling source/ R- | copulaSFM_0.2.0.tar.gz |
8.7 KiB |
0.2.0 |
latest linux/jammy R-4.5 | copulaSFM_0.2.0.tar.gz |
38.9 KiB |
0.2.0 |
latest linux/noble R-4.5 | copulaSFM_0.2.0.tar.gz |
38.9 KiB |
0.2.0 |
latest source/ R- | copulaSFM_0.2.0.tar.gz |
8.7 KiB |
0.2.0 |
2026-04-26 source/ R- | copulaSFM_0.2.0.tar.gz |
8.7 KiB |
0.2.0 |
2026-04-23 source/ R- | copulaSFM_0.2.0.tar.gz |
8.7 KiB |
0.2.0 |
2026-04-09 windows/windows R-4.5 | copulaSFM_0.2.0.zip |
41.8 KiB |