The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

copulaSQM

Copula-Based Stochastic Frontier Quantile Model

Description

copulaSQM implements a copula-based stochastic frontier quantile model using the asymmetric Laplace distribution (ALD) and simulated likelihood estimation.

The model extends classical stochastic frontier analysis (SFA) by:

• Estimating conditional quantile frontiers
  
• Allowing asymmetric error distributions
  
• Modeling dependence between noise and inefficiency via copulas

This framework is suitable for applied production analysis, efficiency measurement, and heterogeneous performance evaluation.

Model

The production model is:

[ Y_i = X_i + V_i - U_i ]

where:

• ( V_i ) follows an asymmetric Laplace distribution
  
• ( U_i ) is a one-sided inefficiency term
  
• Dependence between ( V_i ) and ( U_i ) is modeled using copulas available in VineCopula

Installation

```r # install.packages(“devtools”) devtools::install_github(“woraphonyamaka/copulaSQM”)

library(copulaSQM)

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.