copulaSFM: Copula-Based Simultaneous 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).

Version:	0.1.0
Imports:	stats, graphics, truncnorm, VineCopula
Published:	2026-02-18
DOI:	10.32614/CRAN.package.copulaSFM
Author:	Woraphon Yamaka [aut, cre], Paravee Maneejuk [aut], Nuttaphong Kaewtathip [aut]
Maintainer:	Woraphon Yamaka <woraphon.econ at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Materials:	README
CRAN checks:	copulaSFM results

Documentation:

Reference manual:

copulaSFM.html , copulaSFM.pdf

Downloads:

Package source:	copulaSFM_0.1.0.tar.gz
Windows binaries:	r-devel: copulaSFM_0.1.0.zip, r-release: copulaSFM_0.1.0.zip, r-oldrel: copulaSFM_0.1.0.zip
macOS binaries:	r-release (arm64): copulaSFM_0.1.0.tgz, r-oldrel (arm64): copulaSFM_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

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