pystoned 0.2.4

A Package for Stochastic Nonparametric Envelopment of Data (StoNED) in Python

StoNED-Python

StoNED-Python project provides the python codes for estimating Convex Nonparametric Least Square (CNLS), Stochastic Nonparametric Envelopment of Data (StoNED), and other different StoNED-related variants. It allows the user to estimate the CNLS/StoNED models in an open-access environment rather than in commercial software, e.g., GAMS, MATLAB. The StoNED-Python project is built based on the PYOMO.

Authors

• Timo Kuosmanen, Professor, Aalto University School of Business.
• Sheng Dai, Ph.D. candidate, Aalto University School of Business.

To do list

• CNLS/StoNED
  • variables returns to scale (VRS) model
  • constant returns to scale (CRS) model
  • Additive composite error term
  • Multiplicative composite error term
  • Residuals decomposition by method of moments(MoM)
  • Residuals decomposition by quasi-likelihood estimation(QLE)
  • Residuals decomposition by nonparametric kernel deconvolution (NKD)
• StoNEZD (contextual variables)
• Convex quantile regression (CQR)
• Convex expectile regression (CER)
• Isotonic CNLS (ICNLS)
• Isotonic convex quantile regression (ICQR)
• Isotonic convex expectile regression (ICER)
• Corrected convex nonparametric least squares (C²NLS)
• StoNED with multiple outputs
• Representation of StoNED-related frontier/quantile function
  • one input and one output
  • two inputs and one output
  • three inputs and one output

Change log

[0.2.4] - 2020-04-30

Changed

• Extend functions: qlle(), stoned()

[0.2.3] - 2020-04-27

Added

• cnlsddfb()
• directVb()

Changed

• Update functions: cnlsddf(), directV()

[0.2.2] - 2020-04-26

Added

• cnlsddf()
• directV()

Changed

• Update functions: cnls(), ceqr(), cnlsz(), icnls()

[0.2.1] - 2020-04-23

Added

• icnls()
• bimatp()

Changed

• Update REDAME.md
• Update all previous functions

[0.2.0] - 2020-04-19

Added

• ccnls()
• ccnls2()
• cnlsz()

Changed

• Update REDAME.md
• Update function cqer()

[0.0.7] - 2020-04-18

Changed

• Update function cnls()

[0.0.6] - 2020-04-17

Added

• README.md
• LICENSE.txt
• HISTORY.md

[0.0.2] - 2020-04-17

Added

• cqer()
• qllf()

[0.0.1] - 2020-04-01

Added

• stoned()
• cnls()