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

Project description

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

[0.2.5] - 2020-05-01

Added

  • ked()

Changed

  • CNLSDDFb()
  • directV()
  • stoned()
  • HISTORY.md

Removed

  • directVb()

[0.2.4] - 2020-04-30

Changed

  • qlle()
  • stoned()

[0.2.3] - 2020-04-27

Added

  • cnlsddfb()
  • directVb()

Changed

  • cnlsddf()
  • directV()

[0.2.2] - 2020-04-26

Added

  • cnlsddf()
  • directV()

Changed

  • cnls()
  • ceqr()
  • cnlsz()
  • icnls()

[0.2.1] - 2020-04-23

Added

  • icnls()
  • bimatp()

Changed

  • REDAME.md
  • All functions

[0.2.0] - 2020-04-19

Added

  • ccnls()
  • ccnls2()
  • cnlsz()

Changed

  • REDAME.md
  • cqer()

[0.0.7] - 2020-04-18

Changed

  • 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()

Project details


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