pystoned 0.3.1

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.

Installation

We have published a beta version pyStoNED package on PyPI. Please feel free to download and test it. We welcome any bug reports and feedback.

PyPI

pip install pystoned

Tutorials

A number of Jupyter Notebooks are provided in the repository pyStoNED-Tutorials, and more detailed technical reports are currently under development.

Authors

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

To do list

• CNLS/StoNED
  • Production function estimation
  • Cost function estimation
  • 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)
• Multiple outputs (CNLS-DDF formulation)
  • with undesirable outputs
  • without undesirable outputs
• Multiple outputs (CQR/CER-DDF formulation)
  • with undesirable outputs
  • without undesirable outputs
• Basic Data Envelopment Analysis (DEA) models
  • Radial input oriented model: CRS and VRS
  • Radial output oriented model: CRS and VRS
  • Directional model: CRS and VRS
  • Directional model with undesirable outputs: CRS and VRS
• Representation of StoNED-related frontier/quantile function
  • one input and one output
  • two inputs and one output
  • three inputs and one output

Change log

[0.3.1] - 2020-06-16

Changed

• kde()
• CNLSDDF()

[0.3.0] - 2020-06-12

Changed

• DEA()
• CQER()
• CQEDDF()

[0.2.9] - 2020-06-10

Added

• DEA()

[0.2.8] - 2020-06-04

Added

• CQRDDF()
• CERDDF()

Changed

• directV()

[0.2.7] - 2020-05-24

Added

• CNLSPLOT()

Changed

• adjust the argument pps to rts
• adjust the argument func to fun
• adjust the argument crt to cet
• CNLSDDF()

Removed

• CNLSDDFB()

[0.2.6] - 2020-05-05

Changed

• qle()
• stoned()
• LICENSE

[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()