Metadata-Version: 2.1
Name: pystoned
Version: 0.2.0
Summary: Estimating CNLS and StoNED in Python
Home-page: https://github.com/ds2010/StoNED-Python
Author: Sheng Dai, Timo Kuosmanen
Author-email: sheng.dai@aalto.fi, timo.kuosmanen@aalto.fi
License: LICENSE.txt
Download-URL: https://pypi.org/project/pystoned/
Keywords: StoNED,CNLS,CER,CQR,Z-variables
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
Requires-Dist: pyomo
Requires-Dist: numpy
Requires-Dist: scipy

# StoNED-Python

`StoNED-Python` project provides the python codes for estimating Convex Nonparametric Least Square (`CNLS`), Stochastic Nonparametric Envelopment of Data (`StoNED`), and their different 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](http://www.pyomo.org/). 

# Authors
 + [Timo Kuosmanen](https://people.aalto.fi/timo.kuosmanen), Professor, Aalto University School of Business.
 + [Sheng Dai](https://www.researchgate.net/profile/Sheng_Dai8), Ph.D. candidate, Aalto University School of Business.

# To do list
- [ ]  `CNLS`/`StoNED`
   - [x] variables returns to scale (`VRS`) model
   - [x] constant returns to scale (`CRS`) model
   - [x] Additive composite error term
   - [x] Multiplicative composite error term
   - [x] Residuals decomposition by method of moments(`MoM`) 
   - [x] Residuals decomposition by quasi-likelihood estimation(`QLE`)
   - [ ] Residuals decomposition by nonparametric kernel deconvolution (`NKD`)
- [x] `StoNEZD` (contextual variables)
- [x] Convex quantile regression (`CQR`)
- [x] Convex expectile regression (`CER`)
- [ ] Isotonic CNLS (`ICNLS`)
- [ ] Isotonic convex quantile regression (`ICQR`)
- [ ] Isotonic convex expectile regression (`ICER`)
- [x] Corrected convex nonparametric least squares (C<sup>2</sup>NLS)

# Change log

## [0.2.0] - 2020-04-19

### Added
- `CCNLS()`
- `CCNLS2()`
- `CNLSZ()`

### Changed
- Update REDAME.md
- Update function `cqer()`

## [0.0.7] - 2020-04-18

### Added

### Changed
- Update function `cnls()`

### Removed

## [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()`


