https://github.com/javierbarbero/DataEnvelopmentAnalysis.jl
Tip revision: 57919c045bce05aacfcf76ad50f456a068ec0e7b authored by Javier Barbero on 29 October 2019, 09:14:44 UTC
Support for GLPK 0.12
Support for GLPK 0.12
Tip revision: 57919c0
dearevenue.jl
# This file contains functions for the Revenue Efficiency DEA model
"""
RevenueDEAModel
An data structure representing a revenue DEA model.
"""
struct RevenueDEAModel <: AbstractEconomicDEAModel
n::Int64
m::Int64
s::Int64
rts::Symbol
eff::Vector
lambda::SparseMatrixCSC{Float64, Int64}
techeff::Vector
alloceff::Vector
end
"""
dearevenue(X, Y, P)
Compute revenue efficiency using data envelopment analysis for
inputs `X`, outputs `Y` and price of outputs `P`.
# Optional Arguments
- `rts=:CRS`: chooses variable returns to scale. For constraints returns to scale choose `:VRS`.
# Examples
```jldoctest
julia> X = [5 3; 2 4; 4 2; 4 8; 7 9.0];
julia> Y = [7 4; 10 8; 8 10; 5 4; 3 6.0];
julia> P = [3 2; 3 2; 3 2; 3 2; 3 2.0];
julia> dearevenue(X, Y, P)
Revenue DEA Model
DMUs = 5; Inputs = 2; Outputs = 2
Orientation = Output; Returns to Scale = VRS
──────────────────────────────────
Revenue Technical Allocative
──────────────────────────────────
1 0.644444 0.777778 0.828571
2 1.0 1.0 1.0
3 1.0 1.0 1.0
4 0.5 0.5 1.0
5 0.456522 0.6 0.76087
──────────────────────────────────
```
"""
function dearevenue(X::Matrix, Y::Matrix, P::Matrix; rts::Symbol = :VRS)::RevenueDEAModel
# Check parameters
nx, m = size(X)
ny, s = size(Y)
np, sp = size(P)
if nx != ny
error("number of observations is different in inputs and outputs")
end
if np != ny
error("number of observations is different in output prices and outputs")
end
if sp != s
error("number of output prices and outputs is different")
end
# Compute efficiency for each DMU
n = nx
Yefficient = zeros(n,m)
refficiency = zeros(n)
rlambdaeff = spzeros(n, n)
for i=1:n
# Value of inputs and outputs to evaluate
x0 = X[i,:]
p0 = P[i,:]
# Create the optimization model
deamodel = Model(with_optimizer(GLPK.Optimizer))
@variable(deamodel, Yeff[1:m])
@variable(deamodel, lambda[1:n] >= 0)
@objective(deamodel, Max, sum(p0[j] .* Yeff[j] for j in 1:s))
@constraint(deamodel, [j in 1:m], sum(X[t,j] * lambda[t] for t in 1:n) <= x0[j])
@constraint(deamodel, [j in 1:s], sum(Y[t,j] * lambda[t] for t in 1:n) >= Yeff[j])
# Add return to scale constraints
if rts == :CRS
# No contraint to add for constant returns to scale
elseif rts == :VRS
@constraint(deamodel, sum(lambda) == 1)
else
error("Invalid returns to scale $rts. Returns to scale should be :CRS or :VRS")
end
# Optimize and return results
JuMP.optimize!(deamodel)
Yefficient[i,:] = JuMP.value.(Yeff)
rlambdaeff[i,:] = JuMP.value.(lambda)
end
# Revenue, technical and allocative efficiency
refficiency = vec( sum(P .* Y, dims = 2) ./ sum(P .* Yefficient, dims = 2) )
techefficiency = 1 ./ efficiency(dea(X, Y, orient = :Output, rts = rts, slack = false))
allocefficiency = refficiency ./ techefficiency
return RevenueDEAModel(n, m, s, rts, refficiency, rlambdaeff, techefficiency, allocefficiency)
end
function dearevenue(X::Vector, Y::Matrix, P::Matrix, rts::Symbol = :VRS)::RevenueDEAModel
X = X[:,:]
return dearevenue(X, Y, P, rts = rts)
end
function dearevenue(X::Matrix, Y::Vector, P::Vector; rts::Symbol = :VRS)::RevenueDEAModel
Y = Y[:,:]
P = P[:,:]
return dearevenue(X, Y, P, rts = rts)
end
function dearevenue(X::Vector, Y::Vector, P::Vector; rts::Symbol = :VRS)::RevenueDEAModel
X = X[:,:]
Y = Y[:,:]
P = P[:,:]
return dearevenue(X, Y, P, rts = rts)
end
function Base.show(io::IO, x::RevenueDEAModel)
compact = get(io, :compact, false)
n = nobs(x)
m = ninputs(x)
s = noutputs(x)
eff = efficiency(x)
techeff = efficiency(x, :Technical)
alloceff = efficiency(x, :Allocative)
if !compact
print(io, "Revenue DEA Model \n")
print(io, "DMUs = ", n)
print(io, "; Inputs = ", m)
print(io, "; Outputs = ", s)
print(io, "\n")
print(io, "Orientation = Output")
print(io, "; Returns to Scale = ", string(x.rts))
print(io, "\n")
show(io, CoefTable(hcat(eff, techeff, alloceff), ["Revenue", "Technical", "Allocative"], ["$i" for i in 1:n]))
else
end
end