https://github.com/javierbarbero/DataEnvelopmentAnalysis.jl
Tip revision: c2cffd94b09c7e94f1e23e8c735088b95d7592b2 authored by Javier Barbero on 03 January 2021, 13:22:30 UTC
Version 0.2.0
Version 0.2.0
Tip revision: c2cffd9
deaprofit.jl
# This file contains functions for the Profit Efficiency DEA model
"""
ProfitDEAModel
An data structure representing a profit DEA model.
"""
struct ProfitDEAModel <: AbstractProfitDEAModel
n::Int64
m::Int64
s::Int64
Gx::Symbol
Gy::Symbol
dmunames::Union{Vector{String},Nothing}
eff::Vector
lambda::SparseMatrixCSC{Float64, Int64}
techeff::Vector
alloceff::Vector
normalization::Vector
Xtarget::Matrix
Ytarget::Matrix
end
"""
deaprofit(X, Y, W, P; Gx, Gy)
Compute profit efficiency using data envelopment analysis model for
inputs `X`, outputs `Y`, price of inputs `W`, and price of outputs `P`.
# Direction specification:
The directions `Gx` and `Gy` can be one of the following symbols.
- `:Zeros`: use zeros.
- `:Ones`: use ones.
- `:Observed`: use observed values.
- `:Mean`: use column means.
- `:Monetary`: use direction so that profit inefficiency is expressed in monetary values.
Alternatively, a vector or matrix with the desired directions can be supplied.
# Optional Arguments
- `names`: a vector of strings with the names of the decision making units.
# Examples
```jldoctest
julia> X = [1 1; 1 1; 0.75 1.5; 0.5 2; 0.5 2; 2 2; 2.75 3.5; 1.375 1.75];
julia> Y = [1 11; 5 3; 5 5; 2 9; 4 5; 4 2; 3 3; 4.5 3.5];
julia> P = [2 1; 2 1; 2 1; 2 1; 2 1; 2 1; 2 1; 2 1];
julia> W = [2 1; 2 1; 2 1; 2 1; 2 1; 2 1; 2 1; 2 1];
julia> deaprofit(X, Y, W, P, Gx = :Monetary, Gy = :Monetary)
Profit DEA Model
DMUs = 8; Inputs = 2; Outputs = 2
Returns to Scale = VRS
─────────────────────────────────────
Profit Technical Allocative
─────────────────────────────────────
1 2.0 0.0 2.0
2 2.0 -5.41234e-16 2.0
3 0.0 0.0 0.0
4 2.0 0.0 2.0
5 2.0 0.0 2.0
6 8.0 6.0 2.0
7 12.0 12.0 -1.77636e-15
8 4.0 3.0 1.0
─────────────────────────────────────
```
"""
function deaprofit(X::Union{Matrix,Vector}, Y::Union{Matrix,Vector},
W::Union{Matrix,Vector}, P::Union{Matrix,Vector};
Gx::Union{Symbol,Matrix,Vector}, Gy::Union{Symbol,Matrix,Vector},
names::Union{Vector{String},Nothing} = nothing)::ProfitDEAModel
# Check parameters
nx, m = size(X, 1), size(X, 2)
ny, s = size(Y, 1), size(Y, 2)
nw, mw = size(W, 1), size(W, 2)
np, sp = size(P, 1), size(P, 2)
if nx != ny
error("number of observations is different in inputs and outputs")
end
if nw != nx
error("number of observations is different in input prices and inputs")
end
if np != ny
error("number of observations is different in output prices and outputs")
end
if mw != m
error("number of input prices and intputs is different")
end
if sp != s
error("number of output prices and outputs is different")
end
# Build or get user directions
if typeof(Gx) == Symbol
Gxsym = Gx
if Gx == :Zeros
Gx = zeros(size(X))
elseif Gx == :Ones
Gx = ones(size(X))
elseif Gx == :Observed
Gx = X
elseif Gx == :Mean
Gx = repeat(mean(X, dims = 1), size(X, 1))
elseif Gx == :Monetary
GxGydollar = 1 ./ (sum(P, dims = 2) + sum(W, dims = 2));
Gx = repeat(GxGydollar, 1, m);
else
error("Invalid inputs direction")
end
else
Gxsym = :Custom
end
if typeof(Gy) == Symbol
Gysym = Gy
if Gy == :Zeros
Gy = zeros(size(Y))
elseif Gy == :Ones
Gy = ones(size(Y))
elseif Gy == :Observed
Gy = Y
elseif Gy == :Mean
Gy = repeat(mean(Y, dims = 1), size(Y, 1))
elseif Gy == :Monetary
GxGydollar = 1 ./ (sum(P, dims = 2) + sum(W, dims = 2));
Gy = repeat(GxGydollar, 1, s);
else
error("Invalid outputs direction")
end
else
Gysym = :Custom
end
if (size(Gx, 1) != size(X, 1)) | (size(Gx, 2) != size(X, 2))
error("size of inputs should be equal to size of inputs direction")
end
if (size(Gy, 1) != size(Y, 1)) | (size(Gy, 2) != size(Y, 2))
error("size of outputs should be equal to size of outputs direction")
end
# Compute efficiency for each DMU
n = nx
Xtarget = zeros(n,m)
Ytarget = zeros(n,s)
pefficiency = zeros(n)
plambdaeff = spzeros(n, n)
for i=1:n
# Value of inputs and outputs to evaluate
w0 = W[i,:]
p0 = P[i,:]
# Create the optimization model
deamodel = Model(GLPK.Optimizer)
@variable(deamodel, Xeff[1:m])
@variable(deamodel, Yeff[1:s])
@variable(deamodel, lambda[1:n] >= 0)
@objective(deamodel, Max, (sum(p0[j] .* Yeff[j] for j in 1:s)) - (sum(w0[j] .* Xeff[j] for j in 1:m)))
@constraint(deamodel, [j in 1:m], sum(X[t,j] * lambda[t] for t in 1:n) <= Xeff[j])
@constraint(deamodel, [j in 1:s], sum(Y[t,j] * lambda[t] for t in 1:n) >= Yeff[j])
@constraint(deamodel, sum(lambda) == 1)
# Optimize and return results
JuMP.optimize!(deamodel)
Xtarget[i,:] = JuMP.value.(Xeff)
Ytarget[i,:] = JuMP.value.(Yeff)
plambdaeff[i,:] = JuMP.value.(lambda)
# Check termination status
if termination_status(deamodel) != MOI.OPTIMAL
@warn ("DMU $i termination status: $(termination_status(deamodel)). Primal status: $(primal_status(deamodel)). Dual status: $(dual_status(deamodel))")
end
end
# Profit, technical and allocative efficiency
maxprofit = sum(P .* Ytarget, dims = 2) .- sum(W .* Xtarget, dims = 2)
pefficiency = maxprofit .- ( sum(P .* Y, dims = 2) .- sum(W .* X, dims = 2))
normalization = vec(sum(P .* Gy, dims = 2) .+ sum(W .* Gx, dims = 2))
pefficiency = vec( pefficiency ./ normalization )
techefficiency = efficiency(deaddf(X, Y, Gx = Gx, Gy = Gy, rts = :VRS, slack = false))
allocefficiency = pefficiency - techefficiency
return ProfitDEAModel(n, m, s, Gxsym, Gysym, names, pefficiency, plambdaeff, techefficiency, allocefficiency, normalization, Xtarget, Ytarget)
end
function Base.show(io::IO, x::ProfitDEAModel)
compact = get(io, :compact, false)
n = nobs(x)
m = ninputs(x)
s = noutputs(x)
dmunames = names(x)
eff = efficiency(x)
techeff = efficiency(x, :Technical)
alloceff = efficiency(x, :Allocative)
if !compact
print(io, "Profit DEA Model \n")
print(io, "DMUs = ", n)
print(io, "; Inputs = ", m)
print(io, "; Outputs = ", s)
print(io, "\n")
print(io, "Returns to Scale = VRS")
print(io, "\n")
print(io, "Gx = ", string(x.Gx), "; Gy = ", string(x.Gy))
print(io, "\n")
show(io, CoefTable(hcat(eff, techeff, alloceff), ["Profit", "Technical", "Allocative"], dmunames))
end
end