Revision 44fbd33f9511d5d15c3525ff921b6fb9683fd5be authored by Javier Barbero on 12 January 2022, 18:37:08 UTC, committed by Javier Barbero on 12 January 2022, 18:37:08 UTC
1 parent df8666d
deaddfm.jl
# Tests for Directional Multiplier DEA Models
@testset "DirectionalMultiplierDEAModel" begin
## Test Directional DF DEA Models with FLS Book data
X = [5 13; 16 12; 16 26; 17 15; 18 14; 23 6; 25 10; 27 22; 37 14; 42 25; 5 17]
Y = [12; 14; 25; 26; 8; 9; 27; 30; 31; 26; 12]
# Observed CRS
deaddfmobs = deaddfm(X, Y, Gx = X, Gy = Y, rts = :CRS)
@test typeof(deaddfmobs) == DirectionalMultiplierDEAModel
@test nobs(deaddfmobs) == 11
@test ninputs(deaddfmobs) == 2
@test noutputs(deaddfmobs) == 1
@test efficiency(deaddfmobs) ≈ [
0.00000000000;
0.23282544774;
0.09898790422;
0.00000000000;
0.52628538417;
0.28571428571;
0.00000000000;
0.13787061050;
0.09883720930;
0.34177215190;
0.00000000000] atol = 1e-5
@test multipliers(deaddfmobs, :X) ≈ [
0.0450913 0.0211187
0.0193798 0.0255279
0.0195014 0.00913355
0.0136023 0.0179174
0.0209417 0.0275852
0.0 0.107143
0.0130985 0.0172538
0.0101633 0.0133875
0.0 0.0392442
0.00895338 0.0117938
0.1 -1.11022e-16
] atol = 1e-5
@test multipliers(deaddfmobs, :Y) ≈ [
0.04166666666666667
0.027399091152098366
0.0180202419155764
0.01923076923076923
0.02960716348931253
0.0396825396825397
0.018518518518518517
0.014368823158337424
0.014534883720930238
0.012658227848101266
0.04166666666666667
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Observed, Gy = :Observed, rts = :CRS)) == efficiency(deaddfmobs)
@test efficiency(deaddfm(targets(deaddfmobs, :X), targets(deaddfmobs, :Y), Gx = :Observed, Gy = :Observed, rts = :CRS)) ≈ zeros(11) atol = 1e-5
@test rts(deaddfmobs) ≈ zeros(11)
# Observed VRS
deaddfmobsvrs = deaddfm(X, Y, Gx = X, Gy = Y, rts = :VRS)
@test nobs(deaddfmobsvrs) == 11
@test ninputs(deaddfmobsvrs) == 2
@test noutputs(deaddfmobsvrs) == 1
@test efficiency(deaddfmobsvrs) ≈ [
0.00000000000;
0.1076130509;
0.0000000000;
0.0000000000;
0.2883597884;
0.0000000000;
0.00000000000;
0.0000000000;
0.0000000000;
0.1821192053;
0.00000000000] atol = 1e-5
@test multipliers(deaddfmobsvrs, :X) ≈ [
0.0450913 0.0211187
0.0163137 0.0472238
0.0264496 0.000339098
0.0136023 0.0179174
0.0185185 0.047619
0.0 0.125
0.0130985 0.0172538
0.00627716 0.00482859
0.0 0.0222222
0.00331126 0.0
0.1 -1.11022e-16
] atol = 1e-5
@test multipliers(deaddfmobsvrs, :Y) ≈ [
0.04166666666666667
0.012306811677160837
0.02271956595456087
0.01923076923076923
0.0
0.027777777777777773
0.018518518518518517
0.024142926122646062
0.022222222222222206
0.033112582781456984
0.04166666666666667
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Observed, Gy = :Observed, rts = :VRS)) == efficiency(deaddfmobsvrs)
@test efficiency(deaddfm(targets(deaddfmobsvrs, :X), targets(deaddfmobsvrs, :Y), Gx = :Observed, Gy = :Observed, rts = :VRS)) ≈ zeros(11) atol = 1e-5
@test rts(deaddfmobsvrs) ≈ [
0.0
-0.5477962220950202
0.1359782977280435
0.0
-0.7116402116402119
-0.5000000000000003
0.0
0.448575567358764
0.37777777777777694
0.9039735099337763
0.0
] atol = 1e-5
# Ones CRS
deaddfmones = deaddfm(X, Y, Gx = ones(size(X)), Gy = ones(size(Y)), rts = :CRS)
@test nobs(deaddfmones) == 11
@test ninputs(deaddfmones) == 2
@test noutputs(deaddfmones) == 1
@test efficiency(deaddfmones) ≈ [
0.00000000000;
3.219963031;
2.121693122;
0.00000000000;
6.735674677;
1.945945946;
0.00000000000;
3.635859519;
1.837837838;
10.231053604;
0.00000000000]
@test multipliers(deaddfmones, :X) ≈ [
0.705882 0.0
0.268022 0.35305
0.417989 0.195767
0.417989 0.195767
0.268022 0.35305
0.0 0.72973
0.268022 0.35305
0.268022 0.35305
0.0 0.72973
0.268022 0.35305
0.705882 0.0
] atol = 1e-5
@test multipliers(deaddfmones, :Y) ≈ [
0.29411764705882354
0.3789279112754159
0.3862433862433863
0.3862433862433863
0.3789279112754159
0.27027027027027034
0.3789279112754159
0.3789279112754159
0.27027027027027034
0.3789279112754159
0.29411764705882354
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Ones, Gy = :Ones, rts = :CRS)) == efficiency(deaddfmones)
@test rts(deaddfmobs) ≈ zeros(11)
# Ones VRS
deaddfmonesvrs = deaddfm(X, Y, Gx = ones(size(X)), Gy = ones(size(Y)), rts = :VRS)
@test nobs(deaddfmonesvrs) == 11
@test ninputs(deaddfmonesvrs) == 2
@test noutputs(deaddfmonesvrs) == 1
@test efficiency(deaddfmonesvrs) ≈ [
0.000000000;
1.418867925;
0.000000000;
0.000000000;
4.067924528;
0.000000000;
0.000000000;
0.000000000;
0.000000000;
5.000000000;
0.000000000] atol = 1e-5
@test multipliers(deaddfmonesvrs, :X) ≈ [
0.705882 0.0
0.215094 0.622642
0.534247 0.00684932
0.417989 0.195767
0.215094 0.622642
0.0 0.818182
0.268022 0.35305
0.178082 0.136986
0.0 0.5
0.0909091 0.0
0.705882 0.0
] atol = 1e-5
@test multipliers(deaddfmonesvrs, :Y) ≈ [
0.29411764705882354
0.16226415094339627
0.4589041095890411
0.3862433862433863
0.16226415094339627
0.18181818181818193
0.3789279112754159
0.6849315068493145
0.4999999999999999
0.9090909090909107
0.29411764705882354
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Ones, Gy = :Ones, rts = :VRS)) == efficiency(deaddfmonesvrs)
@test rts(deaddfmonesvrs) ≈ [
0.0
-7.222641509433959
2.746575342465754
0.0
-7.222641509433959
-3.2727272727272703
0.0
12.72602739726025
8.499999999999993
24.81818181818191
0.0
] atol = 1e-5
# Only X CRS
deaddfmonlyX = deaddfm(X, Y, Gx = X, Gy = zeros(size(Y)), rts = :CRS)
@test nobs(deaddfmonlyX) == 11
@test ninputs(deaddfmonlyX) == 2
@test noutputs(deaddfmonlyX) == 1
@test efficiency(deaddfmonlyX) ≈ [
0.0000000000;
0.3777103209;
0.1801437556;
0.0000000000;
0.6896290689;
0.4444444444;
0.0000000000;
0.2423309104;
0.1798941799;
0.5094339623;
0.0000000000] atol = 1e-5
@test multipliers(deaddfmonlyX, :X) ≈ [
0.0901826 0.0422374
0.0314397 0.0414137
0.0354897 0.0166217
0.0416228 0.0194942
0.0274413 0.0361469
0.0 0.166667
0.0261969 0.0345077
0.0178637 0.0235309
0.0 0.0714286
0.0133456 0.0175794
0.2 2.61229e-17
] atol = 1e-5
@test multipliers(deaddfmonlyX, :Y) ≈ [
0.08333333333333336
0.04444926279271466
0.032794249775381853
0.038461538461538464
0.03879636638909917
0.06172839506172836
0.03703703703703704
0.02525563631883701
0.026455026455026464
0.018867924528301886
0.0833333333333333
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Observed, Gy = :Zeros, rts = :CRS)) == efficiency(deaddfmonlyX)
# Only X VRS
deaddfmonlyXvrs = deaddfm(X, Y, Gx = X, Gy = zeros(size(Y)), rts = :VRS)
@test nobs(deaddfmonlyXvrs) == 11
@test ninputs(deaddfmonlyXvrs) == 2
@test noutputs(deaddfmonlyXvrs) == 1
@test efficiency(deaddfmonlyXvrs) ≈ [
0.0000000000;
0.1300138313;
0.0000000000;
0.0000000000;
0.2883597884;
0.0000000000;
0.0000000000;
0.0000000000;
0.0000000000;
0.5068790731;
0.0000000000] atol = 1e-5
@test multipliers(deaddfmonlyXvrs, :X) ≈ [
0.0901826 0.0422374
0.0197095 0.0570539
0.0612245 0.000784929
0.0416228 0.0194942
0.0185185 0.047619
0.0 0.166667
0.0261969 0.0345077
0.0227671 0.0175131
0.0 0.0714286
0.013034 0.0181028
0.2 2.61229e-17
] atol = 1e-5
@test multipliers(deaddfmonlyXvrs, :Y) ≈ [
0.08333333333333336
0.014868603042876911
0.05259026687598115
0.038461538461538464
0.0
0.03703703703703698
0.03703703703703704
0.08756567425569173
0.07142857142857138
0.013758146270818254
0.0833333333333333
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Observed, Gy = :Zeros, rts = :VRS)) == efficiency(deaddfmonlyXvrs)
# Only Y CRS
deaddfmonlyY = deaddfm(X, Y, Gx = zeros(size(X)), Gy = Y, rts = :CRS)
@test nobs(deaddfmonlyY) == 11
@test ninputs(deaddfmonlyY) == 2
@test noutputs(deaddfmonlyY) == 1
@test efficiency(deaddfmonlyY) ≈ [
0.0000000000;
0.6069686411;
0.2197260274;
0.0000000000;
2.2219512195;
0.8000000000;
0.0000000000;
0.3198373984;
0.2193548387;
1.0384615385;
0.0000000000] atol = 1e-5
@test multipliers(deaddfmonlyY, :X) ≈ [
0.0901826 0.0422374
0.0505226 0.0665505
0.0432877 0.020274
0.0272045 0.0358349
0.0884146 0.116463
0.0 0.3
0.0261969 0.0345077
0.0235772 0.0310569
0.0 0.0870968
0.0272045 0.0358349
0.2 0.0
] atol = 1e-5
@test multipliers(deaddfmonlyY, :Y) ≈ [
0.08333333333333329
0.07142857142857142
0.04000000000000001
0.03846153846153846
0.12499999999999999
0.11111111111111112
0.037037037037037035
0.03333333333333334
0.03225806451612903
0.03846153846153846
0.08333333333333318
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Zeros, Gy = :Observed, rts = :CRS)) == efficiency(deaddfmonlyY)
# Only Y VRS
deaddfmonlyYvrs = deaddfm(X, Y, Gx = zeros(size(X)), Gy = Y, rts = :VRS)
@test nobs(deaddfmonlyYvrs) == 11
@test ninputs(deaddfmonlyYvrs) == 2
@test noutputs(deaddfmonlyYvrs) == 1
@test efficiency(deaddfmonlyYvrs) ≈ [
0.0000000000;
0.5075187970;
0.0000000000;
0.0000000000;
2.2039473684;
0.0000000000;
0.0000000000;
0.0000000000;
0.0000000000;
0.1923076923;
0.0000000000] atol = 1e-5
@test multipliers(deaddfmonlyYvrs, :X) ≈ [
0.0901826 0.0422374
0.0676692 0.093985
0.0465672 0.000597015
0.0272045 0.0358349
0.118421 0.164474
0.0 0.5
0.0261969 0.0345077
0.00866667 0.00666667
0.0 0.0322581
0.0 0.0
0.2 0.0
] atol = 1e-5
@test multipliers(deaddfmonlyYvrs, :Y) ≈ [
0.08333333333333329
0.07142857142857144
0.040000000000000015
0.03846153846153846
0.125
0.11111111111111109
0.037037037037037035
0.03333333333333333
0.03225806451612903
0.038461538461538464
0.08333333333333318
] atol = 1e-5
@test efficiency(deaddfm(X, Y, Gx = :Zeros, Gy = :Observed, rts = :VRS)) == efficiency(deaddfmonlyYvrs)
# Mean CRS
deaddfmmean = deaddfm(X, Y, Gx = :Mean, Gy = :Mean, rts = :CRS)
@test efficiency(deaddfmmean) ≈ [0; 0.1713509018; 0.1082533683; 0; 0.3584401184; 0.1148158887; 0; 0.1934829069; 0.1084372282; 0.5444473258; 0] atol = 1e-5
# Mean VRS
deaddfmmeanvrs = deaddfm(X, Y, Gx = :Mean, Gy = :Mean, rts = :VRS)
@test efficiency(deaddfmmeanvrs) ≈ [0; 0.08056567388; 0; 0;0.23098350118; 0; 0; 0; 0; 0.24886877828; 0] atol = 1e-5
## Test if one-by-one DEA using evaluation and reference sets match initial results
deamddf_ref_eff = zeros(size(X, 1))
deamddfvrs_ref_eff = zeros(size(X, 1))
deamddfvrs_ref_multX = zeros(size(X))
deamddfvrs_ref_multY = zeros(size(Y))
Gx = X[:,:]
Gy = Y[:,:]
Xref = X[:,:]
Yref = Y[:,:]
for i = 1:size(X, 1)
Xeval = X[i:i,:]
Xeval = Xeval[:,:]
Yeval = Y[i:i,:]
Yeval = Yeval[:,:]
Gxeval = Gx[i:i,:]
Gxeval = Gxeval[:,:]
Gyeval = Gy[i:i,:]
Gyeval = Gyeval[:,:]
deamddf_ref_eff[i] = efficiency(deaddfm(Xeval, Yeval, Gx = Gxeval, Gy = Gyeval, rts = :CRS, Xref = Xref, Yref = Yref))[1]
deamddfvrs_ref_eff[i] = efficiency(deaddfm(Xeval, Yeval, Gx = Gxeval, Gy = Gyeval, rts = :VRS, Xref = Xref, Yref = Yref))[1]
deamddfvrs_ref_multX[i,:] = multipliers(deaddfm(Xeval, Yeval, Gx = Gxeval, Gy = Gyeval, rts = :VRS, Xref = Xref, Yref = Yref), :X)
deamddfvrs_ref_multY[i,:] = multipliers(deaddfm(Xeval, Yeval, Gx = Gxeval, Gy = Gyeval, rts = :VRS, Xref = Xref, Yref = Yref), :Y)
end
@test deamddf_ref_eff ≈ efficiency(deaddfmobs)
@test deamddfvrs_ref_eff ≈ efficiency(deaddfmobsvrs)
@test deamddfvrs_ref_multX ≈ multipliers(deaddfmobsvrs, :X) atol = 1e-5
@test deamddfvrs_ref_multY ≈ multipliers(deaddfmobsvrs, :Y) atol = 1e-5
# Print
show(IOBuffer(), deaddfmobs)
# Test errors
@test_throws DimensionMismatch deaddfm([1; 2 ; 3], [4 ; 5], Gx = [1; 2 ; 3], Gy = [4 ; 5]) # Different number of observations
@test_throws DimensionMismatch deaddfm([1; 2], [4 ; 5], Gx = [1; 2], Gy = [4 ; 5], Xref = [1; 2; 3; 4]) # Different number of observations in reference sets
@test_throws DimensionMismatch deaddfm([1 1; 2 2], [4 4; 5 5], Gx = [1 1; 2 2], Gy = [4 4; 5 5], Xref = [1 1 1; 2 2 2]) # Different number of inputs
@test_throws DimensionMismatch deaddfm([1 1; 2 2], [4 4; 5 5], Gx = [1 1; 2 2], Gy = [4 4; 5 5], Yref = [4 4 4; 5 5 5]) # Different number of inputs
@test_throws ArgumentError deaddfm([1; 2; 3], [4; 5; 6], Gx = [1; 2; 3], Gy = [4; 5; 6], rts = :Error) # Invalid returns to scale
@test_throws DimensionMismatch deaddfm([1 1; 2 2; 3 3], [4; 5; 6], Gx = [1 1 1; 2 2 2; 3 3 3], Gy = [4; 5; 6]) # Different size of inputs direction
@test_throws DimensionMismatch deaddfm([1; 2; 3], [4 4; 5 5; 6 6], Gx = [1; 2; 3], Gy = [4 4 4; 5 5 5; 6 6 6]) # Different size of inputs direction
@test_throws ArgumentError deaddfm([1; 2; 3], [1; 2; 3], Gx = :Error, Gy = :Ones) # Invalid inuts direction
@test_throws ArgumentError deaddfm([1; 2; 3], [1; 2; 3], Gx = :Ones, Gy = :Error) # Invalid outputs direction
# ------------------
# Test Vector and Matrix inputs and outputs
# ------------------
# Tests against results in R
# Inputs is Matrix, Outputs is Vector
X = [2 2; 1 4; 4 1; 4 3; 5 5; 6 1; 2 5; 1.6 8]
Y = [1; 1; 1; 1; 1; 1; 1; 1]
@test efficiency(deaddfm(X, Y, Gx = X, Gy = Y)) ≈ [0; 0; 0; 0.25; 0.4285714286; 0; 0.2; 0.2307692308] atol = 1e-5
# Inputs is Vector, Output is Matrix
X = [1; 1; 1; 1; 1; 1; 1; 1]
Y = [7 7; 4 8; 8 4; 3 5; 3 3; 8 2; 6 4; 1.5 5]
@test efficiency(deaddfm(X, Y, Gx = X, Gy = Y)) ≈ [0; 0; 0; 0.2173913043; 0.4; 0; 0.12; 0.2307692308] atol = 1e-5
# Inputs is Vector, Output is Vector
X = [2; 4; 8; 12; 6; 14; 14; 9.412]
Y = [1; 5; 8; 9; 3; 7; 9; 2.353]
@test efficiency(deaddfm(X, Y, Gx = X, Gy = Y)) ≈ [0.4285714286; 0; 0.1111111111; 0.25; 0.4285714286; 0.4285714286; 0.3207547170; 0.6666666667] atol = 1e-5
# ------------------
# Test model with zero Directions
# ------------------
deaddfmzeros = deaddfm(X, Y, Gx = zeros(size(X)), Gy = zeros(size(Y)), rts = :VRS)
@test efficiency(deaddfmzeros) == zeros(8)
end
Computing file changes ...
