CQERG¶
- class pystoned.CQERG.CERG(y, x, tau, z=None, cet='addi', fun='prod', rts='vrs')[source]¶
Convex expectile regression (CER) with Genetic algorithm
- __init__(y, x, tau, z=None, cet='addi', fun='prod', rts='vrs')[source]¶
CERG model
- Parameters:
y (float) – output variable.
x (float) – input variables.
tau (float) – quantile.
z (float, optional) – Contextual variable(s). Defaults to None.
cet (String, optional) – CET_ADDI (additive composite error term) or CET_MULT (multiplicative composite error term). Defaults to CET_ADDI.
fun (String, optional) – FUN_PROD (production frontier) or FUN_COST (cost frontier). Defaults to FUN_PROD.
rts (String, optional) – RTS_VRS (variable returns to scale) or RTS_CRS (constant returns to scale). Defaults to RTS_VRS.
- class pystoned.CQERG.CQRG(y, x, tau, z=None, cet='addi', fun='prod', rts='vrs')[source]¶
Convex quantile regression (CQR) with Genetic algorithm
- __init__(y, x, tau, z=None, cet='addi', fun='prod', rts='vrs')[source]¶
CQRG model
- Parameters:
y (float) – output variable.
x (float) – input variables.
tau (float) – quantile.
z (float, optional) – Contextual variable(s). Defaults to None.
cet (String, optional) – CET_ADDI (additive composite error term) or CET_MULT (multiplicative composite error term). Defaults to CET_ADDI.
fun (String, optional) – FUN_PROD (production frontier) or FUN_COST (cost frontier). Defaults to FUN_PROD.
rts (String, optional) – RTS_VRS (variable returns to scale) or RTS_CRS (constant returns to scale). Defaults to RTS_VRS.