SQL functions for cox proportional hazards. More...

Functions
varchar	coxph_train ()

varchar	coxph_train (varchar message)

void	coxph_train (varchar source_table, varchar output_table, varchar dependent_varname, varchar independent_varname, varchar right_censoring_status, varchar strata, varchar optimizer_params)
	Compute cox-regression coefficients and diagnostic statistics. More...

CREATE FUNCTION MADlib	coxph_train (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, right_censoring_status VARCHAR--censored status, strata VARCHAR--stratification column names) RETURNS VOID AS $$SELECT MADlib.coxph_train($1
	Cox regresison training function. More...

CREATE FUNCTION MADlib	coxph_train (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, right_censoring_status VARCHAR--censored status) RETURNS VOID AS $$SELECT MADlib.coxph_train($1
	Cox regresison training function. More...

CREATE FUNCTION MADlib	coxph_train (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable) RETURNS VOID AS $$SELECT MADlib.coxph_train($1
	Cox regresison training function. More...

Variables
CREATE FUNCTION MADlib NULL LANGUAGE sql	VOLATILE

Detailed Description

See Also: For a brief introduction to cox regression, see the module description Cox-Proportional Hazards Regression

Function Documentation

varchar coxph_train ( )

varchar coxph_train ( varchar message)

To include an intercept in the model, set one coordinate in the independentVariables array to 1.

Parameters

source_table	Name of the source relation containing the training data
output_table	Name of the output relation to contain the coxph_train model
independent_varname	Name of the independent column
dependent_varname	Name of the dependent column measuring time of death
right_censoring_status	Name of the column that determines right censoring support
strata	Comma-separated list of column names on which to stratify the data
optimizer_params	Comma-separated list of parameters for the optimizer function

Returns

An output table with following columns:

coef FLOAT8[] - Array of coefficients, $ \boldsymbol \beta $
log_likelihood FLOAT8 - Log-likelihood $l(\boldsymbol \beta)$
std_err FLOAT8[] - Array of standard errors, $ \mathit{se}(c_1), \dots, \mathit{se}(c_k) $
z_stats FLOAT8[] - Array of Wald z-statistics, $ \boldsymbol z $
p_values FLOAT8[] - Array of Wald p-values, $ \boldsymbol p $
condition_no FLOAT8 - The condition number of matrix $ H $ during the iteration immediately preceding convergence (i.e., $ H $ is computed using the coefficients of the previous iteration)
num_iterations INTEGER - The number of iterations before the algorithm terminated

Get vector of coefficients $ \boldsymbol \beta $ and all diagnostic statistics:

SELECT coxph_train(
   'source_table', 'output_table',
   'dependent_varname', 'independent_varname'
   'right_censoring_status', 'strata'
);

Get vector of coefficients $ \boldsymbol \beta $:
```
SELECT coef from 'output_table'
```

CREATE FUNCTION MADlib coxph_train	(	source_table VARCHAR--name of input	table,
		output_table VARCHAR--name of output	table,
		dependent_variable VARCHAR--name of dependent	variable,
		independent_variable VARCHAR--name of independent	variable,
		right_censoring_status VARCHAR--censored	status,
		strata VARCHAR--stratification column	names
	)

CREATE FUNCTION MADlib coxph_train	(	source_table VARCHAR--name of input	table,
		output_table VARCHAR--name of output	table,
		dependent_variable VARCHAR--name of dependent	variable,
		independent_variable VARCHAR--name of independent	variable,
		right_censoring_status VARCHAR--censored	status
	)

CREATE FUNCTION MADlib coxph_train	(	source_table VARCHAR--name of input	table,
		output_table VARCHAR--name of output	table,
		dependent_variable VARCHAR--name of dependent	variable,
		independent_variable VARCHAR--name of independent	variable
	)

CREATE FUNCTION MADlib TRUE LANGUAGE sql VOLATILE