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| <div class="title">clustered_variance.sql_in</div> </div> |
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| <div class="contents"> |
| <div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div> |
| <div class="line"><a name="l00002"></a><span class="lineno"> 2</span> m4_include(`SQLCommon.m4<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">@addtogroup grp_clustered_errors</span></div> |
| <div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">@about</span></div> |
| <div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">Adjusting standard errors for clustering can be important. For</span></div> |
| <div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">example, replicating a dataset 100 times should not increase the</span></div> |
| <div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">precision of parameter estimates. However, performing this procedure</span></div> |
| <div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">with the IID assumption will actually do this. Another example is in</span></div> |
| <div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="comment">economics of education research, it is reasonable to expect that the</span></div> |
| <div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">error terms for children in the same class are not</span></div> |
| <div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment">independent. Clustering standard errors can correct for this.</span></div> |
| <div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment">Assume that the data can be separated into \f$m\f$ clusters. Usually this</span></div> |
| <div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment">can be done by grouping the data table according to one or multiple</span></div> |
| <div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment">columns.</span></div> |
| <div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment">The estimator has a similar form to the usual sandwich estimator</span></div> |
| <div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment"> S(\vec{c}) = B(\vec{c}) M(\vec{c}) B(\vec{c})</span></div> |
| <div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment">The bread part is the same as Huber-White sandwich estimator</span></div> |
| <div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment">\f{eqnarray}{</span></div> |
| <div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment"> B(\vec{c}) & = & \left(-\sum_{i=1}^{n} H(y_i, \vec{x}_i,</span></div> |
| <div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment"> \vec{c})\right)^{-1}\\</span></div> |
| <div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment"> & = & \left(-\sum_{i=1}^{n}\frac{\partial^2 l(y_i, \vec{x}_i,</span></div> |
| <div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment"> \vec{c})}{\partial c_\alpha \partial c_\beta}\right)^{-1}</span></div> |
| <div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">\f}</span></div> |
| <div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">where \f$H\f$ is the hessian matrix, which is the second derivative of the</span></div> |
| <div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment">target function</span></div> |
| <div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment"> L(\vec{c}) = \sum_{i=1}^n l(y_i, \vec{x}_i, \vec{c})\ .</span></div> |
| <div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">The meat part is different</span></div> |
| <div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment"> M(\vec{c}) = \bf{A}^T\bf{A}</span></div> |
| <div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">where the \f$m\f$-th row of \f$\bf{A}\f$ is</span></div> |
| <div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment"> A_m = \sum_{i\in G_m}\frac{\partial</span></div> |
| <div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment"> l(y_i,\vec{x}_i,\vec{c})}{\partial \vec{c}}</span></div> |
| <div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">where \f$G_m\f$ is the set of rows that belong to the same cluster.</span></div> |
| <div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">We can compute the quantities of \f$B\f$ and \f$A\f$ for each cluster during one scan through</span></div> |
| <div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">the data table in an aggregate function. Then sum over all clusters to</span></div> |
| <div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">the full \f$B\f$ and \f$A\f$ in the outside of the aggregate function. At last, the matrix mulplitications</span></div> |
| <div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="comment">are</span></div> |
| <div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">done in a separate function on the master node.</span></div> |
| <div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">When multinomial logistic regression is computed before the multinomial</span></div> |
| <div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">clustered variance calculation, it uses a default reference category of zero and the regression coefficients are included in the output table. The</span></div> |
| <div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment">regression coefficients in the output are in the same order as multinomial</span></div> |
| <div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment">logistic regression function, which is described below.</span></div> |
| <div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment">For a problem with</span></div> |
| <div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">\f$ K \f$ dependent variables \f$ (1, ..., K) \f$ and \f$ J \f$ categories \f$ (0, ..., J-1)</span></div> |
| <div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment">\f$, let \f$ {m_{k,j}} \f$ denote the coefficient for dependent variable \f$ k</span></div> |
| <div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="comment">\f$ and category \f$ j \f$. The output is \f$ {m_{k_1, j_0}, m_{k_1, j_1}</span></div> |
| <div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="comment">\ldots m_{k_1, j_{J-1}}, m_{k_2, j_0}, m_{k_2, j_1} \ldots m_{k_K, j_{J-1}}} \f$.</span></div> |
| <div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="comment">The order is NOT CONSISTENT with the multinomial regression marginal effect</span></div> |
| <div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment">calculation with function <em>marginal_mlogregr</em>. This is deliberate</span></div> |
| <div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment">because the interfaces of all multinomial regressions (robust, clustered, ...)</span></div> |
| <div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment">will be moved to match that used in marginal.</span></div> |
| <div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="comment">@usage</span></div> |
| <div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="comment">\warning The \b 'groupingCol' input parameter for all clustered functions are a</span></div> |
| <div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="comment">placeholder, and the \b 'verbose' parameter is a placeholder for \e clustered_variance_mlogregr. These inputs will be implemented in a future release.</span></div> |
| <div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="comment"><b> The clustered standard errors for linear regression </b></span></div> |
| <div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="comment">For a quick help message, run the following commands for linear regression</span></div> |
| <div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="comment">select madlib.clustered_variance_linregr();</span></div> |
| <div class="line"><a name="l00080"></a><span class="lineno"> 80</span> <span class="comment">select madlib.clustered_variance_linregr('help');</span></div> |
| <div class="line"><a name="l00081"></a><span class="lineno"> 81</span> <span class="comment">select madlib.clustered_variance_linregr('?');</span></div> |
| <div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="comment">select madlib.clustered_variance_linregr('usage');</span></div> |
| <div class="line"><a name="l00083"></a><span class="lineno"> 83</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00084"></a><span class="lineno"> 84</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00085"></a><span class="lineno"> 85</span> <span class="comment">For logistic regression, run the following commands to get short help messages inside psql</span></div> |
| <div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment">select madlib.clustered_variance_logregr();</span></div> |
| <div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">select madlib.clustered_variance_logregr('help');</span></div> |
| <div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment">select madlib.clustered_variance_logregr('?');</span></div> |
| <div class="line"><a name="l00090"></a><span class="lineno"> 90</span> <span class="comment">select madlib.clustered_variance_logregr('usage');</span></div> |
| <div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="comment">For multinomial logistic regression, run the following commands to get short help messages inside psql</span></div> |
| <div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00095"></a><span class="lineno"> 95</span> <span class="comment">select madlib.clustered_variance_mlogregr();</span></div> |
| <div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="comment">select madlib.clustered_variance_mlogregr('help');</span></div> |
| <div class="line"><a name="l00097"></a><span class="lineno"> 97</span> <span class="comment">select madlib.clustered_variance_mlogregr('?');</span></div> |
| <div class="line"><a name="l00098"></a><span class="lineno"> 98</span> <span class="comment">select madlib.clustered_variance_mlogregr('usage');</span></div> |
| <div class="line"><a name="l00099"></a><span class="lineno"> 99</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00100"></a><span class="lineno"> 100</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00101"></a><span class="lineno"> 101</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00102"></a><span class="lineno"> 102</span> <span class="comment">SELECT madlib.clustered_variance_linregr (</span></div> |
| <div class="line"><a name="l00103"></a><span class="lineno"> 103</span> <span class="comment"> <em>'tbl_data'</em>, -- Data table name</span></div> |
| <div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="comment"> <em>'tbl_output'</em>, -- The result table</span></div> |
| <div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="comment"> <em>'depvar'</em>, -- An expression used as dependent variable</span></div> |
| <div class="line"><a name="l00106"></a><span class="lineno"> 106</span> <span class="comment"> <em>'indvar'</em>, -- An expression used as independent variable</span></div> |
| <div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="comment"> <em>'clustervar'</em>, -- The columns used as the cluster variables, separated by comma</span></div> |
| <div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="comment"> <em>'groupingvar'</em> -- The columns used as the grouping variables, separated by comma</span></div> |
| <div class="line"><a name="l00109"></a><span class="lineno"> 109</span> <span class="comment">);</span></div> |
| <div class="line"><a name="l00110"></a><span class="lineno"> 110</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00111"></a><span class="lineno"> 111</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00112"></a><span class="lineno"> 112</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="comment">SELECT madlib.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00114"></a><span class="lineno"> 114</span> <span class="comment"> <em>'tbl_data'</em>, -- Data table name</span></div> |
| <div class="line"><a name="l00115"></a><span class="lineno"> 115</span> <span class="comment"> <em>'tbl_output'</em>, -- The result table</span></div> |
| <div class="line"><a name="l00116"></a><span class="lineno"> 116</span> <span class="comment"> <em>'depvar'</em>, -- An expression used as dependent variable</span></div> |
| <div class="line"><a name="l00117"></a><span class="lineno"> 117</span> <span class="comment"> <em>'indvar'</em>, -- An expression used as independent variable</span></div> |
| <div class="line"><a name="l00118"></a><span class="lineno"> 118</span> <span class="comment"> <em>'clustervar'</em>, -- The columns used as the cluster variables, separated by comma</span></div> |
| <div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment"> <em>'groupingvar'</em>, -- The columns used as the grouping variables, separated by comma</span></div> |
| <div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="comment"> <em>max_iter</em>, -- Maximum iteration number for logistic regression, default 20</span></div> |
| <div class="line"><a name="l00121"></a><span class="lineno"> 121</span> <span class="comment"> <em>'optimizer'</em>, -- Optimization method for logistic regression, default 'irls'</span></div> |
| <div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="comment"> <em>tolerance</em>, -- When difference of likelihoods in two consecutive iterations smaller than</span></div> |
| <div class="line"><a name="l00123"></a><span class="lineno"> 123</span> <span class="comment"> -- this value, stops the computation. Default 0.0001</span></div> |
| <div class="line"><a name="l00124"></a><span class="lineno"> 124</span> <span class="comment"> <em>verbose</em> -- Whether print detailed information when computing logistic regression,</span></div> |
| <div class="line"><a name="l00125"></a><span class="lineno"> 125</span> <span class="comment"> -- default is False</span></div> |
| <div class="line"><a name="l00126"></a><span class="lineno"> 126</span> <span class="comment">);</span></div> |
| <div class="line"><a name="l00127"></a><span class="lineno"> 127</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00128"></a><span class="lineno"> 128</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00129"></a><span class="lineno"> 129</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="comment">SELECT madlib.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00131"></a><span class="lineno"> 131</span> <span class="comment"> <em>'tbl_data'</em>, -- Data table name</span></div> |
| <div class="line"><a name="l00132"></a><span class="lineno"> 132</span> <span class="comment"> <em>'tbl_output'</em>, -- The result table</span></div> |
| <div class="line"><a name="l00133"></a><span class="lineno"> 133</span> <span class="comment"> <em>'depvar'</em>, -- An expression used as dependent variable</span></div> |
| <div class="line"><a name="l00134"></a><span class="lineno"> 134</span> <span class="comment"> <em>'indvar'</em>, -- An expression used as independent variable</span></div> |
| <div class="line"><a name="l00135"></a><span class="lineno"> 135</span> <span class="comment"> <em>'clustervar'</em>, -- The columns used as the cluster variables, separated by comma</span></div> |
| <div class="line"><a name="l00136"></a><span class="lineno"> 136</span> <span class="comment"> <em>ref_category</em>, -- Reference category in the range of [0, num_category)</span></div> |
| <div class="line"><a name="l00137"></a><span class="lineno"> 137</span> <span class="comment"> <em>'groupingvar'</em>, -- The columns used as the grouping variables, separated by comma</span></div> |
| <div class="line"><a name="l00138"></a><span class="lineno"> 138</span> <span class="comment"> <em>max_iter</em>, -- Maximum iteration number for logistic regression, default 20</span></div> |
| <div class="line"><a name="l00139"></a><span class="lineno"> 139</span> <span class="comment"> <em>'optimizer'</em>, -- Optimization method for logistic regression, default 'irls'</span></div> |
| <div class="line"><a name="l00140"></a><span class="lineno"> 140</span> <span class="comment"> <em>tolerance</em>, -- When difference of likelihoods in two consecutive iterations smaller than</span></div> |
| <div class="line"><a name="l00141"></a><span class="lineno"> 141</span> <span class="comment"> -- this value, stops the computation. Default 0.0001</span></div> |
| <div class="line"><a name="l00142"></a><span class="lineno"> 142</span> <span class="comment"> <em>verbose</em> -- Whether print detailed information when computing logistic regression,</span></div> |
| <div class="line"><a name="l00143"></a><span class="lineno"> 143</span> <span class="comment"> -- default is False</span></div> |
| <div class="line"><a name="l00144"></a><span class="lineno"> 144</span> <span class="comment">);</span></div> |
| <div class="line"><a name="l00145"></a><span class="lineno"> 145</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00146"></a><span class="lineno"> 146</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00147"></a><span class="lineno"> 147</span> <span class="comment">@examp</span></div> |
| <div class="line"><a name="l00148"></a><span class="lineno"> 148</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00149"></a><span class="lineno"> 149</span> <span class="comment">Note that we need to manually include an intercept term in the independent variable expression. The NULL value of <em>groupingvar</em> means that there is no grouping in the calculation.</span></div> |
| <div class="line"><a name="l00150"></a><span class="lineno"> 150</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00151"></a><span class="lineno"> 151</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00152"></a><span class="lineno"> 152</span> <span class="comment">sql> drop table if exists tbl_output;</span></div> |
| <div class="line"><a name="l00153"></a><span class="lineno"> 153</span> <span class="comment">sql> select madlib.clustered_variance_linregr ('abalone', 'tbl_output', 'rings', 'array[1, diameter, length, width]', 'sex', NULL);</span></div> |
| <div class="line"><a name="l00154"></a><span class="lineno"> 154</span> <span class="comment">sql> select * from tbl_output;</span></div> |
| <div class="line"><a name="l00155"></a><span class="lineno"> 155</span> <span class="comment">sql> ----------------------------------------------</span></div> |
| <div class="line"><a name="l00156"></a><span class="lineno"> 156</span> <span class="comment">sql> drop table if exists tbl_output;</span></div> |
| <div class="line"><a name="l00157"></a><span class="lineno"> 157</span> <span class="comment">sql> select madlib.clustered_variance_logregr ('abalone', 'tbl_output', 'rings < 10', 'array[1, diameter, length, width]', 'sex');</span></div> |
| <div class="line"><a name="l00158"></a><span class="lineno"> 158</span> <span class="comment">sql> select * from tbl_output;</span></div> |
| <div class="line"><a name="l00159"></a><span class="lineno"> 159</span> <span class="comment">sql> ----------------------------------------------</span></div> |
| <div class="line"><a name="l00160"></a><span class="lineno"> 160</span> <span class="comment">sql> drop table if exists tbl_output;</span></div> |
| <div class="line"><a name="l00161"></a><span class="lineno"> 161</span> <span class="comment">sql> select madlib.clustered_variance_mlogregr ('abalone', 'tbl_output', 'case when rings < 10 then 1 else 0 end', 'array[1, diameter, length, width]', 'sex', 0);</span></div> |
| <div class="line"><a name="l00162"></a><span class="lineno"> 162</span> <span class="comment">sql> select * from tbl_output;</span></div> |
| <div class="line"><a name="l00163"></a><span class="lineno"> 163</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00164"></a><span class="lineno"> 164</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00165"></a><span class="lineno"> 165</span> <span class="comment">@literature</span></div> |
| <div class="line"><a name="l00166"></a><span class="lineno"> 166</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00167"></a><span class="lineno"> 167</span> <span class="comment">[1] Standard, Robust, and Clustered Standard Errors Computed in R, http://diffuseprior.wordpress.com/2012/06/15/standard-robust-and-clustered-standard-errors-computed-in-r/</span></div> |
| <div class="line"><a name="l00168"></a><span class="lineno"> 168</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00169"></a><span class="lineno"> 169</span> <span class="comment">@sa File clustered_variance.sql_in documenting the SQL function</span></div> |
| <div class="line"><a name="l00170"></a><span class="lineno"> 170</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00171"></a><span class="lineno"> 171</span> <span class="comment">@internal</span></div> |
| <div class="line"><a name="l00172"></a><span class="lineno"> 172</span> <span class="comment">@sa Namespace \ref madlib::modules::regress</span></div> |
| <div class="line"><a name="l00173"></a><span class="lineno"> 173</span> <span class="comment"> documenting the implementation in C++</span></div> |
| <div class="line"><a name="l00174"></a><span class="lineno"> 174</span> <span class="comment">@endinternal</span></div> |
| <div class="line"><a name="l00175"></a><span class="lineno"> 175</span> <span class="comment">*/</span></div> |
| <div class="line"><a name="l00176"></a><span class="lineno"> 176</span> </div> |
| <div class="line"><a name="l00177"></a><span class="lineno"> 177</span> ------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00178"></a><span class="lineno"> 178</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00179"></a><span class="lineno"> 179</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00180"></a><span class="lineno"> 180</span> <span class="comment"> * @brief Compute the clustered errors</span></div> |
| <div class="line"><a name="l00181"></a><span class="lineno"> 181</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00182"></a><span class="lineno"> 182</span> <span class="comment"> * @param tbl_data Data table name</span></div> |
| <div class="line"><a name="l00183"></a><span class="lineno"> 183</span> <span class="comment"> * @param tbl_output The result table</span></div> |
| <div class="line"><a name="l00184"></a><span class="lineno"> 184</span> <span class="comment"> * @param depvar Dependent variable expression</span></div> |
| <div class="line"><a name="l00185"></a><span class="lineno"> 185</span> <span class="comment"> * @param indvar Independent variable expression</span></div> |
| <div class="line"><a name="l00186"></a><span class="lineno"> 186</span> <span class="comment"> * @param clustervar The expressions used to clustering</span></div> |
| <div class="line"><a name="l00187"></a><span class="lineno"> 187</span> <span class="comment"> * @param grouping_col The names of grouping columns</span></div> |
| <div class="line"><a name="l00188"></a><span class="lineno"> 188</span> <span class="comment"> * @param coef Optional, the fitting coefficients</span></div> |
| <div class="line"><a name="l00189"></a><span class="lineno"> 189</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00190"></a><span class="lineno"> 190</span> </div> |
| <div class="line"><a name="l00191"></a><span class="lineno"> 191</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_linregr (</div> |
| <div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  tbl_data TEXT,</div> |
| <div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  tbl_output TEXT,</div> |
| <div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  depvar TEXT,</div> |
| <div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  indvar TEXT,</div> |
| <div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  clustervar TEXT,</div> |
| <div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  grouping_col TEXT</div> |
| <div class="line"><a name="l00198"></a><span class="lineno"> 198</span> ) RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  PythonFunction(regress, clustered_variance, clustered_variance_linregr)</div> |
| <div class="line"><a name="l00200"></a><span class="lineno"> 200</span> $$ LANGUAGE plpythonu;</div> |
| <div class="line"><a name="l00201"></a><span class="lineno"> 201</span> </div> |
| <div class="line"><a name="l00202"></a><span class="lineno"> 202</span> ------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00203"></a><span class="lineno"> 203</span> </div> |
| <div class="line"><a name="l00204"></a><span class="lineno"> 204</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_linregr (</div> |
| <div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  tbl_data TEXT,</div> |
| <div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  tbl_output TEXT,</div> |
| <div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  depvar TEXT,</div> |
| <div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  indvar TEXT,</div> |
| <div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  clustervar TEXT</div> |
| <div class="line"><a name="l00210"></a><span class="lineno"> 210</span> ) RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00211"></a><span class="lineno"> 211</span> BEGIN</div> |
| <div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  PERFORM MADLIB_SCHEMA.clustered_variance_linregr(tbl_data, tbl_output, depvar, indvar, clustervar, NULL);</div> |
| <div class="line"><a name="l00213"></a><span class="lineno"> 213</span> END;</div> |
| <div class="line"><a name="l00214"></a><span class="lineno"> 214</span> $$ LANGUAGE plpgsql;</div> |
| <div class="line"><a name="l00215"></a><span class="lineno"> 215</span> </div> |
| <div class="line"><a name="l00216"></a><span class="lineno"> 216</span> ------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00217"></a><span class="lineno"> 217</span> </div> |
| <div class="line"><a name="l00218"></a><span class="lineno"> 218</span> -- print quick help messages</div> |
| <div class="line"><a name="l00219"></a><span class="lineno"> 219</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_linregr (</div> |
| <div class="line"><a name="l00220"></a><span class="lineno"> 220</span> ) RETURNS TEXT AS $$</div> |
| <div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  PythonFunction(regress, clustered_variance, clustered_variance_linregr_help)</div> |
| <div class="line"><a name="l00222"></a><span class="lineno"> 222</span> $$ LANGUAGE plpythonu;</div> |
| <div class="line"><a name="l00223"></a><span class="lineno"> 223</span> </div> |
| <div class="line"><a name="l00224"></a><span class="lineno"> 224</span> ------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00225"></a><span class="lineno"> 225</span> </div> |
| <div class="line"><a name="l00226"></a><span class="lineno"> 226</span> -- print quick help messages</div> |
| <div class="line"><a name="l00227"></a><span class="lineno"> 227</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_linregr (</div> |
| <div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  msg TEXT</div> |
| <div class="line"><a name="l00229"></a><span class="lineno"> 229</span> ) RETURNS TEXT AS $$</div> |
| <div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  PythonFunction(regress, clustered_variance, clustered_variance_linregr_help)</div> |
| <div class="line"><a name="l00231"></a><span class="lineno"> 231</span> $$ LANGUAGE plpythonu;</div> |
| <div class="line"><a name="l00232"></a><span class="lineno"> 232</span> </div> |
| <div class="line"><a name="l00233"></a><span class="lineno"> 233</span> ------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00234"></a><span class="lineno"> 234</span> -- Aggregate function --</div> |
| <div class="line"><a name="l00235"></a><span class="lineno"> 235</span> </div> |
| <div class="line"><a name="l00236"></a><span class="lineno"> 236</span> CREATE TYPE MADLIB_SCHEMA.__clustered_agg_result AS (</div> |
| <div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  meatvec DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  breadvec DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00239"></a><span class="lineno"> 239</span> );</div> |
| <div class="line"><a name="l00240"></a><span class="lineno"> 240</span> </div> |
| <div class="line"><a name="l00241"></a><span class="lineno"> 241</span> ------------------------</div> |
| <div class="line"><a name="l00242"></a><span class="lineno"> 242</span> </div> |
| <div class="line"><a name="l00243"></a><span class="lineno"> 243</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_lin_transition (</div> |
| <div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  state MADLIB_SCHEMA.bytea8,</div> |
| <div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  y DOUBLE PRECISION,</div> |
| <div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  x DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  coef DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00248"></a><span class="lineno"> 248</span> ) RETURNS MADLIB_SCHEMA.bytea8 AS</div> |
| <div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  'MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00250"></a><span class="lineno"> 250</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00251"></a><span class="lineno"> 251</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00252"></a><span class="lineno"> 252</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00253"></a><span class="lineno"> 253</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00254"></a><span class="lineno"> 254</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_lin_merge (</span></div> |
| <div class="line"><a name="l00255"></a><span class="lineno"> 255</span> <span class="stringliteral"> state1 MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00256"></a><span class="lineno"> 256</span> <span class="stringliteral"> state2 MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00257"></a><span class="lineno"> 257</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.bytea8 AS</span></div> |
| <div class="line"><a name="l00258"></a><span class="lineno"> 258</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00259"></a><span class="lineno"> 259</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00260"></a><span class="lineno"> 260</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00261"></a><span class="lineno"> 261</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00262"></a><span class="lineno"> 262</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00263"></a><span class="lineno"> 263</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_lin_final (</span></div> |
| <div class="line"><a name="l00264"></a><span class="lineno"> 264</span> <span class="stringliteral"> state MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00265"></a><span class="lineno"> 265</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_agg_result AS</span></div> |
| <div class="line"><a name="l00266"></a><span class="lineno"> 266</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00267"></a><span class="lineno"> 267</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00268"></a><span class="lineno"> 268</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00269"></a><span class="lineno"> 269</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00270"></a><span class="lineno"> 270</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00271"></a><span class="lineno"> 271</span> <span class="stringliteral">CREATE AGGREGATE MADLIB_SCHEMA.__clustered_err_lin_step (</span></div> |
| <div class="line"><a name="l00272"></a><span class="lineno"> 272</span> <span class="stringliteral"> /* depvar */ DOUBLE PRECISION,</span></div> |
| <div class="line"><a name="l00273"></a><span class="lineno"> 273</span> <span class="stringliteral"> /* indvar */ DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00274"></a><span class="lineno"> 274</span> <span class="stringliteral"> /* coef */ DOUBLE PRECISION[]) (</span></div> |
| <div class="line"><a name="l00275"></a><span class="lineno"> 275</span> <span class="stringliteral"> m4_ifdef(`__GREENPLUM__'</span>, `prefunc=MADLIB_SCHEMA.__clustered_err_lin_merge,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00276"></a><span class="lineno"> 276</span> <span class="stringliteral"> SFUNC = MADLIB_SCHEMA.__clustered_err_lin_transition,</span></div> |
| <div class="line"><a name="l00277"></a><span class="lineno"> 277</span> <span class="stringliteral"> STYPE = MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00278"></a><span class="lineno"> 278</span> <span class="stringliteral"> FINALFUNC = MADLIB_SCHEMA.__clustered_err_lin_final,</span></div> |
| <div class="line"><a name="l00279"></a><span class="lineno"> 279</span> <span class="stringliteral"> INITCOND = '</span><span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00280"></a><span class="lineno"> 280</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00281"></a><span class="lineno"> 281</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00282"></a><span class="lineno"> 282</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00283"></a><span class="lineno"> 283</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00284"></a><span class="lineno"> 284</span> <span class="stringliteral">CREATE TYPE MADLIB_SCHEMA.__clustered_lin_result AS (</span></div> |
| <div class="line"><a name="l00285"></a><span class="lineno"> 285</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00286"></a><span class="lineno"> 286</span> <span class="stringliteral"> std_err DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00287"></a><span class="lineno"> 287</span> <span class="stringliteral"> t_stats DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00288"></a><span class="lineno"> 288</span> <span class="stringliteral"> p_values DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00289"></a><span class="lineno"> 289</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00290"></a><span class="lineno"> 290</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00291"></a><span class="lineno"> 291</span> <span class="stringliteral">-- Compute the t-stats and p-values</span></div> |
| <div class="line"><a name="l00292"></a><span class="lineno"> 292</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_lin_compute_stats (</span></div> |
| <div class="line"><a name="l00293"></a><span class="lineno"> 293</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00294"></a><span class="lineno"> 294</span> <span class="stringliteral"> meatvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00295"></a><span class="lineno"> 295</span> <span class="stringliteral"> breadvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00296"></a><span class="lineno"> 296</span> <span class="stringliteral"> mcluster INTEGER,</span></div> |
| <div class="line"><a name="l00297"></a><span class="lineno"> 297</span> <span class="stringliteral"> numRows INTEGER</span></div> |
| <div class="line"><a name="l00298"></a><span class="lineno"> 298</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_lin_result AS</span></div> |
| <div class="line"><a name="l00299"></a><span class="lineno"> 299</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">', '</span>clustered_lin_compute_stats<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00300"></a><span class="lineno"> 300</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00301"></a><span class="lineno"> 301</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00302"></a><span class="lineno"> 302</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00303"></a><span class="lineno"> 303</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00304"></a><span class="lineno"> 304</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00305"></a><span class="lineno"> 305</span> <span class="stringliteral">-- Supporting PostgreSQL sum over array</span></div> |
| <div class="line"><a name="l00306"></a><span class="lineno"> 306</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__array_add (</span></div> |
| <div class="line"><a name="l00307"></a><span class="lineno"> 307</span> <span class="stringliteral"> x DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00308"></a><span class="lineno"> 308</span> <span class="stringliteral"> y DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00309"></a><span class="lineno"> 309</span> <span class="stringliteral">) RETURNS DOUBLE PRECISION[] AS $$</span></div> |
| <div class="line"><a name="l00310"></a><span class="lineno"> 310</span> <span class="stringliteral">DECLARE</span></div> |
| <div class="line"><a name="l00311"></a><span class="lineno"> 311</span> <span class="stringliteral"> a int;</span></div> |
| <div class="line"><a name="l00312"></a><span class="lineno"> 312</span> <span class="stringliteral"> b int;</span></div> |
| <div class="line"><a name="l00313"></a><span class="lineno"> 313</span> <span class="stringliteral"> i int;</span></div> |
| <div class="line"><a name="l00314"></a><span class="lineno"> 314</span> <span class="stringliteral"> res double precision[];</span></div> |
| <div class="line"><a name="l00315"></a><span class="lineno"> 315</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00316"></a><span class="lineno"> 316</span> <span class="stringliteral"> res = x;</span></div> |
| <div class="line"><a name="l00317"></a><span class="lineno"> 317</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00318"></a><span class="lineno"> 318</span> <span class="stringliteral"> a := array_lower (y, 1);</span></div> |
| <div class="line"><a name="l00319"></a><span class="lineno"> 319</span> <span class="stringliteral"> b := array_upper (y, 1);</span></div> |
| <div class="line"><a name="l00320"></a><span class="lineno"> 320</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00321"></a><span class="lineno"> 321</span> <span class="stringliteral"> IF a IS NOT NULL THEN</span></div> |
| <div class="line"><a name="l00322"></a><span class="lineno"> 322</span> <span class="stringliteral"> FOR i IN a .. b LOOP</span></div> |
| <div class="line"><a name="l00323"></a><span class="lineno"> 323</span> <span class="stringliteral"> res[i] := coalesce(res[i],0) + y[i];</span></div> |
| <div class="line"><a name="l00324"></a><span class="lineno"> 324</span> <span class="stringliteral"> END LOOP;</span></div> |
| <div class="line"><a name="l00325"></a><span class="lineno"> 325</span> <span class="stringliteral"> END IF;</span></div> |
| <div class="line"><a name="l00326"></a><span class="lineno"> 326</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00327"></a><span class="lineno"> 327</span> <span class="stringliteral"> RETURN res;</span></div> |
| <div class="line"><a name="l00328"></a><span class="lineno"> 328</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00329"></a><span class="lineno"> 329</span> <span class="stringliteral">$$ LANGUAGE plpgsql STRICT IMMUTABLE;</span></div> |
| <div class="line"><a name="l00330"></a><span class="lineno"> 330</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00331"></a><span class="lineno"> 331</span> <span class="stringliteral">CREATE AGGREGATE MADLIB_SCHEMA.__array_sum (</span></div> |
| <div class="line"><a name="l00332"></a><span class="lineno"> 332</span> <span class="stringliteral"> /* x */ DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00333"></a><span class="lineno"> 333</span> <span class="stringliteral">) (</span></div> |
| <div class="line"><a name="l00334"></a><span class="lineno"> 334</span> <span class="stringliteral"> SFunc = MADLIB_SCHEMA.__array_add,</span></div> |
| <div class="line"><a name="l00335"></a><span class="lineno"> 335</span> <span class="stringliteral"> SType = DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00336"></a><span class="lineno"> 336</span> <span class="stringliteral"> m4_ifdef(`__GREENPLUM__'</span>, `prefunc = MADLIB_SCHEMA.__array_add,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00337"></a><span class="lineno"> 337</span> <span class="stringliteral"> InitCond = '</span>{}<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00338"></a><span class="lineno"> 338</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00339"></a><span class="lineno"> 339</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00340"></a><span class="lineno"> 340</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00341"></a><span class="lineno"> 341</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00342"></a><span class="lineno"> 342</span> <span class="stringliteral">-- Logistic clustered standard errors</span></div> |
| <div class="line"><a name="l00343"></a><span class="lineno"> 343</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00344"></a><span class="lineno"> 344</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00345"></a><span class="lineno"> 345</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00346"></a><span class="lineno"> 346</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00347"></a><span class="lineno"> 347</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00348"></a><span class="lineno"> 348</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00349"></a><span class="lineno"> 349</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00350"></a><span class="lineno"> 350</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00351"></a><span class="lineno"> 351</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00352"></a><span class="lineno"> 352</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00353"></a><span class="lineno"> 353</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00354"></a><span class="lineno"> 354</span> <span class="stringliteral"> optimizer TEXT,</span></div> |
| <div class="line"><a name="l00355"></a><span class="lineno"> 355</span> <span class="stringliteral"> tolerance DOUBLE PRECISION,</span></div> |
| <div class="line"><a name="l00356"></a><span class="lineno"> 356</span> <span class="stringliteral"> verbose BOOLEAN</span></div> |
| <div class="line"><a name="l00357"></a><span class="lineno"> 357</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00358"></a><span class="lineno"> 358</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_logregr)</span></div> |
| <div class="line"><a name="l00359"></a><span class="lineno"> 359</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00360"></a><span class="lineno"> 360</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00361"></a><span class="lineno"> 361</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00362"></a><span class="lineno"> 362</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00363"></a><span class="lineno"> 363</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00364"></a><span class="lineno"> 364</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00365"></a><span class="lineno"> 365</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00366"></a><span class="lineno"> 366</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00367"></a><span class="lineno"> 367</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00368"></a><span class="lineno"> 368</span> <span class="stringliteral"> clustervar TEXT</span></div> |
| <div class="line"><a name="l00369"></a><span class="lineno"> 369</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00370"></a><span class="lineno"> 370</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00371"></a><span class="lineno"> 371</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_logregr(tbl_data, tbl_output, depvar, indvar, clustervar,</span></div> |
| <div class="line"><a name="l00372"></a><span class="lineno"> 372</span> <span class="stringliteral"> NULL, 20, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00373"></a><span class="lineno"> 373</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00374"></a><span class="lineno"> 374</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00375"></a><span class="lineno"> 375</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00376"></a><span class="lineno"> 376</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00377"></a><span class="lineno"> 377</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00378"></a><span class="lineno"> 378</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00379"></a><span class="lineno"> 379</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00380"></a><span class="lineno"> 380</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00381"></a><span class="lineno"> 381</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00382"></a><span class="lineno"> 382</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00383"></a><span class="lineno"> 383</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00384"></a><span class="lineno"> 384</span> <span class="stringliteral"> grouping_col TEXT</span></div> |
| <div class="line"><a name="l00385"></a><span class="lineno"> 385</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00386"></a><span class="lineno"> 386</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00387"></a><span class="lineno"> 387</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_logregr(tbl_data, tbl_output, depvar, indvar, clustervar,</span></div> |
| <div class="line"><a name="l00388"></a><span class="lineno"> 388</span> <span class="stringliteral"> grouping_col, 20, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00389"></a><span class="lineno"> 389</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00390"></a><span class="lineno"> 390</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00391"></a><span class="lineno"> 391</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00392"></a><span class="lineno"> 392</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00393"></a><span class="lineno"> 393</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00394"></a><span class="lineno"> 394</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00395"></a><span class="lineno"> 395</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00396"></a><span class="lineno"> 396</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00397"></a><span class="lineno"> 397</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00398"></a><span class="lineno"> 398</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00399"></a><span class="lineno"> 399</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00400"></a><span class="lineno"> 400</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00401"></a><span class="lineno"> 401</span> <span class="stringliteral"> max_iter INTEGER</span></div> |
| <div class="line"><a name="l00402"></a><span class="lineno"> 402</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00403"></a><span class="lineno"> 403</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00404"></a><span class="lineno"> 404</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_logregr(tbl_data, tbl_output, depvar, indvar, clustervar,</span></div> |
| <div class="line"><a name="l00405"></a><span class="lineno"> 405</span> <span class="stringliteral"> grouping_col, max_iter, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00406"></a><span class="lineno"> 406</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00407"></a><span class="lineno"> 407</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00408"></a><span class="lineno"> 408</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00409"></a><span class="lineno"> 409</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00410"></a><span class="lineno"> 410</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00411"></a><span class="lineno"> 411</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00412"></a><span class="lineno"> 412</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00413"></a><span class="lineno"> 413</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00414"></a><span class="lineno"> 414</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00415"></a><span class="lineno"> 415</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00416"></a><span class="lineno"> 416</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00417"></a><span class="lineno"> 417</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00418"></a><span class="lineno"> 418</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00419"></a><span class="lineno"> 419</span> <span class="stringliteral"> optimizer TEXT</span></div> |
| <div class="line"><a name="l00420"></a><span class="lineno"> 420</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00421"></a><span class="lineno"> 421</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00422"></a><span class="lineno"> 422</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_logregr(tbl_data, tbl_output, depvar, indvar, clustervar,</span></div> |
| <div class="line"><a name="l00423"></a><span class="lineno"> 423</span> <span class="stringliteral"> grouping_col, max_iter, optimizer, 0.0001, False);</span></div> |
| <div class="line"><a name="l00424"></a><span class="lineno"> 424</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00425"></a><span class="lineno"> 425</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00426"></a><span class="lineno"> 426</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00427"></a><span class="lineno"> 427</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00428"></a><span class="lineno"> 428</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00429"></a><span class="lineno"> 429</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00430"></a><span class="lineno"> 430</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00431"></a><span class="lineno"> 431</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00432"></a><span class="lineno"> 432</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00433"></a><span class="lineno"> 433</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00434"></a><span class="lineno"> 434</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00435"></a><span class="lineno"> 435</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00436"></a><span class="lineno"> 436</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00437"></a><span class="lineno"> 437</span> <span class="stringliteral"> optimizer TEXT,</span></div> |
| <div class="line"><a name="l00438"></a><span class="lineno"> 438</span> <span class="stringliteral"> tolerance DOUBLE PRECISION</span></div> |
| <div class="line"><a name="l00439"></a><span class="lineno"> 439</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00440"></a><span class="lineno"> 440</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00441"></a><span class="lineno"> 441</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_logregr(tbl_data, tbl_output, depvar, indvar, clustervar,</span></div> |
| <div class="line"><a name="l00442"></a><span class="lineno"> 442</span> <span class="stringliteral"> grouping_col, max_iter, optimizer, tolerance, False);</span></div> |
| <div class="line"><a name="l00443"></a><span class="lineno"> 443</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00444"></a><span class="lineno"> 444</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00445"></a><span class="lineno"> 445</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00446"></a><span class="lineno"> 446</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00447"></a><span class="lineno"> 447</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00448"></a><span class="lineno"> 448</span> <span class="stringliteral">-- print quick help messages</span></div> |
| <div class="line"><a name="l00449"></a><span class="lineno"> 449</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00450"></a><span class="lineno"> 450</span> <span class="stringliteral">) RETURNS TEXT AS $$</span></div> |
| <div class="line"><a name="l00451"></a><span class="lineno"> 451</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_logregr_help)</span></div> |
| <div class="line"><a name="l00452"></a><span class="lineno"> 452</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00453"></a><span class="lineno"> 453</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00454"></a><span class="lineno"> 454</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00455"></a><span class="lineno"> 455</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00456"></a><span class="lineno"> 456</span> <span class="stringliteral">-- print quick help messages</span></div> |
| <div class="line"><a name="l00457"></a><span class="lineno"> 457</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_logregr (</span></div> |
| <div class="line"><a name="l00458"></a><span class="lineno"> 458</span> <span class="stringliteral"> msg TEXT</span></div> |
| <div class="line"><a name="l00459"></a><span class="lineno"> 459</span> <span class="stringliteral">) RETURNS TEXT AS $$</span></div> |
| <div class="line"><a name="l00460"></a><span class="lineno"> 460</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_logregr_help)</span></div> |
| <div class="line"><a name="l00461"></a><span class="lineno"> 461</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00462"></a><span class="lineno"> 462</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00463"></a><span class="lineno"> 463</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00464"></a><span class="lineno"> 464</span> <span class="stringliteral">-- Aggregate function --</span></div> |
| <div class="line"><a name="l00465"></a><span class="lineno"> 465</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00466"></a><span class="lineno"> 466</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_log_transition (</span></div> |
| <div class="line"><a name="l00467"></a><span class="lineno"> 467</span> <span class="stringliteral"> state MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00468"></a><span class="lineno"> 468</span> <span class="stringliteral"> y BOOLEAN,</span></div> |
| <div class="line"><a name="l00469"></a><span class="lineno"> 469</span> <span class="stringliteral"> x DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00470"></a><span class="lineno"> 470</span> <span class="stringliteral"> coef DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00471"></a><span class="lineno"> 471</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.bytea8 AS</span></div> |
| <div class="line"><a name="l00472"></a><span class="lineno"> 472</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00473"></a><span class="lineno"> 473</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00474"></a><span class="lineno"> 474</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00475"></a><span class="lineno"> 475</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00476"></a><span class="lineno"> 476</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00477"></a><span class="lineno"> 477</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_log_merge (</span></div> |
| <div class="line"><a name="l00478"></a><span class="lineno"> 478</span> <span class="stringliteral"> state1 MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00479"></a><span class="lineno"> 479</span> <span class="stringliteral"> state2 MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00480"></a><span class="lineno"> 480</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.bytea8 AS</span></div> |
| <div class="line"><a name="l00481"></a><span class="lineno"> 481</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00482"></a><span class="lineno"> 482</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00483"></a><span class="lineno"> 483</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00484"></a><span class="lineno"> 484</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00485"></a><span class="lineno"> 485</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00486"></a><span class="lineno"> 486</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_log_final (</span></div> |
| <div class="line"><a name="l00487"></a><span class="lineno"> 487</span> <span class="stringliteral"> state MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00488"></a><span class="lineno"> 488</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_agg_result AS</span></div> |
| <div class="line"><a name="l00489"></a><span class="lineno"> 489</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00490"></a><span class="lineno"> 490</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00491"></a><span class="lineno"> 491</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00492"></a><span class="lineno"> 492</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00493"></a><span class="lineno"> 493</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00494"></a><span class="lineno"> 494</span> <span class="stringliteral">CREATE AGGREGATE MADLIB_SCHEMA.__clustered_err_log_step (</span></div> |
| <div class="line"><a name="l00495"></a><span class="lineno"> 495</span> <span class="stringliteral"> /* depvar */ BOOLEAN,</span></div> |
| <div class="line"><a name="l00496"></a><span class="lineno"> 496</span> <span class="stringliteral"> /* indvar */ DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00497"></a><span class="lineno"> 497</span> <span class="stringliteral"> /* coef */ DOUBLE PRECISION[]) (</span></div> |
| <div class="line"><a name="l00498"></a><span class="lineno"> 498</span> <span class="stringliteral"> m4_ifdef(`__GREENPLUM__'</span>, `prefunc=MADLIB_SCHEMA.__clustered_err_log_merge,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00499"></a><span class="lineno"> 499</span> <span class="stringliteral"> SFUNC = MADLIB_SCHEMA.__clustered_err_log_transition,</span></div> |
| <div class="line"><a name="l00500"></a><span class="lineno"> 500</span> <span class="stringliteral"> STYPE = MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00501"></a><span class="lineno"> 501</span> <span class="stringliteral"> FINALFUNC = MADLIB_SCHEMA.__clustered_err_log_final,</span></div> |
| <div class="line"><a name="l00502"></a><span class="lineno"> 502</span> <span class="stringliteral"> INITCOND = '</span><span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00503"></a><span class="lineno"> 503</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00504"></a><span class="lineno"> 504</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00505"></a><span class="lineno"> 505</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00506"></a><span class="lineno"> 506</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00507"></a><span class="lineno"> 507</span> <span class="stringliteral">CREATE TYPE MADLIB_SCHEMA.__clustered_log_result AS (</span></div> |
| <div class="line"><a name="l00508"></a><span class="lineno"> 508</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00509"></a><span class="lineno"> 509</span> <span class="stringliteral"> std_err DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00510"></a><span class="lineno"> 510</span> <span class="stringliteral"> z_stats DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00511"></a><span class="lineno"> 511</span> <span class="stringliteral"> p_values DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00512"></a><span class="lineno"> 512</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00513"></a><span class="lineno"> 513</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00514"></a><span class="lineno"> 514</span> <span class="stringliteral">-- Compute the t-stats and p-values</span></div> |
| <div class="line"><a name="l00515"></a><span class="lineno"> 515</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_log_compute_stats (</span></div> |
| <div class="line"><a name="l00516"></a><span class="lineno"> 516</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00517"></a><span class="lineno"> 517</span> <span class="stringliteral"> meatvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00518"></a><span class="lineno"> 518</span> <span class="stringliteral"> breadvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00519"></a><span class="lineno"> 519</span> <span class="stringliteral"> mcluster INTEGER,</span></div> |
| <div class="line"><a name="l00520"></a><span class="lineno"> 520</span> <span class="stringliteral"> numRows INTEGER</span></div> |
| <div class="line"><a name="l00521"></a><span class="lineno"> 521</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_log_result AS</span></div> |
| <div class="line"><a name="l00522"></a><span class="lineno"> 522</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">', '</span>clustered_log_compute_stats<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00523"></a><span class="lineno"> 523</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00524"></a><span class="lineno"> 524</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00525"></a><span class="lineno"> 525</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00526"></a><span class="lineno"> 526</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00527"></a><span class="lineno"> 527</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00528"></a><span class="lineno"> 528</span> <span class="stringliteral">-- Multi-Logistic clustered standard errors</span></div> |
| <div class="line"><a name="l00529"></a><span class="lineno"> 529</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00530"></a><span class="lineno"> 530</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00531"></a><span class="lineno"> 531</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00532"></a><span class="lineno"> 532</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00533"></a><span class="lineno"> 533</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00534"></a><span class="lineno"> 534</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00535"></a><span class="lineno"> 535</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00536"></a><span class="lineno"> 536</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00537"></a><span class="lineno"> 537</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00538"></a><span class="lineno"> 538</span> <span class="stringliteral"> ref_category INTEGER,</span></div> |
| <div class="line"><a name="l00539"></a><span class="lineno"> 539</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00540"></a><span class="lineno"> 540</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00541"></a><span class="lineno"> 541</span> <span class="stringliteral"> optimizer TEXT,</span></div> |
| <div class="line"><a name="l00542"></a><span class="lineno"> 542</span> <span class="stringliteral"> tolerance DOUBLE PRECISION,</span></div> |
| <div class="line"><a name="l00543"></a><span class="lineno"> 543</span> <span class="stringliteral"> verbose BOOLEAN</span></div> |
| <div class="line"><a name="l00544"></a><span class="lineno"> 544</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00545"></a><span class="lineno"> 545</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_mlogregr)</span></div> |
| <div class="line"><a name="l00546"></a><span class="lineno"> 546</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00547"></a><span class="lineno"> 547</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00548"></a><span class="lineno"> 548</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00549"></a><span class="lineno"> 549</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00550"></a><span class="lineno"> 550</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00551"></a><span class="lineno"> 551</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00552"></a><span class="lineno"> 552</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00553"></a><span class="lineno"> 553</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00554"></a><span class="lineno"> 554</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00555"></a><span class="lineno"> 555</span> <span class="stringliteral"> clustervar TEXT</span></div> |
| <div class="line"><a name="l00556"></a><span class="lineno"> 556</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00557"></a><span class="lineno"> 557</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00558"></a><span class="lineno"> 558</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, 0,</span></div> |
| <div class="line"><a name="l00559"></a><span class="lineno"> 559</span> <span class="stringliteral"> NULL, 20, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00560"></a><span class="lineno"> 560</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00561"></a><span class="lineno"> 561</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00562"></a><span class="lineno"> 562</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00563"></a><span class="lineno"> 563</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00564"></a><span class="lineno"> 564</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00565"></a><span class="lineno"> 565</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00566"></a><span class="lineno"> 566</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00567"></a><span class="lineno"> 567</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00568"></a><span class="lineno"> 568</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00569"></a><span class="lineno"> 569</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00570"></a><span class="lineno"> 570</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00571"></a><span class="lineno"> 571</span> <span class="stringliteral"> ref_category INTEGER</span></div> |
| <div class="line"><a name="l00572"></a><span class="lineno"> 572</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00573"></a><span class="lineno"> 573</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00574"></a><span class="lineno"> 574</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, ref_category,</span></div> |
| <div class="line"><a name="l00575"></a><span class="lineno"> 575</span> <span class="stringliteral"> NULL, 20, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00576"></a><span class="lineno"> 576</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00577"></a><span class="lineno"> 577</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00578"></a><span class="lineno"> 578</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00579"></a><span class="lineno"> 579</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00580"></a><span class="lineno"> 580</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00581"></a><span class="lineno"> 581</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00582"></a><span class="lineno"> 582</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00583"></a><span class="lineno"> 583</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00584"></a><span class="lineno"> 584</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00585"></a><span class="lineno"> 585</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00586"></a><span class="lineno"> 586</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00587"></a><span class="lineno"> 587</span> <span class="stringliteral"> ref_category INTEGER,</span></div> |
| <div class="line"><a name="l00588"></a><span class="lineno"> 588</span> <span class="stringliteral"> grouping_col TEXT</span></div> |
| <div class="line"><a name="l00589"></a><span class="lineno"> 589</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00590"></a><span class="lineno"> 590</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00591"></a><span class="lineno"> 591</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, ref_category,</span></div> |
| <div class="line"><a name="l00592"></a><span class="lineno"> 592</span> <span class="stringliteral"> grouping_col, 20, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00593"></a><span class="lineno"> 593</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00594"></a><span class="lineno"> 594</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00595"></a><span class="lineno"> 595</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00596"></a><span class="lineno"> 596</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00597"></a><span class="lineno"> 597</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00598"></a><span class="lineno"> 598</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00599"></a><span class="lineno"> 599</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00600"></a><span class="lineno"> 600</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00601"></a><span class="lineno"> 601</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00602"></a><span class="lineno"> 602</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00603"></a><span class="lineno"> 603</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00604"></a><span class="lineno"> 604</span> <span class="stringliteral"> ref_category INTEGER,</span></div> |
| <div class="line"><a name="l00605"></a><span class="lineno"> 605</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00606"></a><span class="lineno"> 606</span> <span class="stringliteral"> max_iter INTEGER</span></div> |
| <div class="line"><a name="l00607"></a><span class="lineno"> 607</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00608"></a><span class="lineno"> 608</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00609"></a><span class="lineno"> 609</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, ref_category,</span></div> |
| <div class="line"><a name="l00610"></a><span class="lineno"> 610</span> <span class="stringliteral"> grouping_col, max_iter, '</span>irls<span class="stringliteral">', 0.0001, False);</span></div> |
| <div class="line"><a name="l00611"></a><span class="lineno"> 611</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00612"></a><span class="lineno"> 612</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00613"></a><span class="lineno"> 613</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00614"></a><span class="lineno"> 614</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00615"></a><span class="lineno"> 615</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00616"></a><span class="lineno"> 616</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00617"></a><span class="lineno"> 617</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00618"></a><span class="lineno"> 618</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00619"></a><span class="lineno"> 619</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00620"></a><span class="lineno"> 620</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00621"></a><span class="lineno"> 621</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00622"></a><span class="lineno"> 622</span> <span class="stringliteral"> ref_category INTEGER,</span></div> |
| <div class="line"><a name="l00623"></a><span class="lineno"> 623</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00624"></a><span class="lineno"> 624</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00625"></a><span class="lineno"> 625</span> <span class="stringliteral"> optimizer TEXT</span></div> |
| <div class="line"><a name="l00626"></a><span class="lineno"> 626</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00627"></a><span class="lineno"> 627</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00628"></a><span class="lineno"> 628</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, ref_category,</span></div> |
| <div class="line"><a name="l00629"></a><span class="lineno"> 629</span> <span class="stringliteral"> grouping_col, max_iter, optimizer, 0.0001, False);</span></div> |
| <div class="line"><a name="l00630"></a><span class="lineno"> 630</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00631"></a><span class="lineno"> 631</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00632"></a><span class="lineno"> 632</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00633"></a><span class="lineno"> 633</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00634"></a><span class="lineno"> 634</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00635"></a><span class="lineno"> 635</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00636"></a><span class="lineno"> 636</span> <span class="stringliteral"> tbl_data TEXT,</span></div> |
| <div class="line"><a name="l00637"></a><span class="lineno"> 637</span> <span class="stringliteral"> tbl_output TEXT,</span></div> |
| <div class="line"><a name="l00638"></a><span class="lineno"> 638</span> <span class="stringliteral"> depvar TEXT,</span></div> |
| <div class="line"><a name="l00639"></a><span class="lineno"> 639</span> <span class="stringliteral"> indvar TEXT,</span></div> |
| <div class="line"><a name="l00640"></a><span class="lineno"> 640</span> <span class="stringliteral"> clustervar TEXT,</span></div> |
| <div class="line"><a name="l00641"></a><span class="lineno"> 641</span> <span class="stringliteral"> ref_category INTEGER,</span></div> |
| <div class="line"><a name="l00642"></a><span class="lineno"> 642</span> <span class="stringliteral"> grouping_col TEXT,</span></div> |
| <div class="line"><a name="l00643"></a><span class="lineno"> 643</span> <span class="stringliteral"> max_iter INTEGER,</span></div> |
| <div class="line"><a name="l00644"></a><span class="lineno"> 644</span> <span class="stringliteral"> optimizer TEXT,</span></div> |
| <div class="line"><a name="l00645"></a><span class="lineno"> 645</span> <span class="stringliteral"> tolerance DOUBLE PRECISION</span></div> |
| <div class="line"><a name="l00646"></a><span class="lineno"> 646</span> <span class="stringliteral">) RETURNS VOID AS $$</span></div> |
| <div class="line"><a name="l00647"></a><span class="lineno"> 647</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00648"></a><span class="lineno"> 648</span> <span class="stringliteral"> PERFORM MADLIB_SCHEMA.clustered_variance_mlogregr(tbl_data, tbl_output, depvar, indvar, clustervar, ref_category,</span></div> |
| <div class="line"><a name="l00649"></a><span class="lineno"> 649</span> <span class="stringliteral"> grouping_col, max_iter, optimizer, tolerance, False);</span></div> |
| <div class="line"><a name="l00650"></a><span class="lineno"> 650</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00651"></a><span class="lineno"> 651</span> <span class="stringliteral">$$ LANGUAGE plpgsql;</span></div> |
| <div class="line"><a name="l00652"></a><span class="lineno"> 652</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00653"></a><span class="lineno"> 653</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00654"></a><span class="lineno"> 654</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00655"></a><span class="lineno"> 655</span> <span class="stringliteral">-- print quick help messages</span></div> |
| <div class="line"><a name="l00656"></a><span class="lineno"> 656</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00657"></a><span class="lineno"> 657</span> <span class="stringliteral">) RETURNS TEXT AS $$</span></div> |
| <div class="line"><a name="l00658"></a><span class="lineno"> 658</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_mlogregr_help)</span></div> |
| <div class="line"><a name="l00659"></a><span class="lineno"> 659</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00660"></a><span class="lineno"> 660</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00661"></a><span class="lineno"> 661</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00662"></a><span class="lineno"> 662</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00663"></a><span class="lineno"> 663</span> <span class="stringliteral">-- print quick help messages</span></div> |
| <div class="line"><a name="l00664"></a><span class="lineno"> 664</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.clustered_variance_mlogregr (</span></div> |
| <div class="line"><a name="l00665"></a><span class="lineno"> 665</span> <span class="stringliteral"> msg TEXT</span></div> |
| <div class="line"><a name="l00666"></a><span class="lineno"> 666</span> <span class="stringliteral">) RETURNS TEXT AS $$</span></div> |
| <div class="line"><a name="l00667"></a><span class="lineno"> 667</span> <span class="stringliteral"> PythonFunction(regress, clustered_variance, clustered_variance_mlogregr_help)</span></div> |
| <div class="line"><a name="l00668"></a><span class="lineno"> 668</span> <span class="stringliteral">$$ LANGUAGE plpythonu;</span></div> |
| <div class="line"><a name="l00669"></a><span class="lineno"> 669</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00670"></a><span class="lineno"> 670</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00671"></a><span class="lineno"> 671</span> <span class="stringliteral">-- Aggregate function --</span></div> |
| <div class="line"><a name="l00672"></a><span class="lineno"> 672</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00673"></a><span class="lineno"> 673</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_mlog_transition (</span></div> |
| <div class="line"><a name="l00674"></a><span class="lineno"> 674</span> <span class="stringliteral"> state MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00675"></a><span class="lineno"> 675</span> <span class="stringliteral"> y INTEGER,</span></div> |
| <div class="line"><a name="l00676"></a><span class="lineno"> 676</span> <span class="stringliteral"> x DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00677"></a><span class="lineno"> 677</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00678"></a><span class="lineno"> 678</span> <span class="stringliteral"> num_cat INTEGER,</span></div> |
| <div class="line"><a name="l00679"></a><span class="lineno"> 679</span> <span class="stringliteral"> ref_cat INTEGER</span></div> |
| <div class="line"><a name="l00680"></a><span class="lineno"> 680</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.bytea8 AS</span></div> |
| <div class="line"><a name="l00681"></a><span class="lineno"> 681</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00682"></a><span class="lineno"> 682</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00683"></a><span class="lineno"> 683</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00684"></a><span class="lineno"> 684</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00685"></a><span class="lineno"> 685</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00686"></a><span class="lineno"> 686</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_mlog_merge (</span></div> |
| <div class="line"><a name="l00687"></a><span class="lineno"> 687</span> <span class="stringliteral"> state1 MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00688"></a><span class="lineno"> 688</span> <span class="stringliteral"> state2 MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00689"></a><span class="lineno"> 689</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.bytea8 AS</span></div> |
| <div class="line"><a name="l00690"></a><span class="lineno"> 690</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00691"></a><span class="lineno"> 691</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00692"></a><span class="lineno"> 692</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00693"></a><span class="lineno"> 693</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00694"></a><span class="lineno"> 694</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00695"></a><span class="lineno"> 695</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_err_mlog_final (</span></div> |
| <div class="line"><a name="l00696"></a><span class="lineno"> 696</span> <span class="stringliteral"> state MADLIB_SCHEMA.bytea8</span></div> |
| <div class="line"><a name="l00697"></a><span class="lineno"> 697</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_agg_result AS</span></div> |
| <div class="line"><a name="l00698"></a><span class="lineno"> 698</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00699"></a><span class="lineno"> 699</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00700"></a><span class="lineno"> 700</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00701"></a><span class="lineno"> 701</span> <span class="stringliteral">------------------------</span></div> |
| <div class="line"><a name="l00702"></a><span class="lineno"> 702</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00703"></a><span class="lineno"> 703</span> <span class="stringliteral">CREATE AGGREGATE MADLIB_SCHEMA.__clustered_err_mlog_step (</span></div> |
| <div class="line"><a name="l00704"></a><span class="lineno"> 704</span> <span class="stringliteral"> /* depvar */ INTEGER,</span></div> |
| <div class="line"><a name="l00705"></a><span class="lineno"> 705</span> <span class="stringliteral"> /* indvar */ DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00706"></a><span class="lineno"> 706</span> <span class="stringliteral"> /* coef */ DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00707"></a><span class="lineno"> 707</span> <span class="stringliteral"> /* num_cat */ INTEGER,</span></div> |
| <div class="line"><a name="l00708"></a><span class="lineno"> 708</span> <span class="stringliteral"> /* reference_cat */ INTEGER) (</span></div> |
| <div class="line"><a name="l00709"></a><span class="lineno"> 709</span> <span class="stringliteral"> m4_ifdef(`__GREENPLUM__'</span>, `prefunc=MADLIB_SCHEMA.__clustered_err_mlog_merge,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00710"></a><span class="lineno"> 710</span> <span class="stringliteral"> SFUNC = MADLIB_SCHEMA.__clustered_err_mlog_transition,</span></div> |
| <div class="line"><a name="l00711"></a><span class="lineno"> 711</span> <span class="stringliteral"> STYPE = MADLIB_SCHEMA.bytea8,</span></div> |
| <div class="line"><a name="l00712"></a><span class="lineno"> 712</span> <span class="stringliteral"> FINALFUNC = MADLIB_SCHEMA.__clustered_err_mlog_final,</span></div> |
| <div class="line"><a name="l00713"></a><span class="lineno"> 713</span> <span class="stringliteral"> INITCOND = '</span><span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00714"></a><span class="lineno"> 714</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00715"></a><span class="lineno"> 715</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00716"></a><span class="lineno"> 716</span> <span class="stringliteral">------------------------------------------------------------------------</span></div> |
| <div class="line"><a name="l00717"></a><span class="lineno"> 717</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00718"></a><span class="lineno"> 718</span> <span class="stringliteral">CREATE TYPE MADLIB_SCHEMA.__clustered_mlog_result AS (</span></div> |
| <div class="line"><a name="l00719"></a><span class="lineno"> 719</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00720"></a><span class="lineno"> 720</span> <span class="stringliteral"> std_err DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00721"></a><span class="lineno"> 721</span> <span class="stringliteral"> z_stats DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00722"></a><span class="lineno"> 722</span> <span class="stringliteral"> p_values DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00723"></a><span class="lineno"> 723</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00724"></a><span class="lineno"> 724</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00725"></a><span class="lineno"> 725</span> <span class="stringliteral">-- Compute the t-stats and p-values</span></div> |
| <div class="line"><a name="l00726"></a><span class="lineno"> 726</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.__clustered_mlog_compute_stats (</span></div> |
| <div class="line"><a name="l00727"></a><span class="lineno"> 727</span> <span class="stringliteral"> coef DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00728"></a><span class="lineno"> 728</span> <span class="stringliteral"> meatvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00729"></a><span class="lineno"> 729</span> <span class="stringliteral"> breadvec DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00730"></a><span class="lineno"> 730</span> <span class="stringliteral"> mcluster INTEGER,</span></div> |
| <div class="line"><a name="l00731"></a><span class="lineno"> 731</span> <span class="stringliteral"> numRows INTEGER</span></div> |
| <div class="line"><a name="l00732"></a><span class="lineno"> 732</span> <span class="stringliteral">) RETURNS MADLIB_SCHEMA.__clustered_mlog_result AS</span></div> |
| <div class="line"><a name="l00733"></a><span class="lineno"> 733</span> <span class="stringliteral"> '</span>MODULE_PATHNAME<span class="stringliteral">', '</span>clustered_mlog_compute_stats<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00734"></a><span class="lineno"> 734</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
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