| <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> |
| <html xmlns="http://www.w3.org/1999/xhtml"> |
| <head> |
| <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> |
| <meta http-equiv="X-UA-Compatible" content="IE=9"/> |
| <meta name="generator" content="Doxygen 1.8.4"/> |
| <title>MADlib: robust.sql_in File Reference</title> |
| <link href="tabs.css" rel="stylesheet" type="text/css"/> |
| <script type="text/javascript" src="jquery.js"></script> |
| <script type="text/javascript" src="dynsections.js"></script> |
| <link href="navtree.css" rel="stylesheet" type="text/css"/> |
| <script type="text/javascript" src="resize.js"></script> |
| <script type="text/javascript" src="navtree.js"></script> |
| <script type="text/javascript"> |
| $(document).ready(initResizable); |
| $(window).load(resizeHeight); |
| </script> |
| <link href="search/search.css" rel="stylesheet" type="text/css"/> |
| <script type="text/javascript" src="search/search.js"></script> |
| <script type="text/javascript"> |
| $(document).ready(function() { searchBox.OnSelectItem(0); }); |
| </script> |
| <script type="text/x-mathjax-config"> |
| MathJax.Hub.Config({ |
| extensions: ["tex2jax.js", "TeX/AMSmath.js", "TeX/AMSsymbols.js"], |
| jax: ["input/TeX","output/HTML-CSS"], |
| }); |
| </script><script src="../mathjax/MathJax.js"></script> |
| <link href="doxygen.css" rel="stylesheet" type="text/css" /> |
| </head> |
| <body> |
| <div id="top"><!-- do not remove this div, it is closed by doxygen! --> |
| <div id="titlearea"> |
| <table cellspacing="0" cellpadding="0"> |
| <tbody> |
| <tr style="height: 56px;"> |
| <td style="padding-left: 0.5em;"> |
| <div id="projectname">MADlib |
|  <span id="projectnumber">1.1</span> <span style="font-size:10pt; font-style:italic"><a href="../latest/./robust_8sql__in.html"> A newer version is available</a></span> |
| </div> |
| <div id="projectbrief">User Documentation</div> |
| </td> |
| </tr> |
| </tbody> |
| </table> |
| </div> |
| <!-- end header part --> |
| <!-- Generated by Doxygen 1.8.4 --> |
| <script type="text/javascript"> |
| var searchBox = new SearchBox("searchBox", "search",false,'Search'); |
| </script> |
| <div id="navrow1" class="tabs"> |
| <ul class="tablist"> |
| <li><a href="index.html"><span>Main Page</span></a></li> |
| <li><a href="modules.html"><span>Modules</span></a></li> |
| <li class="current"><a href="files.html"><span>Files</span></a></li> |
| <li> |
| <div id="MSearchBox" class="MSearchBoxInactive"> |
| <span class="left"> |
| <img id="MSearchSelect" src="search/mag_sel.png" |
| onmouseover="return searchBox.OnSearchSelectShow()" |
| onmouseout="return searchBox.OnSearchSelectHide()" |
| alt=""/> |
| <input type="text" id="MSearchField" value="Search" accesskey="S" |
| onfocus="searchBox.OnSearchFieldFocus(true)" |
| onblur="searchBox.OnSearchFieldFocus(false)" |
| onkeyup="searchBox.OnSearchFieldChange(event)"/> |
| </span><span class="right"> |
| <a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a> |
| </span> |
| </div> |
| </li> |
| </ul> |
| </div> |
| <div id="navrow2" class="tabs2"> |
| <ul class="tablist"> |
| <li><a href="files.html"><span>File List</span></a></li> |
| <li><a href="globals.html"><span>File Members</span></a></li> |
| </ul> |
| </div> |
| </div><!-- top --> |
| <div id="side-nav" class="ui-resizable side-nav-resizable"> |
| <div id="nav-tree"> |
| <div id="nav-tree-contents"> |
| <div id="nav-sync" class="sync"></div> |
| </div> |
| </div> |
| <div id="splitbar" style="-moz-user-select:none;" |
| class="ui-resizable-handle"> |
| </div> |
| </div> |
| <script type="text/javascript"> |
| $(document).ready(function(){initNavTree('robust_8sql__in.html','');}); |
| </script> |
| <div id="doc-content"> |
| <!-- window showing the filter options --> |
| <div id="MSearchSelectWindow" |
| onmouseover="return searchBox.OnSearchSelectShow()" |
| onmouseout="return searchBox.OnSearchSelectHide()" |
| onkeydown="return searchBox.OnSearchSelectKey(event)"> |
| <a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(0)"><span class="SelectionMark"> </span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark"> </span>Files</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark"> </span>Functions</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(3)"><span class="SelectionMark"> </span>Groups</a></div> |
| |
| <!-- iframe showing the search results (closed by default) --> |
| <div id="MSearchResultsWindow"> |
| <iframe src="javascript:void(0)" frameborder="0" |
| name="MSearchResults" id="MSearchResults"> |
| </iframe> |
| </div> |
| |
| <div class="header"> |
| <div class="summary"> |
| <a href="#func-members">Functions</a> </div> |
| <div class="headertitle"> |
| <div class="title">robust.sql_in File Reference</div> </div> |
| </div><!--header--> |
| <div class="contents"> |
| |
| <p>SQL functions for linear regression. |
| <a href="#details">More...</a></p> |
| |
| <p><a href="robust_8sql__in_source.html">Go to the source code of this file.</a></p> |
| <table class="memberdecls"> |
| <tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="func-members"></a> |
| Functions</h2></td></tr> |
| <tr class="memitem:aa2a1d9f208f86048ddab80b448acd159"><td class="memItemLeft" align="right" valign="top">aggregate robust_linregr_result </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#aa2a1d9f208f86048ddab80b448acd159">robust_linregr</a> (float8 dependentVariable, float8[] independentVariables, float8[] coef)</td></tr> |
| <tr class="memdesc:aa2a1d9f208f86048ddab80b448acd159"><td class="mdescLeft"> </td><td class="mdescRight">Compute robust regression diagnostic statistics for linear regression. <a href="#aa2a1d9f208f86048ddab80b448acd159">More...</a><br/></td></tr> |
| <tr class="separator:aa2a1d9f208f86048ddab80b448acd159"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a68510732b4a7263daaac942d1f863115"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a68510732b4a7263daaac942d1f863115"></a> |
| CREATE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a68510732b4a7263daaac942d1f863115">__internal_get_robust_linregr_result</a> (source_table VARCHAR--name of input table, dependent_varname VARCHAR--name of dependent variable, independent_varname VARCHAR--name of independent variable, linregr_coeffs DOUBLE PRECISION[]--coeffs from linear regression) RETURNS MADlib.robust_linregr_result AS $$DECLARE robust_value MADlib.robust_linregr_result</td></tr> |
| <tr class="memdesc:a68510732b4a7263daaac942d1f863115"><td class="mdescLeft"> </td><td class="mdescRight">Return robust linear regression estimates given a set of coefficients. <br/></td></tr> |
| <tr class="separator:a68510732b4a7263daaac942d1f863115"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a178569b5984ba23c688179bbbb3e12c7"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a178569b5984ba23c688179bbbb3e12c7"></a> |
| CREATE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a178569b5984ba23c688179bbbb3e12c7">__internal_get_robust_linregr_insert_string</a> (robust_lin_rst MADlib.robust_linregr_result, linregr_coeffs DOUBLE PRECISION[]--coeffs from linear regression, out_table TEXT) RETURNS VARCHAR AS $$DECLARE insert_string VARCHAR</td></tr> |
| <tr class="memdesc:a178569b5984ba23c688179bbbb3e12c7"><td class="mdescLeft"> </td><td class="mdescRight">Return insert string for robust linear regression. <br/></td></tr> |
| <tr class="separator:a178569b5984ba23c688179bbbb3e12c7"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:acb95e68d55a4e42eb34960f7b61f506c"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acb95e68d55a4e42eb34960f7b61f506c"></a> |
| CREATE OR REPLACE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#acb95e68d55a4e42eb34960f7b61f506c">robust_variance_linregr</a> (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable) RETURNS VOID AS $$BEGIN PERFORM MADlib.robust_variance_linregr(source_table</td></tr> |
| <tr class="memdesc:acb95e68d55a4e42eb34960f7b61f506c"><td class="mdescLeft"> </td><td class="mdescRight">Robust linear regression with default fit regression behaviour & no grouping. <br/></td></tr> |
| <tr class="separator:acb95e68d55a4e42eb34960f7b61f506c"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:ac09a7ffa805778b160795f96916995a6"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac09a7ffa805778b160795f96916995a6"></a> |
| Robust Linear Regression <br class="typebreak"/> |
| CREATE OR REPLACE FUNCTION <br class="typebreak"/> |
| MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#ac09a7ffa805778b160795f96916995a6">robust_variance_linregr</a> (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_varname VARCHAR--name of dependent variable, input_independent_varname VARCHAR--name of independent variable, input_group_cols VARCHAR--grouping columns) RETURNS VOID AS $$DECLARE insert_string VARCHAR</td></tr> |
| <tr class="memdesc:ac09a7ffa805778b160795f96916995a6"><td class="mdescLeft"> </td><td class="mdescRight">Robust linear regression function subcall. <br/></td></tr> |
| <tr class="separator:ac09a7ffa805778b160795f96916995a6"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a6a9290aafa048bcb7cdc13410d5814aa"><td class="memItemLeft" align="right" valign="top">aggregate robust_logregr_result </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a6a9290aafa048bcb7cdc13410d5814aa">robust_logregr</a> (boolean dependentVariable, float8[] independentVariables, float8[] coef)</td></tr> |
| <tr class="memdesc:a6a9290aafa048bcb7cdc13410d5814aa"><td class="mdescLeft"> </td><td class="mdescRight">Compute robust regression diagnostic statistics for logistic regression. <a href="#a6a9290aafa048bcb7cdc13410d5814aa">More...</a><br/></td></tr> |
| <tr class="separator:a6a9290aafa048bcb7cdc13410d5814aa"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a0ecc7c0d9f900a8ebc1e24cdc7771531"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0ecc7c0d9f900a8ebc1e24cdc7771531"></a> |
| CREATE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a0ecc7c0d9f900a8ebc1e24cdc7771531">__internal_get_robust_logregr_result</a> (source_table VARCHAR--name of input table, dependent_varname VARCHAR--name of dependent variable, independent_varname VARCHAR--name of independent variable, logregr_coeffs DOUBLE PRECISION[]--coeffs from logear regression) RETURNS MADlib.robust_logregr_result AS $$DECLARE robust_value MADlib.robust_logregr_result</td></tr> |
| <tr class="memdesc:a0ecc7c0d9f900a8ebc1e24cdc7771531"><td class="mdescLeft"> </td><td class="mdescRight">Return robust logistic regression estimates given a set of coefficients. <br/></td></tr> |
| <tr class="separator:a0ecc7c0d9f900a8ebc1e24cdc7771531"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a985f4f276477e1c1aa970396088f8dbc"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a985f4f276477e1c1aa970396088f8dbc"></a> |
| CREATE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a985f4f276477e1c1aa970396088f8dbc">__internal_get_robust_logregr_insert_string</a> (robust_log_rst MADlib.robust_logregr_result, out_table TEXT) RETURNS VARCHAR AS $$DECLARE insert_string VARCHAR</td></tr> |
| <tr class="memdesc:a985f4f276477e1c1aa970396088f8dbc"><td class="mdescLeft"> </td><td class="mdescRight">Return insert string for robust logistic regression. <br/></td></tr> |
| <tr class="separator:a985f4f276477e1c1aa970396088f8dbc"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a32377f329199fccc3e8c4f5bb42407e2"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a32377f329199fccc3e8c4f5bb42407e2">robust_variance_logregr</a> (varchar source_table, varchar out_table, varchar dependent_varname, varchar input_independent_varname, varchar input_group_cols, integer max_iter, varchar optimizer, float8 tolerance, boolean print_warnings)</td></tr> |
| <tr class="memdesc:a32377f329199fccc3e8c4f5bb42407e2"><td class="mdescLeft"> </td><td class="mdescRight">The robust logistic regression function. <a href="#a32377f329199fccc3e8c4f5bb42407e2">More...</a><br/></td></tr> |
| <tr class="separator:a32377f329199fccc3e8c4f5bb42407e2"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:a1ae2d14c33788833a832812b35c4c08c"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1ae2d14c33788833a832812b35c4c08c"></a> |
| CREATE OR REPLACE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#a1ae2d14c33788833a832812b35c4c08c">robust_variance_logregr</a> (source_table VARCHAR,--name of input table out_table VARCHAR,--name of output table dependent_variable VARCHAR,--name of dependent variable independent_variable VARCHAR,--name of independent variable input_group_cols VARCHAR--grouping columns) RETURNS VOID AS $$BEGIN PERFORM MADlib.robust_variance_logregr(source_table</td></tr> |
| <tr class="memdesc:a1ae2d14c33788833a832812b35c4c08c"><td class="mdescLeft"> </td><td class="mdescRight">Robust logistic function subcall. <br/></td></tr> |
| <tr class="separator:a1ae2d14c33788833a832812b35c4c08c"><td class="memSeparator" colspan="2"> </td></tr> |
| <tr class="memitem:af431a81d3e3e448cf2f5f26389e5b882"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af431a81d3e3e448cf2f5f26389e5b882"></a> |
| CREATE OR REPLACE FUNCTION MADlib </td><td class="memItemRight" valign="bottom"><a class="el" href="robust_8sql__in.html#af431a81d3e3e448cf2f5f26389e5b882">robust_variance_logregr</a> (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable) RETURNS VOID AS $$BEGIN PERFORM MADlib.robust_variance_logregr(source_table</td></tr> |
| <tr class="memdesc:af431a81d3e3e448cf2f5f26389e5b882"><td class="mdescLeft"> </td><td class="mdescRight">Robust logistic regression with default fit regression behavior, and no grouping,. <br/></td></tr> |
| <tr class="separator:af431a81d3e3e448cf2f5f26389e5b882"><td class="memSeparator" colspan="2"> </td></tr> |
| </table> |
| <a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2> |
| <div class="textblock"><dl class="section date"><dt>Date</dt><dd>January 2011</dd></dl> |
| <dl class="section see"><dt>See Also</dt><dd>Calculates robust statistics for various regression models. </dd></dl> |
| |
| <p>Definition in file <a class="el" href="robust_8sql__in_source.html">robust.sql_in</a>.</p> |
| </div><h2 class="groupheader">Function Documentation</h2> |
| <a class="anchor" id="aa2a1d9f208f86048ddab80b448acd159"></a> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">aggregate robust_linregr_result robust_linregr </td> |
| <td>(</td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>dependentVariable</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>independentVariables</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coef</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div><div class="memdoc"> |
| <dl class="params"><dt>Parameters</dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">dependentVariable</td><td>Column containing the dependent variable </td></tr> |
| <tr><td class="paramname">independentVariables</td><td>Column containing the array of independent variables </td></tr> |
| <tr><td class="paramname">coef</td><td>Column containing the array of the OLS coefficients (as obtained by linregr)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <dl class="section user"><dt></dt><dd>To include an intercept in the model, set one coordinate in the <code>independentVariables</code> array to 1.</dd></dl> |
| <dl class="section return"><dt>Returns</dt><dd>A composite value:<ul> |
| <li><code>std_err FLOAT8[]</code> - Array of huber-white standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li> |
| <li><code>t_stats FLOAT8[]</code> - Array of t-statistics, \( \boldsymbol t \)</li> |
| <li><code>p_values FLOAT8[]</code> - Array of p-values, \( \boldsymbol p \)</li> |
| </ul> |
| </dd></dl> |
| <dl class="section user"><dt>Usage:</dt><dd><ul> |
| <li>Get all the diagnostic statistics:<br/> |
| </li> |
| </ul> |
| </dd></dl> |
| <pre> SELECT (robust_linregr(<em>dependentVariable</em>, |
| <em>independentVariables</em>, coef)).* |
| FROM ( |
| SELECT linregr(<em>dependentVariable</em>, <em>independentVariables</em>).coef |
| ) AS ols_coef, <em>sourceName</em> as src; |
| </pre><ul> |
| <li>Get a subset of the output columns, e.g., only the condition number and the array of p-values \( \boldsymbol p \): <pre>SELECT (lr).robust_condition_no, (lr).robust_p_values |
| FROM ( |
| </pre> <pre> SELECT (robust_linregr(<em>dependentVariable</em>, |
| <em>independentVariables</em>, coef)).* |
| FROM ( |
| SELECT linregr(<em>dependentVariable</em>, <em>independentVariables</em>).coef |
| ) AS ols_coef, <em>sourceName</em> as src |
| ) AS subq;</pre> </li> |
| </ul> |
| |
| <p>Definition at line <a class="el" href="robust_8sql__in_source.html#l00320">320</a> of file <a class="el" href="robust_8sql__in_source.html">robust.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a6a9290aafa048bcb7cdc13410d5814aa"></a> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">aggregate robust_logregr_result robust_logregr </td> |
| <td>(</td> |
| <td class="paramtype">boolean </td> |
| <td class="paramname"><em>dependentVariable</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>independentVariables</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coef</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div><div class="memdoc"> |
| <dl class="params"><dt>Parameters</dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">dependentVariable</td><td>Column containing the dependent variable </td></tr> |
| <tr><td class="paramname">independentVariables</td><td>Column containing the array of independent variables </td></tr> |
| <tr><td class="paramname">coef</td><td>Column containing the array of the coefficients (as obtained by logregr)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <dl class="section user"><dt></dt><dd>To include an intercept in the model, set one coordinate in the <code>independentVariables</code> array to 1.</dd></dl> |
| <dl class="section return"><dt>Returns</dt><dd>A composite value:<ul> |
| <li><code>coef FLOAT8[] </code> - The coefficients for the regression</li> |
| <li><code>std_err FLOAT8[]</code> - Array of huber-white standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li> |
| <li><code>z_stats FLOAT8[]</code> - Array of Wald z-statistics, \( \boldsymbol t \)</li> |
| <li><code>p_values FLOAT8[]</code> - Array of p-values, \( \boldsymbol p \)</li> |
| </ul> |
| </dd></dl> |
| <dl class="section user"><dt>Usage:</dt><dd><ul> |
| <li>Get all the diagnostic statistics:<br/> |
| </li> |
| </ul> |
| </dd></dl> |
| <pre> SELECT robust_logregr(<em>dependentVariable</em>, |
| <em>independentVariables</em>, coef) |
| FROM <em>dataTable</em>; |
| </pre> |
| <p>Definition at line <a class="el" href="robust_8sql__in_source.html#l00751">751</a> of file <a class="el" href="robust_8sql__in_source.html">robust.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a32377f329199fccc3e8c4f5bb42407e2"></a> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">void robust_variance_logregr </td> |
| <td>(</td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>source_table</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>out_table</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>dependent_varname</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>input_independent_varname</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>input_group_cols</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">integer </td> |
| <td class="paramname"><em>max_iter</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>optimizer</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>tolerance</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">boolean </td> |
| <td class="paramname"><em>print_warnings</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div><div class="memdoc"> |
| <dl class="params"><dt>Parameters</dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">source_table</td><td>String identifying the input table </td></tr> |
| <tr><td class="paramname">out_table</td><td>String identifying the output table to be created </td></tr> |
| <tr><td class="paramname">dependent_varname</td><td>Column containing the dependent variable </td></tr> |
| <tr><td class="paramname">independent_varname</td><td>Column containing the array of independent variables </td></tr> |
| <tr><td class="paramname">input_group_cols</td><td>Columns to group by. </td></tr> |
| <tr><td class="paramname">max_iter</td><td>Integer identifying the maximum iterations used by the logistic regression solver. Default is 20. </td></tr> |
| <tr><td class="paramname">optimizer</td><td>String identifying the optimizer used in the logistic regression. See the documentation in the logistic regression for the available options. Default is irls. </td></tr> |
| <tr><td class="paramname">tolerance</td><td>Float identifying the tolerance of the logistic regression optimizer. Default is 0.0001. </td></tr> |
| <tr><td class="paramname">print_warnings</td><td>Boolean specifying if the regression fit should print any warning messages. Default is false. </td></tr> |
| </table> |
| </dd> |
| </dl> |
| <dl class="section user"><dt></dt><dd>To include an intercept in the model, set one coordinate in the <code>independent_varname</code> array to 1.</dd></dl> |
| <dl class="section return"><dt>Returns</dt><dd>A composite value:<ul> |
| <li><code>std_err FLOAT8[]</code> - Array of huber-white standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li> |
| <li><code>t_stats FLOAT8[]</code> - Array of t-statistics, \( \boldsymbol t \)</li> |
| <li><code>p_values FLOAT8[]</code> - Array of p-values, \( \boldsymbol p \)</li> |
| </ul> |
| </dd></dl> |
| <dl class="section user"><dt>Usage:</dt><dd>For function summary information. Run sql> select robust_variance_logregr('help'); OR sql> select robust_variance_logregr(); OR sql> select robust_variance_logregr('?'); For function usage information. Run sql> select robust_variance_logregr('usage');<ul> |
| <li>Compute the coefficients, and the get the robust diagnostic statistics: <pre> |
| select robust_variance_logregr(source_table, out_table, regression_type, dependentVariable, independentVariables, NULL ); |
| </pre></li> |
| <li>If the coefficients are already known, they can be provided directly <pre>select robust_variance_logregr(source_table, out_table, regression_type, dependentVariable, independentVariables, coef ); |
| </pre> </li> |
| </ul> |
| </dd></dl> |
| |
| <p>Definition at line <a class="el" href="robust_8sql__in_source.html#l00936">936</a> of file <a class="el" href="robust_8sql__in_source.html">robust.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| </div><!-- contents --> |
| </div><!-- doc-content --> |
| <!-- start footer part --> |
| <div id="nav-path" class="navpath"><!-- id is needed for treeview function! --> |
| <ul> |
| <li class="navelem"><a class="el" href="dir_68267d1309a1af8e8297ef4c3efbcdba.html">src</a></li><li class="navelem"><a class="el" href="dir_efbcf68973d247bbf15f9eecae7f24e3.html">ports</a></li><li class="navelem"><a class="el" href="dir_a4a48839224ef8488facbffa8a397967.html">postgres</a></li><li class="navelem"><a class="el" href="dir_dc596537ad427a4d866006d1a3e1fe29.html">modules</a></li><li class="navelem"><a class="el" href="dir_ac52a4b89b7b1b1591f2952b5cbd041a.html">regress</a></li><li class="navelem"><a class="el" href="robust_8sql__in.html">robust.sql_in</a></li> |
| <li class="footer">Generated on Wed Aug 21 2013 16:09:52 for MADlib by |
| <a href="http://www.doxygen.org/index.html"> |
| <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.8.4 </li> |
| </ul> |
| </div> |
| </body> |
| </html> |
