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<title>MADlib: cox_prop_hazards.sql_in File Reference</title>
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<p>SQL functions for cox proportional hazards.
<a href="#details">More...</a></p>
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Functions</h2></td></tr>
<tr class="memitem:ae7edb9499e07fdf835c3bbc297a99c01"><td class="memItemLeft" align="right" valign="top">varchar&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#ae7edb9499e07fdf835c3bbc297a99c01">coxph_train</a> ()</td></tr>
<tr class="separator:ae7edb9499e07fdf835c3bbc297a99c01"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a6f527631dc32178716221cc9dfa1fde4"><td class="memItemLeft" align="right" valign="top">varchar&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#a6f527631dc32178716221cc9dfa1fde4">coxph_train</a> (varchar message)</td></tr>
<tr class="separator:a6f527631dc32178716221cc9dfa1fde4"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a737450bbfe0f10204b0074a9d45b0cef"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#a737450bbfe0f10204b0074a9d45b0cef">coxph_train</a> (varchar source_table, varchar output_table, varchar dependent_varname, varchar independent_varname, varchar right_censoring_status, varchar strata, varchar optimizer_params)</td></tr>
<tr class="memdesc:a737450bbfe0f10204b0074a9d45b0cef"><td class="mdescLeft">&#160;</td><td class="mdescRight">Compute cox-regression coefficients and diagnostic statistics. <a href="#a737450bbfe0f10204b0074a9d45b0cef">More...</a><br/></td></tr>
<tr class="separator:a737450bbfe0f10204b0074a9d45b0cef"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a49c5bbdd07a64485ae21dd4553c94912"><td class="memItemLeft" align="right" valign="top">CREATE FUNCTION MADlib&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#a49c5bbdd07a64485ae21dd4553c94912">coxph_train</a> (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, right_censoring_status VARCHAR--censored status, strata VARCHAR--stratification column names) RETURNS VOID <a class="el" href="linear_8sql__in.html#a9d6de4f6e8483f60278bd93c7d0827d6">AS</a> $$SELECT MADlib.coxph_train($1</td></tr>
<tr class="memdesc:a49c5bbdd07a64485ae21dd4553c94912"><td class="mdescLeft">&#160;</td><td class="mdescRight">Cox regresison training function. <a href="#a49c5bbdd07a64485ae21dd4553c94912">More...</a><br/></td></tr>
<tr class="separator:a49c5bbdd07a64485ae21dd4553c94912"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac4033668114a030e7981a82a6a5de2d1"><td class="memItemLeft" align="right" valign="top">CREATE FUNCTION MADlib&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#ac4033668114a030e7981a82a6a5de2d1">coxph_train</a> (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, right_censoring_status VARCHAR--censored status) RETURNS VOID <a class="el" href="linear_8sql__in.html#a9d6de4f6e8483f60278bd93c7d0827d6">AS</a> $$SELECT MADlib.coxph_train($1</td></tr>
<tr class="memdesc:ac4033668114a030e7981a82a6a5de2d1"><td class="mdescLeft">&#160;</td><td class="mdescRight">Cox regresison training function. <a href="#ac4033668114a030e7981a82a6a5de2d1">More...</a><br/></td></tr>
<tr class="separator:ac4033668114a030e7981a82a6a5de2d1"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa6e229fa8a37c3de9e11871927a9329f"><td class="memItemLeft" align="right" valign="top">CREATE FUNCTION MADlib&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#aa6e229fa8a37c3de9e11871927a9329f">coxph_train</a> (source_table VARCHAR--name of input table, output_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable) RETURNS VOID <a class="el" href="linear_8sql__in.html#a9d6de4f6e8483f60278bd93c7d0827d6">AS</a> $$SELECT MADlib.coxph_train($1</td></tr>
<tr class="memdesc:aa6e229fa8a37c3de9e11871927a9329f"><td class="mdescLeft">&#160;</td><td class="mdescRight">Cox regresison training function. <a href="#aa6e229fa8a37c3de9e11871927a9329f">More...</a><br/></td></tr>
<tr class="separator:aa6e229fa8a37c3de9e11871927a9329f"><td class="memSeparator" colspan="2">&#160;</td></tr>
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Variables</h2></td></tr>
<tr class="memitem:a6eede03831b9fde9b33b9c25dc7c2e1d"><td class="memItemLeft" align="right" valign="top">CREATE FUNCTION MADlib <a class="el" href="marginal_8sql__in.html#a1bcd2f9adc5825caadb97a9fe1838b8a">NULL</a> <br class="typebreak"/>
LANGUAGE <a class="el" href="linear_8sql__in.html#a7e8f2ef77d769bc7c85e5ff69b42ef2d">sql</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#a6eede03831b9fde9b33b9c25dc7c2e1d">VOLATILE</a></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><dl class="section date"><dt>Date</dt><dd>July 2012</dd></dl>
<dl class="section see"><dt>See Also</dt><dd>For a brief introduction to cox regression, see the module description <a class="el" href="group__grp__cox__prop__hazards.html">Cox-Proportional Hazards Regression</a> </dd></dl>
</div><h2 class="groupheader">Function Documentation</h2>
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<td class="memname">varchar coxph_train </td>
<td>(</td>
<td class="paramname">)</td><td></td>
<td></td>
</tr>
</table>
</div><div class="memdoc">
</div>
</div>
<a class="anchor" id="a6f527631dc32178716221cc9dfa1fde4"></a>
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<td class="memname">varchar coxph_train </td>
<td>(</td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>message</em>)</td><td></td>
<td></td>
</tr>
</table>
</div><div class="memdoc">
</div>
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<td class="memname">void coxph_train </td>
<td>(</td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>source_table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>output_table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>dependent_varname</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>independent_varname</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>right_censoring_status</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>strata</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">varchar&#160;</td>
<td class="paramname"><em>optimizer_params</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
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<p>To include an intercept in the model, set one coordinate in the <code>independentVariables</code> array to 1.</p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">source_table</td><td>Name of the source relation containing the training data </td></tr>
<tr><td class="paramname">output_table</td><td>Name of the output relation to contain the coxph_train model </td></tr>
<tr><td class="paramname">independent_varname</td><td>Name of the independent column </td></tr>
<tr><td class="paramname">dependent_varname</td><td>Name of the dependent column measuring time of death </td></tr>
<tr><td class="paramname">right_censoring_status</td><td>Name of the column that determines right censoring support </td></tr>
<tr><td class="paramname">strata</td><td>Comma-separated list of column names on which to stratify the data </td></tr>
<tr><td class="paramname">optimizer_params</td><td>Comma-separated list of parameters for the optimizer function</td></tr>
</table>
</dd>
</dl>
<dl class="section return"><dt>Returns</dt><dd>An output table with following columns:<ul>
<li><code>coef FLOAT8[]</code> - Array of coefficients, \( \boldsymbol \beta \)</li>
<li><code>log_likelihood FLOAT8</code> - Log-likelihood \(l(\boldsymbol \beta)\)</li>
<li><code>std_err FLOAT8[]</code> - Array of standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li>
<li><code>z_stats FLOAT8[]</code> - Array of Wald z-statistics, \( \boldsymbol z \)</li>
<li><code>p_values FLOAT8[]</code> - Array of Wald p-values, \( \boldsymbol p \)</li>
<li><code>condition_no FLOAT8</code> - The condition number of matrix \( H \) during the iteration immediately <em>preceding</em> convergence (i.e., \( H \) is computed using the coefficients of the previous iteration)</li>
<li><code>num_iterations INTEGER</code> - The number of iterations before the algorithm terminated</li>
</ul>
</dd></dl>
<ul>
<li>Get vector of coefficients \( \boldsymbol \beta \) and all diagnostic statistics:<br/>
<pre>SELECT <a class="el" href="cox__prop__hazards_8sql__in.html#aa6e229fa8a37c3de9e11871927a9329f">coxph_train</a>(
'<em>source_table</em>', '<em>output_table</em>',
'<em>dependent_varname</em>', '<em>independent_varname</em>'
'<em>right_censoring_status</em>', '<em>strata</em>'
);</pre></li>
<li>Get vector of coefficients \( \boldsymbol \beta \):<br/>
<pre>SELECT coef from '<em>output_table</em>'</pre> </li>
</ul>
</div>
</div>
<a class="anchor" id="a49c5bbdd07a64485ae21dd4553c94912"></a>
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<td class="memname">CREATE FUNCTION MADlib coxph_train </td>
<td>(</td>
<td class="paramtype">source_table VARCHAR--name of input&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">output_table VARCHAR--name of output&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">dependent_variable VARCHAR--name of dependent&#160;</td>
<td class="paramname"><em>variable</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">independent_variable VARCHAR--name of independent&#160;</td>
<td class="paramname"><em>variable</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">right_censoring_status VARCHAR--censored&#160;</td>
<td class="paramname"><em>status</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">strata VARCHAR--stratification column&#160;</td>
<td class="paramname"><em>names</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
</div>
</div>
<a class="anchor" id="ac4033668114a030e7981a82a6a5de2d1"></a>
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<td class="memname">CREATE FUNCTION MADlib coxph_train </td>
<td>(</td>
<td class="paramtype">source_table VARCHAR--name of input&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">output_table VARCHAR--name of output&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">dependent_variable VARCHAR--name of dependent&#160;</td>
<td class="paramname"><em>variable</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">independent_variable VARCHAR--name of independent&#160;</td>
<td class="paramname"><em>variable</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">right_censoring_status VARCHAR--censored&#160;</td>
<td class="paramname"><em>status</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
</div>
</div>
<a class="anchor" id="aa6e229fa8a37c3de9e11871927a9329f"></a>
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<td class="memname">CREATE FUNCTION MADlib coxph_train </td>
<td>(</td>
<td class="paramtype">source_table VARCHAR--name of input&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">output_table VARCHAR--name of output&#160;</td>
<td class="paramname"><em>table</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">dependent_variable VARCHAR--name of dependent&#160;</td>
<td class="paramname"><em>variable</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">independent_variable VARCHAR--name of independent&#160;</td>
<td class="paramname"><em>variable</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
</div>
</div>
<h2 class="groupheader">Variable Documentation</h2>
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