src/ports/postgres/modules/stats/robust_variance_coxph.sql_in

/* ----------------------------------------------------------------------- *//**
 *
 * @file robust_variance_coxph.sql_in
 *
 * @brief SQL functions for robust cox proportional hazards regression
 * @date Oct 2013
 *
 * @sa For a brief introduction to robust cox regression, see the
 *     module description \ref grp_robust_cox_prop_hazards
 *
 *//* ----------------------------------------------------------------------- */

m4_include(`SQLCommon.m4')

----------------------------------------------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.robust_variance_coxph()
RETURNS VARCHAR AS $$
BEGIN
    RETURN MADLIB_SCHEMA.robust_variance_coxph('');
END;
$$ LANGUAGE plpgsql IMMUTABLE
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `CONTAINS SQL', `');

----------------------------------------------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.robust_variance_coxph(
    message  VARCHAR
) RETURNS VARCHAR AS $$
    PythonFunction(stats, robust_variance_coxph, rb_help_message)
$$ LANGUAGE plpythonu IMMUTABLE
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `CONTAINS SQL', `');

 ----------------------------------------------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.robust_variance_coxph(
    model_table                 VARCHAR,    -- name of model table
    output_table                VARCHAR     -- name of output table
) RETURNS VOID AS $$
    PythonFunction(stats, robust_variance_coxph, rb_coxph)
$$ LANGUAGE plpythonu
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `MODIFIES SQL DATA', `');

----------------------------------------------------------------------

DROP TYPE IF EXISTS MADLIB_SCHEMA.__rb_coxph_result CASCADE;
CREATE TYPE MADLIB_SCHEMA.__rb_coxph_result AS (
    std_err         DOUBLE PRECISION[],
    stats           DOUBLE PRECISION[],
    p_values        DOUBLE PRECISION[]
);

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.rb_coxph_step_transition(
    /* state */     DOUBLE PRECISION[],
    /* x */         DOUBLE PRECISION[],
    /* y */         DOUBLE PRECISION,
    /* status */    BOOLEAN,
    /* coef */      DOUBLE PRECISION[],
    /* Hessian */   DOUBLE PRECISION[],
    /* H values */  DOUBLE PRECISION[],
    /* S */         DOUBLE PRECISION
) RETURNS DOUBLE PRECISION[] AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');


--------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.rb_coxph_step_final(
    /* state */     DOUBLE PRECISION[]
) RETURNS MADLIB_SCHEMA.__rb_coxph_result AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE STRICT
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

CREATE
m4_ifdef(`__POSTGRESQL__', `', m4_ifdef(`__HAS_ORDERED_AGGREGATES__', `ORDERED'))
AGGREGATE MADLIB_SCHEMA.rb_coxph_step(
    /* x */         DOUBLE PRECISION[],
    /* y */         DOUBLE PRECISION,
    /* status */    BOOLEAN,
    /* coef */      DOUBLE PRECISION[],
    /* Hessian */   DOUBLE PRECISION[],
    /* H values */  DOUBLE PRECISION[],
    /* S */         DOUBLE PRECISION
) (
    SType = DOUBLE PRECISION[],
    SFunc = MADLIB_SCHEMA.rb_coxph_step_transition,
    FinalFunc = MADLIB_SCHEMA.rb_coxph_step_final,
    InitCond = '{0,0,0,0,0,0,0,0}'
);

----------------------------------------------------------------------

DROP TYPE IF EXISTS MADLIB_SCHEMA.__rb_coxph_hs_result CASCADE;
CREATE TYPE MADLIB_SCHEMA.__rb_coxph_hs_result AS (
    H               DOUBLE PRECISION[],
    S               DOUBLE PRECISION
);

--------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.coxph_h_s_transition(
    /* state */     DOUBLE PRECISION[],
    /* x */         DOUBLE PRECISION[],
    /* coef */      DOUBLE PRECISION[]
) RETURNS DOUBLE PRECISION[] AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.coxph_h_s_merge(
    /*+  left_state */      DOUBLE PRECISION[],
    /*+  right_state */     DOUBLE PRECISION[])
RETURNS DOUBLE PRECISION[] AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.coxph_h_s_final(
    /* state */     DOUBLE PRECISION[]
) RETURNS MADLIB_SCHEMA.__rb_coxph_hs_result AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE STRICT
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

DROP AGGREGATE IF EXISTS MADLIB_SCHEMA.coxph_h_s(
    /* x */         DOUBLE PRECISION[],
    /* coef */      DOUBLE PRECISION[]
);
CREATE AGGREGATE MADLIB_SCHEMA.coxph_h_s(
    /* x */         DOUBLE PRECISION[],
    /* coef */      DOUBLE PRECISION[]
) (
    SType = DOUBLE PRECISION[],
    SFunc = MADLIB_SCHEMA.coxph_h_s_transition,
    FinalFunc = MADLIB_SCHEMA.coxph_h_s_final,
    m4_ifdef(`__POSTGRESQL__', `', `PREFUNC = MADLIB_SCHEMA.coxph_h_s_merge,')
    InitCond = '{0,0,0,0,0,0,0,0}'
);

----------------------------------------------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.rb_coxph_strata_step_final(
    /* state */     DOUBLE PRECISION[]
) RETURNS DOUBLE PRECISION[] AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE STRICT
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

DROP AGGREGATE IF EXISTS MADLIB_SCHEMA.rb_coxph_strata_step(
    /* x */         DOUBLE PRECISION[],
    /* y */         DOUBLE PRECISION,
    /* status */    BOOLEAN,
    /* coef */      DOUBLE PRECISION[],
    /* Hessian */   DOUBLE PRECISION[],
    /* H values */  DOUBLE PRECISION[],
    /* S */         DOUBLE PRECISION
);
CREATE
m4_ifdef(`__POSTGRESQL__', `', m4_ifdef(`__HAS_ORDERED_AGGREGATES__', `ORDERED'))
AGGREGATE MADLIB_SCHEMA.rb_coxph_strata_step(
    /* x */         DOUBLE PRECISION[],
    /* y */         DOUBLE PRECISION,
    /* status */    BOOLEAN,
    /* coef */      DOUBLE PRECISION[],
    /* Hessian */   DOUBLE PRECISION[],
    /* H values */  DOUBLE PRECISION[],
    /* S */         DOUBLE PRECISION
) (
    SType = DOUBLE PRECISION[],
    SFunc = MADLIB_SCHEMA.rb_coxph_step_transition,
    FinalFunc = MADLIB_SCHEMA.rb_coxph_strata_step_final,
    InitCond = '{0,0,0,0,0,0,0,0}'
);

----------------------------------------------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.rb_sum_strata_transition(
    in_state1       DOUBLE PRECISION[],
    in_state2       DOUBLE PRECISION[]
) RETURNS DOUBLE PRECISION[] AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE STRICT
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.rb_sum_strata_final(
    in_state        DOUBLE PRECISION[]
) RETURNS MADLIB_SCHEMA.__rb_coxph_result AS 'MODULE_PATHNAME'
LANGUAGE C IMMUTABLE STRICT
m4_ifdef(`__HAS_FUNCTION_PROPERTIES__', `NO SQL', `');

--------------------------------

DROP AGGREGATE IF EXISTS MADLIB_SCHEMA.rb_sum_strata(
    /* in_state */   DOUBLE PRECISION[]
);
CREATE AGGREGATE MADLIB_SCHEMA.rb_sum_strata(
    /* in_state */   DOUBLE PRECISION[]
) (
    SType = DOUBLE PRECISION[],
    SFunc = MADLIB_SCHEMA.rb_sum_strata_transition,
    FinalFunc = MADLIB_SCHEMA.rb_sum_strata_final
    m4_ifdef(`__POSTGRESQL__', `', `,PreFunc=MADLIB_SCHEMA.rb_sum_strata_transition')
);