| /* ----------------------------------------------------------------------------- |
| * Cox proportional hazard survival regression |
| * |
| * Both Example taken from: |
| * http://www.sph.emory.edu/~cdckms/CoxPH/prophaz2.html |
| * -------------------------------------------------------------------------- */ |
| |
| m4_include(`SQLCommon.m4') |
| m4_changequote(<!,!>) |
| m4_ifdef(<!__HAS_ORDERED_AGGREGATES__!>,<! |
| |
| DROP TABLE IF EXISTS leukemia; |
| CREATE TABLE leukemia ( |
| id INTEGER NOT NULL, |
| grp DOUBLE PRECISION, |
| wbc DOUBLE PRECISION, |
| timedeath INTEGER, |
| status BOOLEAN |
| )m4_ifdef(<!__POSTGRESQL__!>, <!!>, <!DISTRIBUTED BY (id)!>); |
| |
| |
| INSERT INTO leukemia(id, grp, wbc, timedeath,status) VALUES |
| (0,0,1.45,35,TRUE), |
| (1,0,1.47,34,TRUE), |
| (3,0,2.2,32,TRUE), |
| (4,0,1.78,25,TRUE), |
| (5,0,2.57,23,TRUE), |
| (6,0,2.32,22,TRUE), |
| (7,0,2.01,20,TRUE), |
| (8,0,2.05,19,TRUE), |
| (9,0,2.16,17,TRUE), |
| (10,0,3.6,16,TRUE), |
| (11,1,2.3,15,TRUE), |
| (12,0,2.88,13,TRUE), |
| (13,1,1.5,12,TRUE), |
| (14,0,2.6,11,TRUE), |
| (15,0,2.7,10,TRUE), |
| (16,0,2.8,9,TRUE), |
| (17,1,2.32,8,TRUE), |
| (18,0,4.43,7,TRUE), |
| (19,0,2.31,6,TRUE), |
| (20,1,3.49,5,TRUE), |
| (21,1,2.42,4,TRUE), |
| (22,1,4.01,3,TRUE), |
| (23,1,4.91,2,TRUE), |
| (24,1,5,1,TRUE), |
| (25,NULL,4.01,3,TRUE), |
| (26,1,NULL,2,TRUE), |
| (27,1,NULL,2,NULL), |
| (28,1,5,NULL,TRUE); |
| |
| drop table if exists coxph_out; |
| drop table if exists coxph_out_summary; |
| select coxph_train('leukemia', 'coxph_out', 'timedeath', 'ARRAY[grp, wbc]', 'status', NULL, NULL); |
| |
| SELECT assert( |
| relative_error(coef, ARRAY[2.5444, 1.6718]) < 1e-2 AND |
| relative_error(loglikelihood, -37.8532) < 1e-2 AND |
| relative_error(std_err, ARRAY[0.6773,0.3873]) < 1e-2 AND |
| relative_error(z_stats, ARRAY[3.7567,4.3165]) < 1e-2 AND |
| relative_error(p_values, ARRAY[0.000172,0.00001584]) < 1e-2, |
| 'Cox-Proportional hazards (unique time of death): Wrong results' |
| ) FROM coxph_out; |
| |
| DROP TABLE IF EXISTS tmp_out; |
| SELECT cox_prop_hazards('leukemia', 'tmp_out', 'timedeath', 'ARRAY[grp, wbc]', 'status'); |
| SELECT * from tmp_out; |
| |
| ------------------------------------------------------------------------------ |
| -- Testing an all NULL input --------------------------------------------------- |
| DROP TABLE IF EXISTS cox_null_table; |
| CREATE TABLE cox_null_table ( |
| id INTEGER NOT NULL, |
| indep DOUBLE PRECISION [], |
| dep DOUBLE PRECISION, |
| status BOOLEAN |
| ); |
| |
| INSERT INTO cox_null_table(id, indep, dep,status) VALUES |
| (1, ARRAY[NULL, NULL]::FLOAT8[], 4, TRUE), |
| (2, ARRAY[NULL, NULL]::FLOAT8[], 4, TRUE), |
| (3, ARRAY[1, 2]::FLOAT8[], NULL, TRUE), |
| (4, ARRAY[NULL, NULL]::FLOAT8[], NULL, NULL), |
| (5, ARRAY[NULL, NULL]::FLOAT8[], 4, NULL), |
| (6, ARRAY[NULL, NULL]::FLOAT8[], 4, TRUE), |
| (7, ARRAY[NULL, NULL]::FLOAT8[], 4, NULL); |
| |
| DROP TABLE IF EXISTS tmp_out; |
| DROP TABLE IF EXISTS tmp_out_summary; |
| SELECT coxph_train('cox_null_table', 'tmp_out', 'dep', 'indep', 'status'); |
| SELECT * from tmp_out; |
| SELECT * from tmp_out_summary; |
| |
| ---------------------------------------------------------------------- |
| |
| DROP TABLE IF EXISTS leukemia; |
| CREATE TABLE leukemia ( |
| id INTEGER NOT NULL, |
| grp DOUBLE PRECISION, |
| wbc DOUBLE PRECISION, |
| timedeath INTEGER, |
| status BOOLEAN |
| )m4_ifdef(<!__POSTGRESQL__!>, <!!>, <!DISTRIBUTED BY (id)!>); |
| |
| INSERT INTO leukemia(id, grp, wbc, timedeath, status) VALUES |
| (1,0,1.45,35,TRUE), |
| (2,0,1.47,34,TRUE), |
| (3,0,2.2,32,TRUE), |
| (4,0,2.53,32,TRUE), |
| (5,0,1.78,25,TRUE), |
| (6,0,2.57,23,TRUE), |
| (7,0,2.32,22,TRUE), |
| (8,0,2.01,20,TRUE), |
| (9,0,2.05,19,TRUE), |
| (10,0,2.16,17,TRUE), |
| (11,0,3.6,16,TRUE), |
| (12,0,2.88,13,TRUE), |
| (13,0,2.6,11,TRUE), |
| (14,0,2.7,10,TRUE), |
| (15,0,2.96,10,TRUE), |
| (16,0,2.8,9,TRUE), |
| (17,0,4.43,7,TRUE), |
| (18,0,3.2,6,TRUE), |
| (19,0,2.31,6,TRUE), |
| (20,0,4.06,6,TRUE), |
| (21,0,3.28,6,TRUE), |
| (22,1,1.97,23,TRUE), |
| (23,1,2.73,22,TRUE), |
| (24,1,2.95,17,TRUE), |
| (25,1,2.3,15,TRUE), |
| (26,1,1.5,12,TRUE), |
| (27,1,3.06,12,TRUE), |
| (28,1,3.49,11,TRUE), |
| (29,1,2.12,11,TRUE), |
| (30,1,3.52,8,TRUE), |
| (31,1,3.05,8,TRUE), |
| (32,1,2.32,8,TRUE), |
| (33,1,3.26,8,TRUE), |
| (34,1,3.49,5,TRUE), |
| (35,1,3.97,5,TRUE), |
| (36,1,4.36,4,TRUE), |
| (37,1,2.42,4,TRUE), |
| (38,1,4.01,3,TRUE), |
| (39,1,4.91,2,TRUE), |
| (40,1,4.48,2,TRUE), |
| (41,1,2.8,1,TRUE), |
| (42,1,5,1,TRUE); |
| |
| drop table if exists coxph_out; |
| drop table if exists coxph_out_summary; |
| select coxph_train('leukemia', 'coxph_out', 'timedeath', 'ARRAY[grp, wbc]', 'status', NULL, NULL); |
| |
| -- Values computed with Madlib |
| SELECT assert( |
| relative_error(coef, ARRAY[0.6987, 1.4148]) < 1e-2 AND |
| relative_error(loglikelihood, -100.5537) < 1e-2 AND |
| relative_error(std_err, ARRAY[0.3483,0.2743]) < 1e-2 AND |
| relative_error(z_stats, ARRAY[2.0057,5.1563]) < 1e-2 AND |
| relative_error(p_values, ARRAY[0.0448,0.000000025185]) < 1e-2, |
| 'Cox-Proportional hazards (tied times of death): Wrong results' |
| ) FROM coxph_out; |
| |
| |
| -- Values computed with Madlib |
| SELECT assert( |
| relative_error(coef, ARRAY[0.6987, 1.4148]) < 1e-2 AND |
| relative_error(loglikelihood, -100.5537) < 1e-2 AND |
| relative_error(std_err, ARRAY[0.3483,0.2743]) < 1e-2 AND |
| relative_error(z_stats, ARRAY[2.0057,5.1563]) < 1e-2 AND |
| relative_error(p_values, ARRAY[0.0448,0.000000025185]) < 1e-2, |
| 'Cox-Proportional hazards (tied times of death): Wrong results' |
| ) FROM ( |
| SELECT (cox_prop_hazards_regr( |
| 'leukemia', 'ARRAY[grp, wbc]', 'timedeath', 'status', 20, 'newton', 0.001 |
| )).* |
| ) q; |
| |
| ---------------------------------------------------------------------- |
| |
| create table rossi ( |
| week integer, |
| fin integer, |
| prio integer, |
| arrest integer, |
| age_cat integer); |
| |
| copy rossi from STDIN; |
| 17 0 8 1 1 |
| 25 0 13 1 1 |
| 52 1 1 0 2 |
| 20 0 3 1 3 |
| 52 0 2 0 2 |
| 23 0 0 1 2 |
| 52 1 4 0 2 |
| 52 0 3 0 1 |
| 52 0 0 0 2 |
| 52 1 3 0 3 |
| 52 0 2 0 4 |
| 52 0 6 0 2 |
| 52 0 2 0 4 |
| 25 0 3 1 2 |
| 46 1 2 1 2 |
| 37 0 5 1 1 |
| 52 0 12 0 2 |
| 52 0 2 0 2 |
| 28 0 7 1 1 |
| 52 0 1 0 2 |
| 24 1 2 1 3 |
| 52 1 0 0 4 |
| 52 0 4 0 2 |
| 52 1 1 0 3 |
| 52 0 1 0 4 |
| 52 1 2 0 1 |
| 52 1 0 0 2 |
| 52 0 2 0 1 |
| 52 1 3 0 2 |
| 52 1 9 0 2 |
| 52 1 3 0 1 |
| 52 1 1 0 1 |
| 52 0 3 0 2 |
| 52 0 2 0 2 |
| 52 1 0 0 4 |
| 50 1 2 1 2 |
| 52 1 4 0 1 |
| 52 0 2 0 3 |
| 52 0 5 0 2 |
| 52 0 3 0 3 |
| 10 0 14 1 2 |
| 52 0 1 0 2 |
| 52 1 9 0 4 |
| 52 0 2 0 2 |
| 52 1 15 0 2 |
| 52 1 2 0 2 |
| 52 1 2 0 1 |
| 20 1 5 1 2 |
| 52 1 0 0 4 |
| 52 1 0 0 3 |
| 52 0 2 0 4 |
| 52 1 1 0 2 |
| 52 0 1 0 3 |
| 50 1 10 1 1 |
| 52 1 1 0 4 |
| 52 0 3 0 4 |
| 52 1 0 0 2 |
| 52 0 1 0 3 |
| 52 0 1 0 4 |
| 52 1 9 0 4 |
| 52 0 5 0 2 |
| 52 0 2 0 2 |
| 6 0 6 1 1 |
| 52 0 11 0 4 |
| 52 1 1 0 2 |
| 52 1 3 0 3 |
| 52 0 2 1 2 |
| 52 1 2 0 2 |
| 52 1 5 0 2 |
| 52 0 4 0 2 |
| 49 0 3 1 4 |
| 52 0 0 0 1 |
| 52 0 2 0 2 |
| 52 0 4 0 3 |
| 52 1 2 0 3 |
| 52 1 1 0 4 |
| 52 0 2 0 2 |
| 52 0 2 0 4 |
| 43 0 4 1 2 |
| 5 0 3 1 1 |
| 52 1 10 0 2 |
| 52 0 3 0 3 |
| 27 0 4 1 3 |
| 52 0 7 0 2 |
| 52 0 3 0 2 |
| 52 1 1 0 2 |
| 22 1 10 1 1 |
| 18 0 4 1 2 |
| 52 0 4 0 4 |
| 52 1 2 0 2 |
| 52 1 4 0 2 |
| 52 0 1 0 2 |
| 52 0 2 0 2 |
| 52 1 1 0 2 |
| 52 1 2 0 2 |
| 24 1 4 1 2 |
| 52 1 2 0 2 |
| 52 1 3 0 1 |
| 52 1 1 0 2 |
| 52 1 1 0 2 |
| 52 0 3 0 2 |
| 26 0 2 1 4 |
| 2 0 2 1 4 |
| 49 1 1 1 1 |
| 48 0 6 1 1 |
| 21 0 0 1 3 |
| 52 0 1 0 2 |
| 52 1 1 0 2 |
| 52 0 6 0 2 |
| 52 0 3 0 2 |
| 52 0 1 0 2 |
| 52 1 3 0 2 |
| 52 0 0 0 2 |
| 52 1 1 0 3 |
| 52 0 2 0 2 |
| 52 0 1 0 2 |
| 8 1 1 1 4 |
| 52 1 4 0 1 |
| 52 0 3 0 2 |
| 52 0 1 0 2 |
| 52 1 2 0 2 |
| 49 0 1 1 2 |
| 52 1 6 0 2 |
| 52 1 14 0 2 |
| 52 1 1 0 3 |
| 52 0 3 0 3 |
| 52 0 2 0 4 |
| 52 0 8 0 2 |
| 8 0 5 1 2 |
| 52 0 4 0 2 |
| 52 1 2 0 2 |
| 52 0 2 0 3 |
| 52 1 2 0 2 |
| 13 0 5 1 2 |
| 52 1 2 0 1 |
| 52 1 3 0 2 |
| 8 1 11 1 2 |
| 52 1 4 0 3 |
| 52 1 4 0 2 |
| 52 1 5 0 3 |
| 52 1 0 0 1 |
| 52 0 8 0 2 |
| 33 0 10 1 1 |
| 11 1 2 1 1 |
| 52 1 4 0 3 |
| 52 0 4 0 3 |
| 52 1 1 0 2 |
| 52 1 0 0 1 |
| 52 1 1 0 3 |
| 37 0 2 1 4 |
| 52 0 3 0 2 |
| 52 1 2 0 4 |
| 52 0 1 0 4 |
| 44 0 1 1 2 |
| 52 0 0 0 2 |
| 52 0 1 1 2 |
| 52 1 4 0 4 |
| 52 1 1 0 4 |
| 52 1 1 0 2 |
| 52 1 10 0 4 |
| 52 1 8 0 4 |
| 52 0 1 0 2 |
| 52 1 8 0 2 |
| 52 1 2 0 4 |
| 52 0 6 0 1 |
| 52 1 2 0 2 |
| 52 1 3 0 3 |
| 52 1 4 0 2 |
| 52 1 5 0 3 |
| 52 1 3 0 4 |
| 52 0 3 0 1 |
| 52 1 11 0 2 |
| 52 1 2 0 2 |
| 17 0 8 1 2 |
| 9 1 3 1 3 |
| 52 0 10 0 1 |
| 52 1 2 0 1 |
| 52 1 6 0 2 |
| 52 1 1 0 2 |
| 52 1 10 0 2 |
| 52 1 2 0 4 |
| 52 1 7 0 2 |
| 16 0 3 1 4 |
| 3 0 3 1 3 |
| 52 0 1 0 2 |
| 52 1 2 0 2 |
| 52 0 0 0 4 |
| 52 1 1 0 4 |
| 52 0 2 0 2 |
| 52 0 3 0 4 |
| 52 1 13 0 2 |
| 52 1 1 0 2 |
| 45 0 5 1 2 |
| 52 1 2 0 2 |
| 52 1 1 0 2 |
| 52 1 0 0 2 |
| 52 0 1 0 1 |
| 52 0 1 0 2 |
| 52 1 2 0 2 |
| 52 0 2 0 2 |
| 52 1 4 0 1 |
| 28 0 1 1 2 |
| 52 0 4 0 2 |
| 16 1 5 1 3 |
| 52 0 0 0 2 |
| 52 0 1 0 1 |
| 15 1 4 1 1 |
| 52 1 1 0 1 |
| 52 1 1 0 2 |
| 14 0 0 1 2 |
| 52 1 2 0 2 |
| 52 1 1 0 3 |
| 52 1 1 0 4 |
| 52 0 4 0 3 |
| 52 0 4 0 3 |
| 52 1 7 0 2 |
| 52 0 1 0 3 |
| 52 0 4 0 2 |
| 52 1 2 0 2 |
| 52 0 2 0 3 |
| 52 0 3 0 2 |
| 52 1 1 0 2 |
| 52 0 3 0 4 |
| 52 1 2 0 2 |
| 52 1 3 0 2 |
| 7 1 2 1 2 |
| 52 1 1 0 2 |
| 52 1 2 0 3 |
| 40 1 6 1 2 |
| 46 1 1 1 2 |
| 43 0 3 1 1 |
| 52 1 5 0 2 |
| 52 1 1 0 2 |
| 52 0 11 0 2 |
| 14 0 7 1 2 |
| 8 0 4 1 3 |
| 52 0 1 0 2 |
| 52 0 1 0 2 |
| 52 0 2 0 2 |
| 52 0 3 0 3 |
| 52 0 1 0 1 |
| 25 0 18 1 3 |
| 52 0 2 0 2 |
| 52 0 1 0 2 |
| 52 0 8 0 2 |
| 37 1 1 1 2 |
| 17 0 5 1 2 |
| 52 1 2 0 2 |
| 52 0 1 0 3 |
| 32 0 3 1 1 |
| 52 1 1 0 2 |
| 52 0 2 0 2 |
| 52 1 5 0 4 |
| 52 1 8 0 2 |
| 52 1 4 0 2 |
| 52 1 2 0 4 |
| 12 1 0 1 3 |
| 52 0 1 0 3 |
| 52 0 0 0 4 |
| 52 0 3 0 3 |
| 52 0 5 0 2 |
| 52 0 1 0 2 |
| 18 0 4 1 2 |
| 14 1 12 1 1 |
| 52 1 1 0 4 |
| 52 0 3 0 1 |
| 52 0 1 0 2 |
| 52 1 2 0 2 |
| 24 0 2 1 4 |
| 52 1 1 0 4 |
| 38 0 2 1 2 |
| 20 1 1 1 2 |
| 52 1 2 0 2 |
| 32 1 0 1 1 |
| 52 0 4 0 1 |
| 52 1 0 0 3 |
| 52 1 4 0 2 |
| 52 1 1 0 2 |
| 52 1 2 0 3 |
| 52 1 2 0 2 |
| 52 1 1 0 4 |
| 52 1 5 0 2 |
| 52 0 0 0 2 |
| 52 1 2 0 4 |
| 52 1 2 0 4 |
| 31 0 5 1 1 |
| 20 1 1 1 2 |
| 40 0 3 1 1 |
| 42 1 1 1 3 |
| 52 1 2 0 4 |
| 52 0 0 0 2 |
| 52 0 2 0 4 |
| 52 0 2 0 2 |
| 52 0 9 0 2 |
| 26 0 1 1 3 |
| 52 1 5 0 2 |
| 47 0 3 1 2 |
| 52 1 3 0 2 |
| 52 1 2 0 2 |
| 52 1 2 0 2 |
| 52 0 2 0 2 |
| 52 0 1 0 1 |
| 52 0 2 0 2 |
| 40 0 1 1 2 |
| 21 0 3 1 3 |
| 52 1 2 0 3 |
| 52 0 1 0 4 |
| 52 0 5 0 2 |
| 52 1 6 0 4 |
| 52 0 3 0 1 |
| 52 1 2 0 2 |
| 52 1 0 0 2 |
| 24 0 1 1 2 |
| 52 1 4 0 1 |
| 1 0 0 1 2 |
| 43 0 3 1 2 |
| 52 1 6 0 1 |
| 11 0 18 1 1 |
| 52 0 3 0 1 |
| 52 1 2 0 4 |
| 46 1 5 1 2 |
| 52 0 1 0 2 |
| 33 0 3 1 2 |
| 52 0 1 0 2 |
| 18 1 4 1 1 |
| 36 1 3 1 1 |
| 52 1 1 0 2 |
| 52 1 0 0 2 |
| 52 1 2 0 2 |
| 52 1 1 0 2 |
| 52 1 5 0 4 |
| 50 0 8 1 2 |
| 52 0 1 0 2 |
| 34 1 11 1 2 |
| 52 1 4 0 2 |
| 35 1 1 1 1 |
| 52 0 2 0 3 |
| 52 1 3 0 4 |
| 39 0 4 1 2 |
| 9 1 0 1 3 |
| 52 0 1 0 2 |
| 52 1 1 0 4 |
| 52 0 1 0 3 |
| 34 1 3 1 1 |
| 52 1 1 0 2 |
| 52 1 2 0 3 |
| 52 1 1 0 4 |
| 44 0 2 1 2 |
| 39 1 5 1 3 |
| 52 0 3 0 2 |
| 35 1 3 1 2 |
| 30 0 1 1 1 |
| 52 0 0 0 4 |
| 52 1 1 0 2 |
| 52 0 1 0 4 |
| 52 0 1 0 3 |
| 52 0 1 0 2 |
| 19 1 4 1 2 |
| 52 0 2 0 2 |
| 43 0 10 1 2 |
| 52 0 1 0 2 |
| 48 1 4 1 2 |
| 37 1 11 1 3 |
| 20 1 1 1 3 |
| 52 0 0 0 3 |
| 52 0 1 0 3 |
| 36 1 3 1 2 |
| 52 1 4 0 3 |
| 52 1 5 0 2 |
| 52 1 3 0 2 |
| 52 0 7 0 1 |
| 52 0 4 0 2 |
| 52 0 1 0 4 |
| 52 1 9 0 2 |
| 30 1 2 1 2 |
| 52 0 1 0 4 |
| 52 1 3 0 3 |
| 52 0 1 0 3 |
| 52 1 0 0 2 |
| 52 0 2 0 2 |
| 52 0 6 0 2 |
| 52 0 0 0 2 |
| 52 1 1 0 3 |
| 42 1 0 1 2 |
| 26 0 2 1 2 |
| 52 0 5 0 2 |
| 52 1 2 0 4 |
| 52 1 0 0 3 |
| 52 1 2 0 2 |
| 40 0 2 1 1 |
| 52 0 0 0 1 |
| 52 0 2 0 2 |
| 52 0 3 0 1 |
| 35 1 2 1 1 |
| 52 0 2 0 2 |
| 46 0 2 1 2 |
| 49 1 1 1 1 |
| 49 1 0 1 1 |
| 52 0 0 0 2 |
| 52 0 2 0 2 |
| 52 0 1 0 2 |
| 52 0 2 0 2 |
| 52 1 1 0 2 |
| 52 0 5 0 2 |
| 52 1 1 0 3 |
| 52 0 2 0 2 |
| 35 0 4 1 2 |
| 52 1 4 0 3 |
| 52 1 1 0 2 |
| 52 1 4 0 4 |
| 52 1 4 0 4 |
| 27 0 1 1 2 |
| 45 1 5 1 1 |
| 52 0 1 0 2 |
| 52 1 1 0 2 |
| 52 0 0 1 2 |
| 52 1 1 0 2 |
| 4 0 1 1 1 |
| 52 0 2 1 4 |
| 36 1 2 1 1 |
| 52 0 3 0 1 |
| 52 1 1 0 2 |
| 8 1 4 1 2 |
| 15 1 3 1 2 |
| 52 1 3 0 4 |
| 19 0 2 1 1 |
| 52 0 2 0 2 |
| 12 1 2 1 2 |
| 52 1 1 0 2 |
| 52 0 1 0 2 |
| 52 1 1 0 2 |
| 52 0 3 0 3 |
| \. |
| |
| drop table if exists coxph_out; |
| drop table if exists coxph_out_summary; |
| select coxph_train('rossi', 'coxph_out', 'week', 'ARRAY[fin, prio]', 'arrest', NULL, 'max_iter=100, tolerance=1e-8'); |
| |
| SELECT assert( |
| relative_error(coef, ARRAY[-0.39782100911,0.10374598626]) < 1e-2 AND |
| relative_error(loglikelihood, -667.48864632) < 1e-2 AND |
| relative_error(std_err, ARRAY[0.19004386046,0.026739386277]) < 1e-2 AND |
| relative_error(z_stats, ARRAY[-2.093311555,3.8798940702]) < 1e-2 AND |
| relative_error(p_values, ARRAY[0.0363213518100,0.0001045019663]) < 1e-2, |
| 'Cox-Proportional hazards (unique time of death): Wrong results' |
| ) FROM coxph_out; |
| |
| drop table if exists coxph_out; |
| drop table if exists coxph_out_summary; |
| select coxph_train('rossi', 'coxph_out', 'week', 'ARRAY[fin, prio]', 'arrest', 'age_cat', 'max_iter=100, tolerance=1e-8'); |
| |
| SELECT assert( |
| relative_error(coef, ARRAY[-0.34153528582,0.093981324]) < 1e-2 AND |
| relative_error(loglikelihood, -522.769302440094) < 1e-2 AND |
| relative_error(std_err, ARRAY[0.190199471912,0.026988079968]) < 1e-2 AND |
| relative_error(z_stats, ARRAY[-1.7956689489,3.4823271905]) < 1e-2 AND |
| relative_error(p_values, ARRAY[0.0725471830500,0.000497075935]) < 1e-2, |
| 'Cox-Proportional hazards (unique time of death): Wrong results' |
| ) FROM coxph_out; |
| |
| -- prediction -- |
| |
| CREATE TABLE sample_data ( |
| id integer NOT NULL, |
| grp double precision, |
| wbc double precision, |
| timedeath integer, |
| status boolean, |
| num integer NOT NULL |
| ); |
| |
| COPY sample_data (id, grp, wbc, timedeath, status, num) |
| FROM stdin |
| WITH DELIMITER AS ','; |
| 1, 0, 1.47, 34, t, 1 |
| 0, 0, 1.45, 35, t, 1 |
| 3, 0, 2.2000000000000002, 32, t, 1 |
| 4, 0, 1.78, 25, t, 1 |
| 5, 0, 2.5699999999999998, 23, t, 1 |
| 6, 0, 2.3199999999999998, 22, t, 1 |
| 7, 0, 2.0099999999999998, 20, t, 1 |
| 8, 0, 2.0499999999999998, 19, t, 1 |
| 9, 0, 2.1600000000000001, 17, t, 1 |
| 10, 0, 3.6000000000000001, 16, t, 1 |
| 15, 0, 2.7000000000000002, 10, t, 1 |
| 12, 0, 2.8799999999999999, 13, t, 1 |
| 19, 0, 2.3100000000000001, 6, t, 1 |
| 14, 0, 2.6000000000000001, 11, t, 1 |
| 11, 1, 2.2999999999999998, 15, t, 0 |
| 16, 0, 2.7999999999999998, 9, t, 1 |
| 13, 1, 1.5, 12, t, 0 |
| 18, 0, 4.4299999999999997, 7, t, 1 |
| 17, 1, 2.3199999999999998, 8, t, 0 |
| 20, 1, 3.4900000000000002, 5, t, 0 |
| 21, 1, 2.4199999999999999, 4, t, 0 |
| 22, 1, 4.0099999999999998, 3, t, 0 |
| 23, 1, 4.9100000000000001, 2, t, 0 |
| 24, 1, 5, 1, t, 0 |
| \. |
| |
| drop table if exists sample_cox, sample_cox_summary; |
| SELECT coxph_train('sample_data', 'sample_cox', 'timedeath', 'ARRAY[wbc]', 'status', 'grp,num'); |
| |
| drop table if exists coxph_pred_out; |
| SELECT coxph_predict('sample_cox', 'sample_data', 'id', 'coxph_pred_out', 'linear_predictors', 'overall'); |
| drop table if exists coxph_pred_out; |
| SELECT coxph_predict('sample_cox', 'sample_data', 'id', 'coxph_pred_out', 'risk', 'strata'); |
| drop table if exists coxph_pred_out; |
| SELECT coxph_predict('sample_cox', 'sample_data', 'id', 'coxph_pred_out', 'terms', 'strata'); |
| SELECT * from coxph_pred_out; |
| |
| SELECT array_agg(terms[1] order by id) FROM coxph_pred_out; |
| |
| SELECT assert(relative_error(array_agg(terms[1] order by id), |
| ARRAY[-1.95694557008923,-1.92612752961539,-0.80126905232,-1.44844790227077, |
| -0.231135303553847,-0.616360809476924,-1.09404043682154,-1.03240435587385, |
| -0.862905133267692,1.35599378084923,-0.64717884995077,0.246544323790769, |
| -1.87990046890462,-0.184908242843077,-0.0308180404738462,0.123272161895384, |
| -0.616360809476924,2.63494246051385,-0.631769829713846,1.18649455824308, |
| -0.462270607107693,1.98776361056308,3.37457543188615,3.5132566140184]) < .4, |
| 'prediction errorr while predicting terms') FROM coxph_pred_out; |
| |
| !>) |
| m4_changequote(<!`!>,<!'!>) |
