SQL functions for robust variance linear and logistic regression. More...
Functions | |
bytea8 | robust_linregr_transition (bytea8 state, float8 y, float8[] x, float8[] coef) |
bytea8 | robust_linregr_merge_states (bytea8 state1, bytea8 state2) |
robust_linregr_result | robust_linregr_final (bytea8 state) |
aggregate bytea8 | robust_linregr (float8 dependentVariable, float8[] independentVariables, float8[] coef) |
varchar | robust_variance_linregr (varchar message) |
varchar | robust_variance_linregr () |
void | robust_variance_linregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, varchar grouping_cols, boolean verbose_mode) |
void | robust_variance_linregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, varchar grouping_cols) |
void | robust_variance_linregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname) |
float8 [] | robust_logregr_step_transition (float8[] state, boolean y, float8[] x, float8[] coef) |
float8 [] | robust_logregr_step_merge_states (float8[] state1, float8[] state2) |
robust_logregr_result | robust_logregr_step_final (float8[] state) |
aggregate robust_logregr_result | robust_logregr (boolean dependentVariable, float8[] independentVariables, float8[] coef) |
varchar | robust_variance_logregr (varchar message) |
varchar | robust_variance_logregr () |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, varchar grouping_cols, integer max_iter, varchar optimizer, float8 tolerance, boolean verbose_mode) |
The robust logistic regression function. More... | |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer max_iter, varchar optimizer, float8 tolerance) |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer max_iter, varchar optimizer) |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer max_iter) |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols) |
void | robust_variance_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable) |
float8 [] | mlogregr_robust_step_transition (float8[] state, integer y, integer numcategories, integer ref_category, float8[] x, float8[] coef) |
float8 [] | mlogregr_robust_step_merge_states (float8[] state1, float8[] state2) |
robust_mlogregr_result | mlogregr_robust_step_final (float8[] state) |
aggregate robust_mlogregr_result | robust_mlogregr (integer dependentVariable, integer numCategories, integer ref_category, float8[] independentVariables, float8[] coef) |
varchar | robust_variance_mlogregr (varchar message) |
varchar | robust_variance_mlogregr () |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, varchar optimizer_params, boolean verbose_mode) |
Compute robust regression diagnostic statistics for multinomial logistic regression. More... | |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, varchar optimizer_params) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer max_iter, varchar optimizer, float8 tolerance, boolean verbose_mode) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer max_iter, varchar optimizer, float8 tolerance) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer max_iter, varchar optimizer) |
void | robust_variance_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer max_iter) |
robust_mlogregr_result mlogregr_robust_step_final | ( | float8 [] | state | ) |
float8 [] mlogregr_robust_step_merge_states | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] mlogregr_robust_step_transition | ( | float8 [] | state, |
integer | y, | ||
integer | numcategories, | ||
integer | ref_category, | ||
float8 [] | x, | ||
float8 [] | coef | ||
) |
aggregate bytea8 robust_linregr | ( | float8 | dependentVariable, |
float8 [] | independentVariables, | ||
float8 [] | coef | ||
) |
robust_linregr_result robust_linregr_final | ( | bytea8 | state | ) |
bytea8 robust_linregr_merge_states | ( | bytea8 | state1, |
bytea8 | state2 | ||
) |
bytea8 robust_linregr_transition | ( | bytea8 | state, |
float8 | y, | ||
float8 [] | x, | ||
float8 [] | coef | ||
) |
aggregate robust_logregr_result robust_logregr | ( | boolean | dependentVariable, |
float8 [] | independentVariables, | ||
float8 [] | coef | ||
) |
robust_logregr_result robust_logregr_step_final | ( | float8 [] | state | ) |
float8 [] robust_logregr_step_merge_states | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] robust_logregr_step_transition | ( | float8 [] | state, |
boolean | y, | ||
float8 [] | x, | ||
float8 [] | coef | ||
) |
aggregate robust_mlogregr_result robust_mlogregr | ( | integer | dependentVariable, |
integer | numCategories, | ||
integer | ref_category, | ||
float8 [] | independentVariables, | ||
float8 [] | coef | ||
) |
varchar robust_variance_linregr | ( | varchar | message | ) |
varchar robust_variance_linregr | ( | ) |
void robust_variance_linregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
varchar | grouping_cols, | ||
boolean | verbose_mode | ||
) |
void robust_variance_linregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
varchar | grouping_cols | ||
) |
void robust_variance_linregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname | ||
) |
varchar robust_variance_logregr | ( | varchar | message | ) |
varchar robust_variance_logregr | ( | ) |
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance, | ||
boolean | verbose_mode | ||
) |
source_table | String identifying the input table |
out_table | String identifying the output table to be created |
dependent_varname | Column containing the dependent variable |
independent_varname | Column containing the array of independent variables |
grouping_cols | Columns to group by. |
max_iter | Integer identifying the maximum iterations used by the logistic regression solver. Default is 20. |
optimizer | String identifying the optimizer used in the logistic regression. See the documentation in the logistic regression for the available options. Default is irls. |
tolerance | Float identifying the tolerance of the logistic regression optimizer. Default is 1e-4. |
verbose_mode | Boolean specifying if the regression fit should print any warning messages. Default is false. |
independent_varname
array to 1.std_err FLOAT8[]
- Array of huber-white standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)t_stats FLOAT8[]
- Array of t-statistics, \( \boldsymbol t \)p_values FLOAT8[]
- Array of p-values, \( \boldsymbol p \)select robust_variance_logregr(source_table, out_table, regression_type, dependentVariable, independentVariables, NULL );
select robust_variance_logregr(source_table, out_table, regression_type, dependentVariable, independentVariables, coef );
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance | ||
) |
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer | ||
) |
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer | max_iter | ||
) |
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols | ||
) |
void robust_variance_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable | ||
) |
varchar robust_variance_mlogregr | ( | varchar | message | ) |
varchar robust_variance_mlogregr | ( | ) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
varchar | optimizer_params, | ||
boolean | verbose_mode | ||
) |
– NOTICE ---------------------------------------------------------—— – All functions calling other modeling functions should be in the format: – accept a model table created by the underlying modeling function – and extract all parameters from the model table and summary table CREATE OR REPLACE FUNCTION madlib.robust_variance_mlogregr( model_table VARCHAR – name of the mlogregr model table , out_table VARCHAR – name of output table ) RETURNS VOID AS $$ PythonFunction(regress, robust_mlogistic, robust_variance_mlogregr_new) $$ LANGUAGE plpython3u; – END OF NOTICE ---------------------------------------------------------——
source_table | name of input table, VARCHAR |
out_table | name of output table, VARCHAR |
dependent_varname | dependent variable, VARCHAR |
independent_varname | independent variables, VARCHAR |
ref_category | Integer specifying the reference category. Default is 0. |
grouping_cols | grouping variables, VARCHAR. Default is NULL. Currently a placeholder. |
max_iter | Integer identifying the maximum iterations used by the logistic regression solver. Default is 20. |
optimizer | String identifying the optimizer used in the multinomial logistic regression. See the documentation in the multinomial logistic regression for the available options. Default is 'irls'. |
tolerance | Float identifying the tolerance of the multinomial logistic regression optimizer. Default is 1e-4. |
verbose_mode | Boolean specifying if the multinomial logistic regression solver should print any warnings. Currently a placeholder. |
independentVariables
array to 1.SELECT madlib.robust_variance_mlogregr( 'source_table', -- name of input table, VARCHAR 'out_table', -- name of output table, VARCHAR 'dependent_varname', -- dependent variable, VARCHAR 'independent_varname', -- independent variables, VARCHAR ref_category, -- [OPTIONAL] Integer specifying the reference category. Default is 0. 'grouping_cols', -- [OPTIONAL] grouping variables, VARCHAR. Default is NULL. max_iter, -- [OPTIONAL] Integer identifying the maximum iterations used by the logistic regression solver. Default is 20. 'optimizer', -- [OPTIONAL] String identifying the optimizer used in the multinomial logistic regression. See the documentation in the multinomial logistic regression for the available options. Default is irls. tolerance, -- [OPTIONAL] Float identifying the tolerance of the multinomial logistic regression optimizer. Default is 1e-4. verbose_mode -- [OPTIONAL] Boolean specifying if the regression fit should print any warning messages. Default is false. );
ref_category INTEGER
- The reference categorycoef FLOAT8[]
- The coefficients for the regressionstd_err FLOAT8[]
- Array of huber-white standard errors,z_stats FLOAT8[]
- Array of Wald z-statistics,p_values FLOAT8[]
- Array of p-values, void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
varchar | optimizer_params | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance, | ||
boolean | verbose_mode | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer | max_iter, | ||
varchar | optimizer | ||
) |
void robust_variance_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer | max_iter | ||
) |