MADlib v1.0

Release Date: 2013-July-03

New Features:

• Cox Proportional Hazards:
  • Added Right Censoring support for Cox Prop Hazards
• Robust Variance Tests - Huber White:
  • Added a method of calculating robust variance statistic by utilizing the
    Huber-White sandwich estimator for linear regression, logistic regression,
    and multinomial logistic regression
  • Robust variance for linear and logistic regression also includes
    grouping support
• Clustered Sandwich Estimators:
  • Added clustered robust variance statistic by utilizing a clustered sandwich
    estimator for linear regression, logistic regression, and multinomial
    logistic regression
  • Grouping is currently not implemented for clustered and parameter is only
    a placeholder at present
• Marginal Effects Estimator:
  • Added a method for computing the marginal effects for logistic regression
    and multinomial logistic regression
  • Grouping is currently not implemented for marginal effects and the
    parameter is only a placeholder at present
• Multinomial logistic regression:
  • Added a parameter in multinomial logistic regression, to enable picking
    the reference category. Input for number of categories has been removed
    due to redundancy
• Linear regression:
  • Updated grouping columns to input as a comma delimited string rather
    than as an array
  • Resolved an issue with highly collinear data to produce results consistent
    with other statistical packages. Threshold on condition number to use an
    approximation for computing the pseudo-inverse was increased.
• Logistic regression:
  • Changed behavior to error-out if the ouput table already exists

Bug fixes:

• Summary:
  • Summary function (when used with quartiles) used high memory when number
    of column is large. This has been fixed by computing quartiles in an
    iterative manner for a fixed number of columns (Pivotal-170)
  • Fixed a problem with incorrect number of rows returned for Summary when
    all values in a column are NULL (Pivotal-171)