srikris/madlib — pull request #1 by srikris (2012-08-06 19:50:05+00:00)
Title: Cox prop

Added the cox-proportional hazards module. Newton method solver which computes the gradient and hessian information as an ordered aggregate.

More work can be done to make the code go faster.

Todo list:
Work on an implementation which computes some of the temporary states using a temporary table.
Deal with two objects with the same end time.