1 /* PSPP - a program for statistical analysis.
2 Copyright (C) 2010, 2011 Free Software Foundation, Inc.
4 This program is free software: you can redistribute it and/or modify
5 it under the terms of the GNU General Public License as published by
6 the Free Software Foundation, either version 3 of the License, or
7 (at your option) any later version.
9 This program is distributed in the hope that it will be useful,
10 but WITHOUT ANY WARRANTY; without even the implied warranty of
11 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
12 GNU General Public License for more details.
14 You should have received a copy of the GNU General Public License
15 along with this program. If not, see <http://www.gnu.org/licenses/>. */
19 #include <gsl/gsl_cdf.h>
20 #include <gsl/gsl_matrix.h>
23 #include "data/case.h"
24 #include "data/casegrouper.h"
25 #include "data/casereader.h"
26 #include "data/dataset.h"
27 #include "data/dictionary.h"
28 #include "data/format.h"
29 #include "data/value.h"
30 #include "language/command.h"
31 #include "language/dictionary/split-file.h"
32 #include "language/lexer/lexer.h"
33 #include "language/lexer/value-parser.h"
34 #include "language/lexer/variable-parser.h"
35 #include "libpspp/ll.h"
36 #include "libpspp/message.h"
37 #include "libpspp/misc.h"
38 #include "libpspp/taint.h"
39 #include "linreg/sweep.h"
40 #include "math/categoricals.h"
41 #include "math/covariance.h"
42 #include "math/interaction.h"
43 #include "math/moments.h"
44 #include "output/tab.h"
47 #define _(msgid) gettext (msgid)
52 const struct variable **dep_vars;
55 const struct variable **factor_vars;
57 size_t n_interactions;
58 struct interaction **interactions;
60 enum mv_class exclude;
62 /* The weight variable */
63 const struct variable *wv;
65 const struct dictionary *dict;
75 struct moments *totals;
77 struct categoricals *cats;
80 Sums of squares due to different variables. Element 0 is the SSE
81 for the entire model. For i > 0, element i is the SS due to
87 static void output_glm (const struct glm_spec *,
88 const struct glm_workspace *ws);
89 static void run_glm (struct glm_spec *cmd, struct casereader *input,
90 const struct dataset *ds);
93 static bool parse_design_spec (struct lexer *lexer, struct glm_spec *glm);
97 cmd_glm (struct lexer *lexer, struct dataset *ds)
100 struct const_var_set *factors = NULL;
103 glm.dict = dataset_dict (ds);
105 glm.n_factor_vars = 0;
106 glm.n_interactions = 0;
107 glm.interactions = NULL;
109 glm.factor_vars = NULL;
110 glm.exclude = MV_ANY;
111 glm.intercept = true;
112 glm.wv = dict_get_weight (glm.dict);
115 if (!parse_variables_const (lexer, glm.dict,
116 &glm.dep_vars, &glm.n_dep_vars,
117 PV_NO_DUPLICATE | PV_NUMERIC))
120 lex_force_match (lexer, T_BY);
122 if (!parse_variables_const (lexer, glm.dict,
123 &glm.factor_vars, &glm.n_factor_vars,
124 PV_NO_DUPLICATE | PV_NUMERIC))
127 if (glm.n_dep_vars > 1)
129 msg (ME, _("Multivariate analysis is not yet implemented"));
134 const_var_set_create_from_array (glm.factor_vars, glm.n_factor_vars);
136 while (lex_token (lexer) != T_ENDCMD)
138 lex_match (lexer, T_SLASH);
140 if (lex_match_id (lexer, "MISSING"))
142 lex_match (lexer, T_EQUALS);
143 while (lex_token (lexer) != T_ENDCMD
144 && lex_token (lexer) != T_SLASH)
146 if (lex_match_id (lexer, "INCLUDE"))
148 glm.exclude = MV_SYSTEM;
150 else if (lex_match_id (lexer, "EXCLUDE"))
152 glm.exclude = MV_ANY;
156 lex_error (lexer, NULL);
161 else if (lex_match_id (lexer, "INTERCEPT"))
163 lex_match (lexer, T_EQUALS);
164 while (lex_token (lexer) != T_ENDCMD
165 && lex_token (lexer) != T_SLASH)
167 if (lex_match_id (lexer, "INCLUDE"))
169 glm.intercept = true;
171 else if (lex_match_id (lexer, "EXCLUDE"))
173 glm.intercept = false;
177 lex_error (lexer, NULL);
182 else if (lex_match_id (lexer, "CRITERIA"))
184 lex_match (lexer, T_EQUALS);
185 if (lex_match_id (lexer, "ALPHA"))
187 if (lex_force_match (lexer, T_LPAREN))
189 if (! lex_force_num (lexer))
191 lex_error (lexer, NULL);
195 glm.alpha = lex_number (lexer);
197 if ( ! lex_force_match (lexer, T_RPAREN))
199 lex_error (lexer, NULL);
206 lex_error (lexer, NULL);
210 else if (lex_match_id (lexer, "METHOD"))
212 lex_match (lexer, T_EQUALS);
213 if ( !lex_force_match_id (lexer, "SSTYPE"))
215 lex_error (lexer, NULL);
219 if ( ! lex_force_match (lexer, T_LPAREN))
221 lex_error (lexer, NULL);
225 if ( ! lex_force_int (lexer))
227 lex_error (lexer, NULL);
231 if (3 != lex_integer (lexer))
233 msg (ME, _("Only type 3 sum of squares are currently implemented"));
239 if ( ! lex_force_match (lexer, T_RPAREN))
241 lex_error (lexer, NULL);
245 else if (lex_match_id (lexer, "DESIGN"))
247 lex_match (lexer, T_EQUALS);
249 if (! parse_design_spec (lexer, &glm))
252 if ( glm.n_interactions == 0)
254 msg (ME, _("One or more design variables must be given"));
262 lex_error (lexer, NULL);
269 lex_error (lexer, _("/DESIGN is mandatory in GLM"));
274 struct casegrouper *grouper;
275 struct casereader *group;
278 grouper = casegrouper_create_splits (proc_open (ds), glm.dict);
279 while (casegrouper_get_next_group (grouper, &group))
280 run_glm (&glm, group, ds);
281 ok = casegrouper_destroy (grouper);
282 ok = proc_commit (ds) && ok;
285 const_var_set_destroy (factors);
286 free (glm.factor_vars);
287 for (i = 0 ; i < glm.n_interactions; ++i)
288 interaction_destroy (glm.interactions[i]);
289 free (glm.interactions);
297 const_var_set_destroy (factors);
298 free (glm.factor_vars);
299 for (i = 0 ; i < glm.n_interactions; ++i)
300 interaction_destroy (glm.interactions[i]);
302 free (glm.interactions);
308 static void get_ssq (struct covariance *, gsl_vector *,
309 const struct glm_spec *);
312 not_dropped (size_t j, size_t * dropped, size_t n_dropped)
316 for (i = 0; i < n_dropped; i++)
325 get_ssq (struct covariance *cov, gsl_vector * ssq, const struct glm_spec *cmd)
327 const struct variable **vars;
328 gsl_matrix *small_cov = NULL;
329 gsl_matrix *cm = covariance_calculate_unnormalized (cov);
338 dropped = xcalloc (covariance_dim (cov), sizeof (*dropped));
339 vars = xcalloc (covariance_dim (cov), sizeof (*vars));
340 covariance_get_var_indices (cov, vars);
342 for (k = 0; k < cmd->n_interactions; k++)
345 for (i = 1; i < covariance_dim (cov); i++)
347 if (vars[i] == cmd->interactions[k]->vars[0])
349 assert (n_dropped < covariance_dim (cov));
350 dropped[n_dropped++] = i;
354 gsl_matrix_alloc (cm->size1 - n_dropped, cm->size2 - n_dropped);
355 gsl_matrix_set (small_cov, 0, 0, gsl_matrix_get (cm, 0, 0));
358 for (i = 0; i < cm->size1; i++)
360 if (not_dropped (i, dropped, n_dropped))
363 for (j = 0; j < cm->size2; j++)
365 if (not_dropped (j, dropped, n_dropped))
367 gsl_matrix_set (small_cov, n, m,
368 gsl_matrix_get (cm, i, j));
375 reg_sweep (small_cov, 0);
376 gsl_vector_set (ssq, k + 1,
377 gsl_matrix_get (small_cov, 0, 0)
378 - gsl_vector_get (ssq, 0));
379 gsl_matrix_free (small_cov);
384 gsl_matrix_free (cm);
387 //static void dump_matrix (const gsl_matrix *m);
390 run_glm (struct glm_spec *cmd, struct casereader *input,
391 const struct dataset *ds)
393 bool warn_bad_weight = true;
396 struct dictionary *dict = dataset_dict (ds);
397 struct casereader *reader;
400 struct glm_workspace ws;
401 struct covariance *cov;
403 ws.cats = categoricals_create (cmd->interactions, cmd->n_interactions,
404 cmd->wv, cmd->exclude,
405 NULL, NULL, NULL, NULL);
407 cov = covariance_2pass_create (cmd->n_dep_vars, cmd->dep_vars,
408 ws.cats, cmd->wv, cmd->exclude);
411 c = casereader_peek (input, 0);
414 casereader_destroy (input);
417 output_split_file_values (ds, c);
420 taint = taint_clone (casereader_get_taint (input));
422 ws.totals = moments_create (MOMENT_VARIANCE);
424 for (reader = casereader_clone (input);
425 (c = casereader_read (reader)) != NULL; case_unref (c))
427 double weight = dict_get_case_weight (dict, c, &warn_bad_weight);
429 for (v = 0; v < cmd->n_dep_vars; ++v)
430 moments_pass_one (ws.totals, case_data (c, cmd->dep_vars[v])->f,
433 covariance_accumulate_pass1 (cov, c);
435 casereader_destroy (reader);
437 categoricals_done (ws.cats);
440 (c = casereader_read (reader)) != NULL; case_unref (c))
442 double weight = dict_get_case_weight (dict, c, &warn_bad_weight);
444 for (v = 0; v < cmd->n_dep_vars; ++v)
445 moments_pass_two (ws.totals, case_data (c, cmd->dep_vars[v])->f,
448 covariance_accumulate_pass2 (cov, c);
450 casereader_destroy (reader);
453 gsl_matrix *cm = covariance_calculate_unnormalized (cov);
457 ws.total_ssq = gsl_matrix_get (cm, 0, 0);
462 Store the overall SSE.
464 ws.ssq = gsl_vector_alloc (cm->size1);
465 gsl_vector_set (ws.ssq, 0, gsl_matrix_get (cm, 0, 0));
466 get_ssq (cov, ws.ssq, cmd);
469 gsl_matrix_free (cm);
472 if (!taint_has_tainted_successor (taint))
473 output_glm (cmd, &ws);
475 gsl_vector_free (ws.ssq);
477 covariance_destroy (cov);
478 moments_destroy (ws.totals);
480 taint_destroy (taint);
484 output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
486 const struct fmt_spec *wfmt =
487 cmd->wv ? var_get_print_format (cmd->wv) : &F_8_0;
489 double n_total, mean;
490 double df_corr = 0.0;
495 const int heading_columns = 1;
496 const int heading_rows = 1;
500 int nr = heading_rows + 4 + cmd->n_interactions;
504 t = tab_create (nc, nr);
505 tab_title (t, _("Tests of Between-Subjects Effects"));
507 tab_headers (t, heading_columns, 0, heading_rows, 0);
509 tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, nc - 1, nr - 1);
511 tab_hline (t, TAL_2, 0, nc - 1, heading_rows);
512 tab_vline (t, TAL_2, heading_columns, 0, nr - 1);
514 tab_text (t, 0, 0, TAB_CENTER | TAT_TITLE, _("Source"));
516 /* TRANSLATORS: The parameter is a roman numeral */
517 tab_text_format (t, 1, 0, TAB_CENTER | TAT_TITLE,
518 _("Type %s Sum of Squares"), "III");
519 tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("df"));
520 tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Mean Square"));
521 tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("F"));
522 tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("Sig."));
524 moments_calculate (ws->totals, &n_total, &mean, NULL, NULL, NULL);
529 for (f = 0; f < cmd->n_interactions; ++f)
530 df_corr += categoricals_n_count (ws->cats, f) - 1.0;
532 mse = gsl_vector_get (ws->ssq, 0) / (n_total - df_corr);
535 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Model"));
541 const double intercept = pow2 (mean * n_total) / n_total;
542 const double df = 1.0;
543 const double F = intercept / df / mse;
544 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Intercept"));
545 tab_double (t, 1, r, 0, intercept, NULL);
546 tab_double (t, 2, r, 0, 1.00, wfmt);
547 tab_double (t, 3, r, 0, intercept / df, NULL);
548 tab_double (t, 4, r, 0, F, NULL);
549 tab_double (t, 5, r, 0, gsl_cdf_fdist_Q (F, df, n_total - df_corr),
554 for (f = 0; f < cmd->n_interactions; ++f)
556 struct string str = DS_EMPTY_INITIALIZER;
557 const double df = categoricals_n_count (ws->cats, f) - 1.0;
558 const double ssq = gsl_vector_get (ws->ssq, f + 1);
559 const double F = ssq / df / mse;
560 interaction_to_string (cmd->interactions[f], &str);
561 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, ds_cstr (&str));
564 tab_double (t, 1, r, 0, ssq, NULL);
565 tab_double (t, 2, r, 0, df, wfmt);
566 tab_double (t, 3, r, 0, ssq / df, NULL);
567 tab_double (t, 4, r, 0, F, NULL);
569 tab_double (t, 5, r, 0, gsl_cdf_fdist_Q (F, df, n_total - df_corr),
575 /* Corrected Model */
576 const double df = df_corr - 1.0;
577 const double ssq = ws->total_ssq - gsl_vector_get (ws->ssq, 0);
578 const double F = ssq / df / mse;
579 tab_double (t, 1, heading_rows, 0, ssq, NULL);
580 tab_double (t, 2, heading_rows, 0, df, wfmt);
581 tab_double (t, 3, heading_rows, 0, ssq / df, NULL);
582 tab_double (t, 4, heading_rows, 0, F, NULL);
584 tab_double (t, 5, heading_rows, 0,
585 gsl_cdf_fdist_Q (F, df, n_total - df_corr), NULL);
589 const double df = n_total - df_corr;
590 const double ssq = gsl_vector_get (ws->ssq, 0);
591 const double mse = ssq / df;
592 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Error"));
593 tab_double (t, 1, r, 0, ssq, NULL);
594 tab_double (t, 2, r, 0, df, wfmt);
595 tab_double (t, 3, r++, 0, mse, NULL);
600 const double intercept = pow2 (mean * n_total) / n_total;
601 const double ssq = intercept + ws->total_ssq;
603 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Total"));
604 tab_double (t, 1, r, 0, ssq, NULL);
605 tab_double (t, 2, r, 0, n_total, wfmt);
610 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Total"));
613 tab_double (t, 1, r, 0, ws->total_ssq, NULL);
614 tab_double (t, 2, r, 0, n_total - 1.0, wfmt);
621 dump_matrix (const gsl_matrix * m)
624 for (i = 0; i < m->size1; ++i)
626 for (j = 0; j < m->size2; ++j)
628 double x = gsl_matrix_get (m, i, j);
641 If the match succeeds, the variable will be placed in VAR.
642 Returns true if successful */
644 lex_match_variable (struct lexer *lexer, const struct glm_spec *glm, const struct variable **var)
646 if (lex_token (lexer) != T_ID)
649 *var = parse_variable_const (lexer, glm->dict);
656 /* An interaction is a variable followed by {*, BY} followed by an interaction */
658 parse_design_interaction (struct lexer *lexer, struct glm_spec *glm, struct interaction **iact)
660 const struct variable *v = NULL;
663 switch (lex_next_token (lexer, 1))
677 if (! lex_match_variable (lexer, glm, &v))
679 interaction_destroy (*iact);
687 *iact = interaction_create (v);
689 interaction_add_variable (*iact, v);
691 if ( lex_match (lexer, T_ASTERISK) || lex_match (lexer, T_BY))
693 // lex_error (lexer, "Interactions are not yet implemented"); return false;
694 return parse_design_interaction (lexer, glm, iact);
701 parse_nested_variable (struct lexer *lexer, struct glm_spec *glm)
703 const struct variable *v = NULL;
704 if ( ! lex_match_variable (lexer, glm, &v))
707 if (lex_match (lexer, T_LPAREN))
709 if ( ! parse_nested_variable (lexer, glm))
712 if ( ! lex_force_match (lexer, T_RPAREN))
716 lex_error (lexer, "Nested variables are not yet implemented"); return false;
720 /* A design term is an interaction OR a nested variable */
722 parse_design_term (struct lexer *lexer, struct glm_spec *glm)
724 struct interaction *iact = NULL;
725 if (parse_design_interaction (lexer, glm, &iact))
727 /* Interaction parsing successful. Add to list of interactions */
728 glm->interactions = xrealloc (glm->interactions, sizeof *glm->interactions * ++glm->n_interactions);
729 glm->interactions[glm->n_interactions - 1] = iact;
733 if ( parse_nested_variable (lexer, glm))
741 /* Parse a complete DESIGN specification.
742 A design spec is a design term, optionally followed by a comma,
743 and another design spec.
746 parse_design_spec (struct lexer *lexer, struct glm_spec *glm)
748 if (lex_token (lexer) == T_ENDCMD || lex_token (lexer) == T_SLASH)
751 if ( ! parse_design_term (lexer, glm))
754 lex_match (lexer, T_COMMA);
756 return parse_design_spec (lexer, glm);