/*
STATISTICS subcommand output functions.
*/
-static void reg_stats_r (linreg *);
-static void reg_stats_coeff (linreg *);
-static void reg_stats_anova (linreg *);
-static void reg_stats_outs (linreg *);
-static void reg_stats_zpp (linreg *);
-static void reg_stats_label (linreg *);
-static void reg_stats_sha (linreg *);
-static void reg_stats_ci (linreg *);
-static void reg_stats_f (linreg *);
-static void reg_stats_bcov (linreg *);
-static void reg_stats_ses (linreg *);
-static void reg_stats_xtx (linreg *);
-static void reg_stats_collin (linreg *);
-static void reg_stats_tol (linreg *);
-static void reg_stats_selection (linreg *);
-static void statistics_keyword_output (void (*)(linreg *),
- int, linreg *);
+static void reg_stats_r (linreg *, void *);
+static void reg_stats_coeff (linreg *, void *);
+static void reg_stats_anova (linreg *, void *);
+static void reg_stats_outs (linreg *, void *);
+static void reg_stats_zpp (linreg *, void *);
+static void reg_stats_label (linreg *, void *);
+static void reg_stats_sha (linreg *, void *);
+static void reg_stats_ci (linreg *, void *);
+static void reg_stats_f (linreg *, void *);
+static void reg_stats_bcov (linreg *, void *);
+static void reg_stats_ses (linreg *, void *);
+static void reg_stats_xtx (linreg *, void *);
+static void reg_stats_collin (linreg *, void *);
+static void reg_stats_tol (linreg *, void *);
+static void reg_stats_selection (linreg *, void *);
+static void statistics_keyword_output (void (*)(linreg *, void *),
+ int, linreg *, void *);
static void
-reg_stats_r (linreg * c)
+reg_stats_r (linreg *c, void *aux UNUSED)
{
struct tab_table *t;
int n_rows = 2;
double std_error;
assert (c != NULL);
- rsq = c->ssm / c->sst;
- adjrsq = 1.0 - (1.0 - rsq) * (c->n_obs - 1.0) / (c->n_obs - c->n_indeps);
+ rsq = linreg_ssreg (c) / linreg_sst (c);
+ adjrsq = 1.0 - (1.0 - rsq) * (linreg_n_obs (c) - 1.0) / (linreg_n_obs (c) - linreg_n_coeffs (c));
std_error = sqrt (linreg_mse (c));
t = tab_create (n_cols, n_rows, 0);
tab_dim (t, tab_natural_dimensions, NULL);
Table showing estimated regression coefficients.
*/
static void
-reg_stats_coeff (linreg * c)
+reg_stats_coeff (linreg * c, void *aux_)
{
size_t j;
int n_cols = 7;
struct tab_table *t;
assert (c != NULL);
- n_rows = c->n_coeffs + 3;
+ gsl_matrix *cov = (gsl_matrix *) aux_;
+ n_rows = linreg_n_coeffs (c) + 3;
t = tab_create (n_cols, n_rows, 0);
tab_headers (t, 2, 0, 1, 0);
Standardized coefficient, i.e., regression coefficient
if all variables had unit variance.
*/
- beta = sqrt (gsl_matrix_get (linreg_cov (c), j, j));
- beta *= linreg_coeff (c, j) / c->depvar_std;
+ beta = sqrt (gsl_matrix_get (cov, j, j));
+ beta *= linreg_coeff (c, j) /
+ sqrt (gsl_matrix_get (cov, cov->size1 - 1, cov->size2 - 1));
tab_double (t, 4, this_row, 0, beta, NULL);
/*
Display the ANOVA table.
*/
static void
-reg_stats_anova (linreg * c)
+reg_stats_anova (linreg * c, void *aux UNUSED)
{
int n_cols = 7;
int n_rows = 4;
tab_text (t, 1, 3, TAB_LEFT | TAT_TITLE, _("Total"));
/* Sums of Squares */
- tab_double (t, 2, 1, 0, c->ssm, NULL);
- tab_double (t, 2, 3, 0, c->sst, NULL);
- tab_double (t, 2, 2, 0, c->sse, NULL);
+ tab_double (t, 2, 1, 0, linreg_ssreg (c), NULL);
+ tab_double (t, 2, 3, 0, linreg_sst (c), NULL);
+ tab_double (t, 2, 2, 0, linreg_sse (c), NULL);
/* Degrees of freedom */
}
static void
-reg_stats_outs (linreg * c)
+reg_stats_outs (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_zpp (linreg * c)
+reg_stats_zpp (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_label (linreg * c)
+reg_stats_label (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_sha (linreg * c)
+reg_stats_sha (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_ci (linreg * c)
+reg_stats_ci (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_f (linreg * c)
+reg_stats_f (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_bcov (linreg * c)
+reg_stats_bcov (linreg * c, void *aux UNUSED)
{
int n_cols;
int n_rows;
tab_submit (t);
}
static void
-reg_stats_ses (linreg * c)
+reg_stats_ses (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_xtx (linreg * c)
+reg_stats_xtx (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_collin (linreg * c)
+reg_stats_collin (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_tol (linreg * c)
+reg_stats_tol (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-reg_stats_selection (linreg * c)
+reg_stats_selection (linreg * c, void *aux UNUSED)
{
assert (c != NULL);
}
static void
-statistics_keyword_output (void (*function) (linreg *),
- int keyword, linreg * c)
+statistics_keyword_output (void (*function) (linreg *, void *),
+ int keyword, linreg * c, void *aux)
{
if (keyword)
{
- (*function) (c);
+ (*function) (c, aux);
}
}
static void
-subcommand_statistics (int *keywords, linreg * c)
+subcommand_statistics (int *keywords, linreg * c, void *aux)
{
/*
The order here must match the order in which the STATISTICS
keywords[r] = 1;
}
}
- statistics_keyword_output (reg_stats_r, keywords[r], c);
- statistics_keyword_output (reg_stats_anova, keywords[anova], c);
- statistics_keyword_output (reg_stats_coeff, keywords[coeff], c);
- statistics_keyword_output (reg_stats_outs, keywords[outs], c);
- statistics_keyword_output (reg_stats_zpp, keywords[zpp], c);
- statistics_keyword_output (reg_stats_label, keywords[label], c);
- statistics_keyword_output (reg_stats_sha, keywords[sha], c);
- statistics_keyword_output (reg_stats_ci, keywords[ci], c);
- statistics_keyword_output (reg_stats_f, keywords[f], c);
- statistics_keyword_output (reg_stats_bcov, keywords[bcov], c);
- statistics_keyword_output (reg_stats_ses, keywords[ses], c);
- statistics_keyword_output (reg_stats_xtx, keywords[xtx], c);
- statistics_keyword_output (reg_stats_collin, keywords[collin], c);
- statistics_keyword_output (reg_stats_tol, keywords[tol], c);
- statistics_keyword_output (reg_stats_selection, keywords[selection], c);
+ statistics_keyword_output (reg_stats_r, keywords[r], c, aux);
+ statistics_keyword_output (reg_stats_anova, keywords[anova], c, aux);
+ statistics_keyword_output (reg_stats_coeff, keywords[coeff], c, aux);
+ statistics_keyword_output (reg_stats_outs, keywords[outs], c, aux);
+ statistics_keyword_output (reg_stats_zpp, keywords[zpp], c, aux);
+ statistics_keyword_output (reg_stats_label, keywords[label], c, aux);
+ statistics_keyword_output (reg_stats_sha, keywords[sha], c, aux);
+ statistics_keyword_output (reg_stats_ci, keywords[ci], c, aux);
+ statistics_keyword_output (reg_stats_f, keywords[f], c, aux);
+ statistics_keyword_output (reg_stats_bcov, keywords[bcov], c, aux);
+ statistics_keyword_output (reg_stats_ses, keywords[ses], c, aux);
+ statistics_keyword_output (reg_stats_xtx, keywords[xtx], c, aux);
+ statistics_keyword_output (reg_stats_collin, keywords[collin], c, aux);
+ statistics_keyword_output (reg_stats_tol, keywords[tol], c, aux);
+ statistics_keyword_output (reg_stats_selection, keywords[selection], c, aux);
}
/*
fill_covariance (gsl_matrix *cov, struct covariance *all_cov,
const struct variable **vars,
size_t n_vars, const struct variable *dep_var,
- const struct variable **all_vars, size_t n_all_vars)
+ const struct variable **all_vars, size_t n_all_vars,
+ double *means)
{
size_t i;
size_t j;
- size_t k = 0;
size_t dep_subscript;
size_t *rows;
const gsl_matrix *ssizes;
const gsl_matrix *cm;
+ const gsl_matrix *mean_matrix;
+ const gsl_matrix *ssize_matrix;
double result = 0.0;
- cm = covariance_calculate (all_cov);
+ cm = covariance_calculate_unnormalized (all_cov);
rows = xnmalloc (cov->size1 - 1, sizeof (*rows));
for (i = 0; i < n_all_vars; i++)
{
- for (j = k; j < n_vars; j++)
+ for (j = 0; j < n_vars; j++)
{
if (vars[j] == all_vars[i])
{
- if (vars[j] != dep_var)
- {
- rows[j] = i;
- }
- else
- {
- dep_subscript = i;
- }
- k++;
- break;
+ rows[j] = i;
}
}
+ if (all_vars[i] == dep_var)
+ {
+ dep_subscript = i;
+ }
}
+ mean_matrix = covariance_moments (all_cov, MOMENT_MEAN);
+ ssize_matrix = covariance_moments (all_cov, MOMENT_NONE);
for (i = 0; i < cov->size1 - 1; i++)
{
+ means[i] = gsl_matrix_get (mean_matrix, rows[i], 0)
+ / gsl_matrix_get (ssize_matrix, rows[i], 0);
for (j = 0; j < cov->size2 - 1; j++)
{
gsl_matrix_set (cov, i, j, gsl_matrix_get (cm, rows[i], rows[j]));
gsl_matrix_set (cov, j, i, gsl_matrix_get (cm, rows[j], rows[i]));
}
}
+ means[cov->size1 - 1] = gsl_matrix_get (mean_matrix, dep_subscript, 0)
+ / gsl_matrix_get (ssize_matrix, dep_subscript, 0);
ssizes = covariance_moments (all_cov, MOMENT_NONE);
result = gsl_matrix_get (ssizes, dep_subscript, rows[0]);
for (i = 0; i < cov->size1 - 1; i++)
result = gsl_matrix_get (ssizes, rows[i], dep_subscript);
}
}
+ gsl_matrix_set (cov, cov->size1 - 1, cov->size1 - 1,
+ gsl_matrix_get (cm, dep_subscript, dep_subscript));
free (rows);
return result;
}
int n_indep = 0;
int k;
double n_data;
+ double *means;
struct ccase *c;
struct covariance *cov;
const struct variable **vars;
dict_get_vars (dict, &v_variables, &n_variables, 0);
}
vars = xnmalloc (n_variables, sizeof (*vars));
+ means = xnmalloc (n_variables, sizeof (*means));
cov = covariance_1pass_create (n_variables, v_variables,
dict_get_weight (dict), MV_ANY);
this_cm = gsl_matrix_alloc (n_indep + 1, n_indep + 1);
n_data = fill_covariance (this_cm, cov, vars, n_indep,
- dep_var, v_variables, n_variables);
+ dep_var, v_variables, n_variables, means);
models[k] = linreg_alloc (dep_var, (const struct variable **) vars,
n_data, n_indep);
models[k]->depvar = dep_var;
-
+ for (i = 0; i < n_indep; i++)
+ {
+ linreg_set_indep_variable_mean (models[k], i, means[i]);
+ }
+ linreg_set_depvar_mean (models[k], means[i]);
/*
For large data sets, use QR decomposition.
*/
if (!taint_has_tainted_successor (casereader_get_taint (input)))
{
- subcommand_statistics (cmd->a_statistics, models[k]);
+ subcommand_statistics (cmd->a_statistics, models[k], this_cm);
}
}
else
models[k] = NULL;
}
}
-
+
casereader_destroy (reader);
free (vars);
+ free (means);
casereader_destroy (input);
covariance_destroy (cov);
projects / pspp-builds.git / blobdiff