#include <gsl/gsl_matrix.h>
#include "alloc.h"
#include "case.h"
+#include "casefile.h"
+#include "cat.h"
+#include "cat-routines.h"
+#include "command.h"
+#include "design-matrix.h"
#include "dictionary.h"
+#include "error.h"
#include "file-handle.h"
-#include "command.h"
+#include "gettext.h"
#include "lexer.h"
+#include <linreg/pspp_linreg.h>
+#include "missing-values.h"
+#include "regression_export.h"
#include "tab.h"
+#include "value-labels.h"
#include "var.h"
#include "vfm.h"
-#include "casefile.h"
-#include <linreg/pspp_linreg.h>
-#include "cat.h"
-/* (headers) */
+#define REG_LARGE_DATA 1000
+
+/* (headers) */
/* (specification)
"REGRESSION" (regression_):
f,
defaults,
all;
+ export=custom;
^dependent=varlist;
- ^method=enter.
+ method=enter.
*/
/* (declarations) */
/* (functions) */
*/
size_t *indep_vars;
-static void run_regression( const struct casefile * );
+/*
+ File where the model will be saved if the EXPORT subcommand
+ is given.
+ */
+struct file_handle *model_file;
+
+/*
+ Return value for the procedure.
+ */
+int pspp_reg_rc = CMD_SUCCESS;
+
+static void run_regression (const struct casefile *, void *);
+
/*
STATISTICS subcommand output functions.
*/
static void reg_stats_r (pspp_linreg_cache *);
static void reg_stats_coeff (pspp_linreg_cache *);
static void reg_stats_anova (pspp_linreg_cache *);
-static void reg_stats_outs(pspp_linreg_cache *);
+static void reg_stats_outs (pspp_linreg_cache *);
static void reg_stats_zpp (pspp_linreg_cache *);
static void reg_stats_label (pspp_linreg_cache *);
static void reg_stats_sha (pspp_linreg_cache *);
static void reg_stats_ci (pspp_linreg_cache *);
static void reg_stats_f (pspp_linreg_cache *);
-static void reg_stats_bcov(pspp_linreg_cache *);
+static void reg_stats_bcov (pspp_linreg_cache *);
static void reg_stats_ses (pspp_linreg_cache *);
static void reg_stats_xtx (pspp_linreg_cache *);
-static void reg_stats_collin(pspp_linreg_cache *);
+static void reg_stats_collin (pspp_linreg_cache *);
static void reg_stats_tol (pspp_linreg_cache *);
-static void reg_stats_selection(pspp_linreg_cache *);
-static void statistics_keyword_output ( void (*) (pspp_linreg_cache *),
- int, pspp_linreg_cache *);
+static void reg_stats_selection (pspp_linreg_cache *);
+static void statistics_keyword_output (void (*)(pspp_linreg_cache *),
+ int, pspp_linreg_cache *);
static void
-reg_stats_r (pspp_linreg_cache *c)
+reg_stats_r (pspp_linreg_cache * c)
{
- return 0;
+ struct tab_table *t;
+ int n_rows = 2;
+ int n_cols = 5;
+ double rsq;
+ double adjrsq;
+ 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);
+ std_error = sqrt ((c->n_indeps - 1.0) / (c->n_obs - 1.0));
+ t = tab_create (n_cols, n_rows, 0);
+ tab_dim (t, tab_natural_dimensions);
+ tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
+ tab_hline (t, TAL_2, 0, n_cols - 1, 1);
+ tab_vline (t, TAL_2, 2, 0, n_rows - 1);
+ tab_vline (t, TAL_0, 1, 0, 0);
+
+ tab_text (t, 1, 0, TAB_CENTER | TAT_TITLE, _("R"));
+ tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("R Square"));
+ tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Adjusted R Square"));
+ tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Std. Error of the Estimate"));
+ tab_float (t, 1, 1, TAB_RIGHT, sqrt (rsq), 10, 2);
+ tab_float (t, 2, 1, TAB_RIGHT, rsq, 10, 2);
+ tab_float (t, 3, 1, TAB_RIGHT, adjrsq, 10, 2);
+ tab_float (t, 4, 1, TAB_RIGHT, std_error, 10, 2);
+ tab_title (t, 0, _("Model Summary"));
+ tab_submit (t);
}
+
/*
Table showing estimated regression coefficients.
*/
static void
-reg_stats_coeff (pspp_linreg_cache *c)
+reg_stats_coeff (pspp_linreg_cache * c)
{
size_t i;
size_t j;
double std_err;
double beta;
const char *label;
+ char *tmp;
+ const struct variable *v;
+ const union value *val;
+ const char *val_s;
struct tab_table *t;
-
- n_rows = 2 + c->param_estimates->size;
+
+ assert (c != NULL);
+ tmp = xnmalloc (MAX_STRING, sizeof (*tmp));
+ n_rows = c->n_coeffs + 2;
+
t = tab_create (n_cols, n_rows, 0);
tab_headers (t, 2, 0, 1, 0);
- tab_dim( t, tab_natural_dimensions);
- tab_box ( t, TAL_2, TAL_2, -1, TAL_1, 0, 0,
- n_cols - 1, n_rows - 1);
- tab_hline (t, TAL_2, 0, n_cols - 1, 1 );
+ tab_dim (t, tab_natural_dimensions);
+ tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
+ tab_hline (t, TAL_2, 0, n_cols - 1, 1);
tab_vline (t, TAL_2, 2, 0, n_rows - 1);
tab_vline (t, TAL_0, 1, 0, 0);
tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(Constant)"));
- coeff = gsl_vector_get ( c->param_estimates, 0);
- tab_float ( t, 2, 1, 0, coeff, 10, 2 );
- std_err = sqrt(gsl_matrix_get ( c->cov, 0, 0));
- tab_float ( t, 3, 1, 0, std_err, 10, 2);
+ coeff = c->coeff[0].estimate;
+ tab_float (t, 2, 1, 0, coeff, 10, 2);
+ std_err = sqrt (gsl_matrix_get (c->cov, 0, 0));
+ tab_float (t, 3, 1, 0, std_err, 10, 2);
beta = coeff / c->depvar_std;
- tab_float ( t, 4, 1, 0, beta, 10, 2);
+ tab_float (t, 4, 1, 0, beta, 10, 2);
t_stat = coeff / std_err;
- tab_float ( t, 5, 1, 0, t_stat, 10, 2);
- pval = 2 * gsl_cdf_tdist_Q ( fabs(t_stat), 1.0);
- tab_float ( t, 6, 1, 0, pval, 10, 2);
- for( j = 0; j < c->n_indeps; j++ )
+ tab_float (t, 5, 1, 0, t_stat, 10, 2);
+ pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), 1.0);
+ tab_float (t, 6, 1, 0, pval, 10, 2);
+ for (j = 1; j <= c->n_indeps; j++)
{
i = indep_vars[j];
- struct variable *v = cmd.v_variables[i];
- label = var_to_string(v);
- tab_text ( t, 1, j + 2, TAB_CENTER, label);
+ v = pspp_linreg_coeff_get_var (c->coeff + j, 0);
+ label = var_to_string (v);
+ /* Do not overwrite the variable's name. */
+ strncpy (tmp, label, MAX_STRING);
+ if (v->type == ALPHA)
+ {
+ /*
+ Append the value associated with this coefficient.
+ This makes sense only if we us the usual binary encoding
+ for that value.
+ */
+
+ val = pspp_linreg_coeff_get_value (c->coeff + j, v);
+ val_s = value_to_string (val, v);
+ strncat (tmp, val_s, MAX_STRING);
+ }
+
+ tab_text (t, 1, j + 1, TAB_CENTER, tmp);
/*
- Regression coefficients.
+ Regression coefficients.
*/
- coeff = gsl_vector_get ( c->param_estimates, j+1 );
- tab_float ( t, 2, j + 2, 0, coeff, 10, 2 );
+ coeff = c->coeff[j].estimate;
+ tab_float (t, 2, j + 1, 0, coeff, 10, 2);
/*
- Standard error of the coefficients.
+ Standard error of the coefficients.
*/
- std_err = sqrt ( gsl_matrix_get ( c->cov, j+1, j+1 ));
- tab_float ( t, 3, j + 2, 0, std_err, 10, 2 );
+ std_err = sqrt (gsl_matrix_get (c->cov, j, j));
+ tab_float (t, 3, j + 1, 0, std_err, 10, 2);
/*
- 'Standardized' coefficient, i.e., regression coefficient
- if all variables had unit variance.
+ 'Standardized' coefficient, i.e., regression coefficient
+ if all variables had unit variance.
*/
- beta = gsl_vector_get(c->indep_std, j+1);
+ beta = gsl_vector_get (c->indep_std, j);
beta *= coeff / c->depvar_std;
- tab_float ( t, 4, j + 2, 0, beta, 10, 2);
+ tab_float (t, 4, j + 1, 0, beta, 10, 2);
/*
- Test statistic for H0: coefficient is 0.
+ Test statistic for H0: coefficient is 0.
*/
t_stat = coeff / std_err;
- tab_float ( t, 5, j + 2, 0, t_stat, 10, 2);
+ tab_float (t, 5, j + 1, 0, t_stat, 10, 2);
/*
- P values for the test statistic above.
+ P values for the test statistic above.
*/
- pval = 2 * gsl_cdf_tdist_Q ( fabs(t_stat), 1.0 );
- tab_float ( t, 6, j + 2, 0, pval, 10, 2);
+ pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), 1.0);
+ tab_float (t, 6, j + 1, 0, pval, 10, 2);
}
tab_title (t, 0, _("Coefficients"));
tab_submit (t);
+ free (tmp);
}
+
/*
Display the ANOVA table.
*/
static void
-reg_stats_anova (pspp_linreg_cache *c)
+reg_stats_anova (pspp_linreg_cache * c)
{
- int n_cols =7;
+ int n_cols = 7;
int n_rows = 4;
const double msm = c->ssm / c->dfm;
const double mse = c->sse / c->dfe;
- const double F = msm / mse ;
- const double pval = gsl_cdf_fdist_Q(F, c->dfm, c->dfe);
+ const double F = msm / mse;
+ const double pval = gsl_cdf_fdist_Q (F, c->dfm, c->dfe);
struct tab_table *t;
- t = tab_create (n_cols,n_rows,0);
+ assert (c != NULL);
+ t = tab_create (n_cols, n_rows, 0);
tab_headers (t, 2, 0, 1, 0);
tab_dim (t, tab_natural_dimensions);
- tab_box (t,
- TAL_2, TAL_2,
- -1, TAL_1,
- 0, 0,
- n_cols - 1, n_rows - 1);
+ tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
- tab_hline (t, TAL_2, 0, n_cols - 1, 1 );
+ tab_hline (t, TAL_2, 0, n_cols - 1, 1);
tab_vline (t, TAL_2, 2, 0, n_rows - 1);
tab_vline (t, TAL_0, 1, 0, 0);
-
+
tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("Sum of Squares"));
tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("df"));
tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Mean Square"));
tab_float (t, 3, 3, 0, c->dft, 4, 0);
/* Mean Squares */
-
+
tab_float (t, 4, 1, TAB_RIGHT, msm, 8, 3);
tab_float (t, 4, 2, TAB_RIGHT, mse, 8, 3);
- tab_float (t, 5, 1, 0, F, 8, 3);
-
+ tab_float (t, 5, 1, 0, F, 8, 3);
+
tab_float (t, 6, 1, 0, pval, 8, 3);
tab_title (t, 0, _("ANOVA"));
tab_submit (t);
}
static void
-reg_stats_outs(pspp_linreg_cache *c)
+reg_stats_outs (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_zpp (pspp_linreg_cache *c)
+reg_stats_zpp (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_label (pspp_linreg_cache *c)
+reg_stats_label (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_sha (pspp_linreg_cache *c)
+reg_stats_sha (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_ci (pspp_linreg_cache *c)
+reg_stats_ci (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_f (pspp_linreg_cache *c)
+reg_stats_f (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_bcov(pspp_linreg_cache *c)
+reg_stats_bcov (pspp_linreg_cache * c)
{
- return 0;
+ int n_cols;
+ int n_rows;
+ int i;
+ int j;
+ int k;
+ int row;
+ int col;
+ const char *label;
+ struct tab_table *t;
+
+ assert (c != NULL);
+ n_cols = c->n_indeps + 1 + 2;
+ n_rows = 2 * (c->n_indeps + 1);
+ t = tab_create (n_cols, n_rows, 0);
+ tab_headers (t, 2, 0, 1, 0);
+ tab_dim (t, tab_natural_dimensions);
+ tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
+ tab_hline (t, TAL_2, 0, n_cols - 1, 1);
+ tab_vline (t, TAL_2, 2, 0, n_rows - 1);
+ tab_vline (t, TAL_0, 1, 0, 0);
+ tab_text (t, 0, 0, TAB_CENTER | TAT_TITLE, _("Model"));
+ tab_text (t, 1, 1, TAB_CENTER | TAT_TITLE, _("Covariances"));
+ for (i = 1; i < c->n_indeps + 1; i++)
+ {
+ j = indep_vars[(i - 1)];
+ struct variable *v = cmd.v_variables[j];
+ label = var_to_string (v);
+ tab_text (t, 2, i, TAB_CENTER, label);
+ tab_text (t, i + 2, 0, TAB_CENTER, label);
+ for (k = 1; k < c->n_indeps + 1; k++)
+ {
+ col = (i <= k) ? k : i;
+ row = (i <= k) ? i : k;
+ tab_float (t, k + 2, i, TAB_CENTER,
+ gsl_matrix_get (c->cov, row, col), 8, 3);
+ }
+ }
+ tab_title (t, 0, _("Coefficient Correlations"));
+ tab_submit (t);
}
static void
-reg_stats_ses (pspp_linreg_cache *c)
+reg_stats_ses (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_xtx (pspp_linreg_cache *c)
+reg_stats_xtx (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_collin(pspp_linreg_cache *c)
+reg_stats_collin (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_tol (pspp_linreg_cache *c)
+reg_stats_tol (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-reg_stats_selection(pspp_linreg_cache *c)
+reg_stats_selection (pspp_linreg_cache * c)
{
- return 0;
+ assert (c != NULL);
}
static void
-statistics_keyword_output ( void (*function) (pspp_linreg_cache *),
- int keyword,
- pspp_linreg_cache *c)
+statistics_keyword_output (void (*function) (pspp_linreg_cache *),
+ int keyword, pspp_linreg_cache * c)
{
- if(keyword)
+ if (keyword)
{
- (*function)(c);
+ (*function) (c);
}
}
static void
-subcommand_statistics ( int *keywords,
- pspp_linreg_cache *c)
+subcommand_statistics (int *keywords, pspp_linreg_cache * c)
{
/*
The order here must match the order in which the STATISTICS
keywords appear in the specification section above.
*/
- enum {r,
- coeff,
- anova,
- outs,
- zpp,
- label,
- sha,
- ci,
- bcov,
- ses,
- xtx,
- collin,
- tol,
- selection,
- f,
- defaults,
- all};
+ enum
+ { r,
+ coeff,
+ anova,
+ outs,
+ zpp,
+ label,
+ sha,
+ ci,
+ bcov,
+ ses,
+ xtx,
+ collin,
+ tol,
+ selection,
+ f,
+ defaults,
+ all
+ };
int i;
int d = 1;
-
- if(keywords[all])
+
+ if (keywords[all])
{
/*
- Set everything but F.
+ Set everything but F.
*/
- for ( i = 0; i < f; i++)
+ for (i = 0; i < f; i++)
{
- *(keywords + i) = 1;
+ keywords[i] = 1;
}
}
- else
+ else
{
- for ( i = 0; i < all; i++)
+ for (i = 0; i < all; i++)
{
- if(keywords[i])
+ if (keywords[i])
{
d = 0;
}
}
/*
- Default output: ANOVA table, parameter estimates,
- and statistics for variables not entered into model,
- if appropriate.
- */
- if(keywords[defaults] | d)
+ Default output: ANOVA table, parameter estimates,
+ and statistics for variables not entered into model,
+ if appropriate.
+ */
+ if (keywords[defaults] | d)
+ {
+ keywords[anova] = 1;
+ keywords[outs] = 1;
+ keywords[coeff] = 1;
+ 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);
+}
+static int
+reg_inserted (const struct variable *v, struct variable **varlist, int n_vars)
+{
+ int i;
+
+ for (i = 0; i < n_vars; i++)
+ {
+ if (v->index == varlist[i]->index)
+ {
+ return 1;
+ }
+ }
+ return 0;
+}
+static void
+reg_print_categorical_encoding (FILE * fp, pspp_linreg_cache * c)
+{
+ int i;
+ size_t j;
+ int n_vars = 0;
+ struct variable **varlist;
+ struct pspp_linreg_coeff *coeff;
+ const struct variable *v;
+ union value *val;
+
+ fprintf (fp, "%s", reg_export_categorical_encode_1);
+
+ varlist = xnmalloc (c->n_indeps, sizeof (*varlist));
+ for (i = 1; i < c->n_indeps; i++) /* c->coeff[0] is the intercept. */
+ {
+ coeff = c->coeff + i;
+ v = pspp_linreg_coeff_get_var (coeff, 0);
+ if (v->type == ALPHA)
+ {
+ if (!reg_inserted (v, varlist, n_vars))
+ {
+ fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t",
+ v->name);
+ varlist[n_vars] = (struct variable *) v;
+ n_vars++;
+ }
+ }
+ }
+ fprintf (fp, "int n_vars = %d;\n\t", n_vars);
+ fprintf (fp, "struct pspp_reg_categorical_variable *varlist[%d] = {",
+ n_vars);
+ for (i = 0; i < n_vars - 1; i++)
+ {
+ fprintf (fp, "&%s,\n\t\t", varlist[i]->name);
+ }
+ fprintf (fp, "&%s};\n\t", varlist[i]->name);
+
+ for (i = 0; i < n_vars; i++)
+ {
+ coeff = c->coeff + i;
+ fprintf (fp, "%s.name = \"%s\";\n\t", varlist[i]->name,
+ varlist[i]->name);
+ fprintf (fp, "%s.n_vals = %d;\n\t", varlist[i]->name,
+ varlist[i]->obs_vals->n_categories);
+
+ for (j = 0; j < varlist[i]->obs_vals->n_categories; j++)
{
- *(keywords + anova) = 1;
- *(keywords + outs) = 1;
- *(keywords + coeff) = 1;
- *(keywords + r) = 1;
+ val = cat_subscript_to_value ((const size_t) j, varlist[i]);
+ fprintf (fp, "%s.values[%d] = \"%s\";\n\t", varlist[i]->name, j,
+ value_to_string (val, varlist[i]));
}
}
- 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 );
+ fprintf (fp, "%s", reg_export_categorical_encode_2);
+}
+
+static void
+reg_print_depvars (FILE * fp, pspp_linreg_cache * c)
+{
+ int i;
+ struct pspp_linreg_coeff *coeff;
+ const struct variable *v;
+
+ fprintf (fp, "char *model_depvars[%d] = {", c->n_indeps);
+ for (i = 1; i < c->n_indeps; i++)
+ {
+ coeff = c->coeff + i;
+ v = pspp_linreg_coeff_get_var (coeff, 0);
+ fprintf (fp, "\"%s\",\n\t\t", v->name);
+ }
+ coeff = c->coeff + i;
+ v = pspp_linreg_coeff_get_var (coeff, 0);
+ fprintf (fp, "\"%s\"};\n\t", v->name);
+}
+static void
+reg_print_getvar (FILE * fp, pspp_linreg_cache * c)
+{
+ fprintf (fp, "static int\npspp_reg_getvar (char *v_name)\n{\n\t");
+ fprintf (fp, "int i;\n\tint n_vars = %d;\n\t", c->n_indeps);
+ reg_print_depvars (fp, c);
+ fprintf (fp, "for (i = 0; i < n_vars; i++)\n\t{\n\t\t");
+ fprintf (fp,
+ "if (strncmp (v_name, model_depvars[i], PSPP_REG_MAXLEN) == 0)\n\t\t{\n\t\t\t");
+ fprintf (fp, "return i;\n\t\t}\n\t}\n}\n");
+}
+static void
+subcommand_export (int export, pspp_linreg_cache * c)
+{
+ size_t i;
+ size_t j;
+ int n_quantiles = 100;
+ double increment;
+ double tmp;
+ struct pspp_linreg_coeff coeff;
+
+ if (export)
+ {
+ FILE *fp;
+ assert (c != NULL);
+ assert (model_file != NULL);
+ assert (fp != NULL);
+ fp = fopen (fh_get_filename (model_file), "w");
+ fprintf (fp, "%s", reg_preamble);
+ reg_print_getvar (fp, c);
+ reg_print_categorical_encoding (fp, c);
+ fprintf (fp, "%s", reg_export_t_quantiles_1);
+ increment = 0.5 / (double) increment;
+ for (i = 0; i < n_quantiles - 1; i++)
+ {
+ tmp = 0.5 + 0.005 * (double) i;
+ fprintf (fp, "%.15e,\n\t\t",
+ gsl_cdf_tdist_Pinv (tmp, c->n_obs - c->n_indeps));
+ }
+ fprintf (fp, "%.15e};\n\t",
+ gsl_cdf_tdist_Pinv (.9995, c->n_obs - c->n_indeps));
+ fprintf (fp, "%s", reg_export_t_quantiles_2);
+ fprintf (fp, "%s", reg_mean_cmt);
+ fprintf (fp, "double\npspp_reg_estimate (const double *var_vals,");
+ fprintf (fp, "const char *var_names[])\n{\n\t");
+ fprintf (fp, "double model_coeffs[%d] = {", c->n_indeps);
+ for (i = 1; i < c->n_indeps; i++)
+ {
+ coeff = c->coeff[i];
+ fprintf (fp, "%.15e,\n\t\t", coeff.estimate);
+ }
+ coeff = c->coeff[i];
+ fprintf (fp, "%.15e};\n\t", coeff.estimate);
+ coeff = c->coeff[0];
+ fprintf (fp, "double estimate = %.15e;\n\t", coeff.estimate);
+ fprintf (fp, "int i;\n\tint j;\n\n\t");
+ fprintf (fp, "for (i = 0; i < %d; i++)\n\t", c->n_indeps);
+ fprintf (fp, "%s", reg_getvar);
+ fprintf (fp, "const double cov[%d][%d] = {\n\t", c->n_coeffs,
+ c->n_coeffs);
+ for (i = 0; i < c->cov->size1 - 1; i++)
+ {
+ fprintf (fp, "{");
+ for (j = 0; j < c->cov->size2 - 1; j++)
+ {
+ fprintf (fp, "%.15e, ", gsl_matrix_get (c->cov, i, j));
+ }
+ fprintf (fp, "%.15e},\n\t", gsl_matrix_get (c->cov, i, j));
+ }
+ fprintf (fp, "{");
+ for (j = 0; j < c->cov->size2 - 1; j++)
+ {
+ fprintf (fp, "%.15e, ",
+ gsl_matrix_get (c->cov, c->cov->size1 - 1, j));
+ }
+ fprintf (fp, "%.15e}\n\t",
+ gsl_matrix_get (c->cov, c->cov->size1 - 1, c->cov->size2 - 1));
+ fprintf (fp, "};\n\tint n_vars = %d;\n\tint i;\n\tint j;\n\t",
+ c->n_indeps);
+ fprintf (fp, "double unshuffled_vals[%d];\n\t", c->n_indeps);
+ fprintf (fp, "%s", reg_variance);
+ fprintf (fp, "%s", reg_export_confidence_interval);
+ tmp = c->mse * c->mse;
+ fprintf (fp, "%s %.15e", reg_export_prediction_interval_1, tmp);
+ fprintf (fp, "%s %.15e", reg_export_prediction_interval_2, tmp);
+ fprintf (fp, "%s", reg_export_prediction_interval_3);
+ fclose (fp);
+ fp = fopen ("pspp_model_reg.h", "w");
+ fprintf (fp, "%s", reg_header);
+ fclose (fp);
+ }
+}
+static int
+regression_custom_export (struct cmd_regression *cmd)
+{
+ /* 0 on failure, 1 on success, 2 on failure that should result in syntax error */
+ if (!lex_force_match ('('))
+ return 0;
+
+ if (lex_match ('*'))
+ model_file = NULL;
+ else
+ {
+ model_file = fh_parse (FH_REF_FILE);
+ if (model_file == NULL)
+ return 0;
+ }
+
+ if (!lex_force_match (')'))
+ return 0;
+
+ return 1;
}
int
-cmd_regression(void)
+cmd_regression (void)
{
- if(!parse_regression(&cmd))
+ if (!parse_regression (&cmd))
{
return CMD_FAILURE;
}
multipass_procedure_with_splits (run_regression, &cmd);
- return CMD_SUCCESS;
+ return pspp_reg_rc;
}
+
/*
Is variable k one of the dependent variables?
*/
static int
-is_depvar ( size_t k)
+is_depvar (size_t k)
{
size_t j = 0;
- for ( j = 0; j < cmd.n_dependent; j++)
+ for (j = 0; j < cmd.n_dependent; j++)
{
/*
- compare_var_names returns 0 if the variable
- names match.
+ compare_var_names returns 0 if the variable
+ names match.
*/
- if (!compare_var_names( cmd.v_dependent[j],
- cmd.v_variables[k], NULL))
+ if (!compare_var_names (cmd.v_dependent[j], cmd.v_variables[k], NULL))
return 1;
}
return 0;
}
+/*
+ Mark missing cases. Return the number of non-missing cases.
+ */
+static size_t
+mark_missing_cases (const struct casefile *cf, struct variable *v,
+ int *is_missing_case, double n_data)
+{
+ struct casereader *r;
+ struct ccase c;
+ size_t row;
+ const union value *val;
+
+ for (r = casefile_get_reader (cf);
+ casereader_read (r, &c); case_destroy (&c))
+ {
+ row = casereader_cnum (r) - 1;
+
+ val = case_data (&c, v->fv);
+ cat_value_update (v, val);
+ if (mv_is_value_missing (&v->miss, val))
+ {
+ if (!is_missing_case[row])
+ {
+ /* Now it is missing. */
+ n_data--;
+ is_missing_case[row] = 1;
+ }
+ }
+ }
+ casereader_destroy (r);
+
+ return n_data;
+}
+
static void
-run_regression ( const struct casefile *cf )
+run_regression (const struct casefile *cf, void *cmd_ UNUSED)
{
size_t i;
- size_t k;
size_t n_data = 0;
size_t row;
+ size_t case_num;
int n_indep;
+ int j = 0;
+ int k;
+ /*
+ Keep track of the missing cases.
+ */
+ int *is_missing_case;
const union value *val;
struct casereader *r;
- struct casereader *r2;
struct ccase c;
- const struct variable *v;
- struct recoded_categorical_array *ca;
- struct recoded_categorical *rc;
+ struct variable *v;
+ struct variable *depvar;
+ struct variable **indep_vars;
struct design_matrix *X;
gsl_vector *Y;
pspp_linreg_cache *lcache;
pspp_linreg_opts lopts;
n_data = casefile_get_case_cnt (cf);
+
+ for (i = 0; i < cmd.n_dependent; i++)
+ {
+ if (cmd.v_dependent[i]->type != NUMERIC)
+ {
+ msg (SE, gettext ("Dependent variable must be numeric."));
+ pspp_reg_rc = CMD_FAILURE;
+ return;
+ }
+ }
+
+ is_missing_case = xnmalloc (n_data, sizeof (*is_missing_case));
+ for (i = 0; i < n_data; i++)
+ is_missing_case[i] = 0;
+
n_indep = cmd.n_variables - cmd.n_dependent;
- indep_vars = (size_t *) malloc ( n_indep * sizeof (*indep_vars));
+ indep_vars = xnmalloc (n_indep, sizeof *indep_vars);
- Y = gsl_vector_alloc (n_data);
lopts.get_depvar_mean_std = 1;
- lopts.get_indep_mean_std = (int *) malloc ( n_indep * sizeof (int));
-
- lcache = pspp_linreg_cache_alloc(n_data, n_indep);
- lcache->indep_means = gsl_vector_alloc(n_indep);
- lcache->indep_std = gsl_vector_alloc(n_indep);
+ lopts.get_indep_mean_std = xnmalloc (n_indep, sizeof (int));
/*
- Read from the active file. The first pass encodes categorical
- variables.
+ Read from the active file. The first pass encodes categorical
+ variables and drops cases with missing values.
*/
- ca = cr_recoded_cat_ar_create ( cmd.n_variables, cmd.v_variables );
- for (r = casefile_get_reader (cf);
- casereader_read (r, &c ); case_destroy (&c))
+ j = 0;
+ for (i = 0; i < cmd.n_variables; i++)
{
- for (i = 0; i < ca->n_vars; i++)
+ if (!is_depvar (i))
{
- v = (*(ca->a + i))->v;
- val = case_data ( &c, v->fv );
- cr_value_update ( *(ca->a + i), val);
+ v = cmd.v_variables[i];
+ indep_vars[j] = v;
+ j++;
+ if (v->type == ALPHA)
+ {
+ /* Make a place to hold the binary vectors
+ corresponding to this variable's values. */
+ cat_stored_values_create (v);
+ }
+ n_data = mark_missing_cases (cf, v, is_missing_case, n_data);
}
- n_data++;
}
- cr_create_value_matrices ( ca );
- X = design_matrix_create ( n_indep, cmd.v_variables,
- ca, n_data );
/*
- The second pass creates the design matrix.
+ Drop cases with missing values for any dependent variable.
*/
- for(r2 = casefile_get_reader (cf);
- casereader_read (r2, &c) ;
- case_destroy (&c)) /* Iterate over the cases. */
+ j = 0;
+ for (i = 0; i < cmd.n_dependent; i++)
{
- k = 0;
- row = casereader_cnum(r2) - 1;
- for(i = 0; i < cmd.n_variables ; ++i) /* Iterate over the variables
- for the current case.
- */
+ v = cmd.v_dependent[i];
+ j++;
+ n_data = mark_missing_cases (cf, v, is_missing_case, n_data);
+ }
+
+ for (k = 0; k < cmd.n_dependent; k++)
+ {
+ depvar = cmd.v_dependent[k];
+ Y = gsl_vector_alloc (n_data);
+
+ X =
+ design_matrix_create (n_indep, (const struct variable **) indep_vars,
+ n_data);
+ for (i = 0; i < X->m->size2; i++)
{
- v = cmd.v_variables[i];
- val = case_data ( &c, v->fv );
- /*
- Independent/dependent variable separation. The
- 'variables' subcommand specifies a varlist which contains
- both dependent and independent variables. The dependent
- variables are specified with the 'dependent'
- subcommand. We need to separate the two.
- */
- if(is_depvar(i))
- {
- if ( v->type == NUMERIC )
- {
- gsl_vector_set(Y, row, val->f);
- }
- else
- {
- errno = EINVAL;
- fprintf( stderr, "%s:%d: Dependent variable should be numeric: %s\n",
- __FILE__,__LINE__,strerror(errno));
- err_cond_fail();
- }
- }
- else
+ lopts.get_indep_mean_std[i] = 1;
+ }
+ lcache = pspp_linreg_cache_alloc (X->m->size1, X->m->size2);
+ lcache->indep_means = gsl_vector_alloc (X->m->size2);
+ lcache->indep_std = gsl_vector_alloc (X->m->size2);
+ lcache->depvar = (const struct variable *) depvar;
+ /*
+ For large data sets, use QR decomposition.
+ */
+ if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA)
+ {
+ lcache->method = PSPP_LINREG_SVD;
+ }
+
+ /*
+ The second pass creates the design matrix.
+ */
+ row = 0;
+ for (r = casefile_get_reader (cf); casereader_read (r, &c);
+ case_destroy (&c))
+ /* Iterate over the cases. */
+ {
+ case_num = casereader_cnum (r) - 1;
+ if (!is_missing_case[case_num])
{
- if ( v->type == ALPHA )
- {
- rc = cr_var_to_recoded_categorical ( v, ca );
- design_matrix_set_categorical ( X, row, v, val, rc);
- }
- else if (v->type == NUMERIC)
+ for (i = 0; i < cmd.n_variables; ++i) /* Iterate over the variables
+ for the current case.
+ */
{
- design_matrix_set_numeric ( X, row, v, val);
+ v = cmd.v_variables[i];
+ val = case_data (&c, v->fv);
+ /*
+ Independent/dependent variable separation. The
+ 'variables' subcommand specifies a varlist which contains
+ both dependent and independent variables. The dependent
+ variables are specified with the 'dependent'
+ subcommand, and maybe also in the 'variables' subcommand.
+ We need to separate the two.
+ */
+ if (!is_depvar (i))
+ {
+ if (v->type == ALPHA)
+ {
+ design_matrix_set_categorical (X, row, v, val);
+ }
+ else if (v->type == NUMERIC)
+ {
+ design_matrix_set_numeric (X, row, v, val);
+ }
+ }
}
-
- indep_vars[k] = i;
- k++;
- lopts.get_indep_mean_std[i] = 1;
+ val = case_data (&c, depvar->fv);
+ gsl_vector_set (Y, row, val->f);
+ row++;
}
}
+ /*
+ Now that we know the number of coefficients, allocate space
+ and store pointers to the variables that correspond to the
+ coefficients.
+ */
+ pspp_linreg_coeff_init (lcache, X);
+
+ /*
+ Find the least-squares estimates and other statistics.
+ */
+ pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, lcache);
+ subcommand_statistics (cmd.a_statistics, lcache);
+ subcommand_export (cmd.sbc_export, lcache);
+ gsl_vector_free (Y);
+ design_matrix_destroy (X);
+ pspp_linreg_cache_free (lcache);
+ free (lopts.get_indep_mean_std);
+ casereader_destroy (r);
}
- /*
- Find the least-squares estimates and other statistics.
- */
- pspp_linreg ( Y, X->m, &lopts, lcache );
- subcommand_statistics ( &cmd.a_statistics, lcache );
- gsl_vector_free(Y);
- design_matrix_destroy(X);
- pspp_linreg_cache_free(lcache);
- free( lopts.get_indep_mean_std );
free (indep_vars);
- casereader_destroy(r);
+ free (is_missing_case);
+
+ return;
}
+
/*
Local Variables:
mode: c
End:
*/
-
projects / pspp-builds.git / blobdiff