X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Fregression.q;h=0718b8d4d0bccce1da5ff3269ae0fd1b5ecc9157;hb=e385eeb8a2ea75fb2d9c1c628619baa03c914dae;hp=e38167900c4edfba0486c742fab18f8acdd6a22a;hpb=41a3a550334da96a9b4e5e089ad1768acf288092;p=pspp-builds.git diff --git a/src/language/stats/regression.q b/src/language/stats/regression.q index e3816790..0718b8d4 100644 --- a/src/language/stats/regression.q +++ b/src/language/stats/regression.q @@ -1,20 +1,18 @@ -/* PSPP - linear regression. - Copyright (C) 2005 Free Software Foundation, Inc. +/* PSPP - a program for statistical analysis. + Copyright (C) 2005, 2009 Free Software Foundation, Inc. - This program is free software; you can redistribute it and/or - modify it under the terms of the GNU General Public License as - published by the Free Software Foundation; either version 2 of the - License, or (at your option) any later version. + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU General Public License as published by + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. - This program is distributed in the hope that it will be useful, but - WITHOUT ANY WARRANTY; without even the implied warranty of - MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU - General Public License for more details. + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. You should have received a copy of the GNU General Public License - along with this program; if not, write to the Free Software - Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA - 02110-1301, USA. */ + along with this program. If not, see . */ #include @@ -23,10 +21,9 @@ #include #include #include - -#include "regression-export.h" #include -#include +#include +#include #include #include #include @@ -38,16 +35,18 @@ #include #include #include -#include #include #include -#include -#include -#include +#include +#include +#include #include #include +#include "xalloc.h" + #include "gettext.h" +#define _(msgid) gettext (msgid) #define REG_LARGE_DATA 1000 @@ -73,7 +72,6 @@ f, defaults, all; - export=custom; ^dependent=varlist; +save[sv_]=resid,pred; +method=enter. @@ -91,9 +89,6 @@ struct moments_var const struct variable *v; }; -/* Linear regression models. */ -static pspp_linreg_cache **models = NULL; - /* Transformations for saving predicted values and residuals, etc. @@ -102,7 +97,7 @@ struct reg_trns { int n_trns; /* Number of transformations. */ int trns_id; /* Which trns is this one? */ - pspp_linreg_cache *c; /* Linear model for this trns. */ + linreg *c; /* Linear model for this trns. */ }; /* Variables used (both explanatory and response). @@ -114,44 +109,32 @@ static const struct variable **v_variables; */ static size_t n_variables; -/* - File where the model will be saved if the EXPORT subcommand - is given. - */ -static struct file_handle *model_file; +static bool run_regression (struct casereader *, struct cmd_regression *, + struct dataset *, linreg **); /* - Return value for the procedure. - */ -static int pspp_reg_rc = CMD_SUCCESS; - -static bool run_regression (const struct ccase *, - const struct casefile *, void *, - const struct dataset *); - -/* 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_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_ses (pspp_linreg_cache *); -static void reg_stats_xtx (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_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 (pspp_linreg_cache * c) +reg_stats_r (linreg * c) { struct tab_table *t; int n_rows = 2; @@ -161,11 +144,11 @@ reg_stats_r (pspp_linreg_cache * c) 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)); + 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); + tab_dim (t, tab_natural_dimensions, NULL); 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); @@ -175,10 +158,10 @@ reg_stats_r (pspp_linreg_cache * c) 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_double (t, 1, 1, TAB_RIGHT, sqrt (rsq), NULL); + tab_double (t, 2, 1, TAB_RIGHT, rsq, NULL); + tab_double (t, 3, 1, TAB_RIGHT, adjrsq, NULL); + tab_double (t, 4, 1, TAB_RIGHT, std_error, NULL); tab_title (t, _("Model Summary")); tab_submit (t); } @@ -187,30 +170,27 @@ reg_stats_r (pspp_linreg_cache * c) Table showing estimated regression coefficients. */ static void -reg_stats_coeff (pspp_linreg_cache * c) +reg_stats_coeff (linreg * c) { size_t j; int n_cols = 7; int n_rows; + int this_row; double t_stat; double pval; - double coeff; 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; assert (c != NULL); - tmp = xnmalloc (MAX_STRING, sizeof (*tmp)); - n_rows = c->n_coeffs + 2; + n_rows = linreg_n_coeffs (c) + 3; t = tab_create (n_cols, n_rows, 0); tab_headers (t, 2, 0, 1, 0); - tab_dim (t, tab_natural_dimensions); + tab_dim (t, tab_natural_dimensions, NULL); 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); @@ -222,82 +202,70 @@ reg_stats_coeff (pspp_linreg_cache * c) 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 = 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); - t_stat = coeff / std_err; - tab_float (t, 5, 1, 0, t_stat, 10, 2); + tab_double (t, 2, 1, 0, linreg_intercept (c), NULL); + std_err = sqrt (gsl_matrix_get (linreg_cov (c), 0, 0)); + tab_double (t, 3, 1, 0, std_err, NULL); + tab_double (t, 4, 1, 0, 0.0, NULL); + t_stat = linreg_intercept (c) / std_err; + tab_double (t, 5, 1, 0, t_stat, NULL); 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++) + tab_double (t, 6, 1, 0, pval, NULL); + for (j = 0; j < linreg_n_coeffs (c); j++) { - v = pspp_coeff_get_var (c->coeff[j], 0); + struct string tstr; + ds_init_empty (&tstr); + this_row = j + 2; + + v = linreg_indep_var (c, j); label = var_to_string (v); /* Do not overwrite the variable's name. */ - strncpy (tmp, label, MAX_STRING); - if (var_is_alpha (v)) - { - /* - Append the value associated with this coefficient. - This makes sense only if we us the usual binary encoding - for that value. - */ - - val = pspp_coeff_get_value (c->coeff[j], v); - val_s = var_get_value_name (v, val); - strncat (tmp, val_s, MAX_STRING); - } - - tab_text (t, 1, j + 1, TAB_CENTER, tmp); + ds_put_cstr (&tstr, label); + tab_text (t, 1, this_row, TAB_CENTER, ds_cstr (&tstr)); /* Regression coefficients. */ - coeff = c->coeff[j]->estimate; - tab_float (t, 2, j + 1, 0, coeff, 10, 2); + tab_double (t, 2, this_row, 0, linreg_coeff (c, j), NULL); /* Standard error of the coefficients. */ - std_err = sqrt (gsl_matrix_get (c->cov, j, j)); - tab_float (t, 3, j + 1, 0, std_err, 10, 2); + std_err = sqrt (gsl_matrix_get (linreg_cov (c), j + 1, j + 1)); + tab_double (t, 3, this_row, 0, std_err, NULL); /* - 'Standardized' coefficient, i.e., regression coefficient + Standardized coefficient, i.e., regression coefficient if all variables had unit variance. */ - beta = gsl_vector_get (c->indep_std, j); - beta *= coeff / c->depvar_std; - tab_float (t, 4, j + 1, 0, beta, 10, 2); + beta = sqrt (gsl_matrix_get (linreg_cov (c), j, j)); + beta *= linreg_coeff (c, j) / c->depvar_std; + tab_double (t, 4, this_row, 0, beta, NULL); /* Test statistic for H0: coefficient is 0. */ - t_stat = coeff / std_err; - tab_float (t, 5, j + 1, 0, t_stat, 10, 2); + t_stat = linreg_coeff (c, j) / std_err; + tab_double (t, 5, this_row, 0, t_stat, NULL); /* P values for the test statistic above. */ pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), - (double) (c->n_obs - c->n_coeffs)); - tab_float (t, 6, j + 1, 0, pval, 10, 2); + (double) (linreg_n_obs (c) - linreg_n_coeffs (c))); + tab_double (t, 6, this_row, 0, pval, NULL); + ds_destroy (&tstr); } tab_title (t, _("Coefficients")); tab_submit (t); - free (tmp); } /* Display the ANOVA table. */ static void -reg_stats_anova (pspp_linreg_cache * c) +reg_stats_anova (linreg * c) { int n_cols = 7; int n_rows = 4; - const double msm = c->ssm / c->dfm; - const double mse = c->sse / c->dfe; + const double msm = linreg_ssreg (c) / linreg_dfmodel (c); + const double mse = linreg_mse (c); const double F = msm / mse; const double pval = gsl_cdf_fdist_Q (F, c->dfm, c->dfe); @@ -306,7 +274,7 @@ reg_stats_anova (pspp_linreg_cache * c) 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_dim (t, tab_natural_dimensions, NULL); tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1); @@ -325,60 +293,63 @@ reg_stats_anova (pspp_linreg_cache * c) tab_text (t, 1, 3, TAB_LEFT | TAT_TITLE, _("Total")); /* Sums of Squares */ - tab_float (t, 2, 1, 0, c->ssm, 10, 2); - tab_float (t, 2, 3, 0, c->sst, 10, 2); - tab_float (t, 2, 2, 0, c->sse, 10, 2); + 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 */ - tab_float (t, 3, 1, 0, c->dfm, 4, 0); - tab_float (t, 3, 2, 0, c->dfe, 4, 0); - tab_float (t, 3, 3, 0, c->dft, 4, 0); + tab_text_format (t, 3, 1, TAB_RIGHT, "%g", c->dfm); + tab_text_format (t, 3, 2, TAB_RIGHT, "%g", c->dfe); + tab_text_format (t, 3, 3, TAB_RIGHT, "%g", c->dft); /* Mean Squares */ + tab_double (t, 4, 1, TAB_RIGHT, msm, NULL); + tab_double (t, 4, 2, TAB_RIGHT, mse, NULL); - 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_double (t, 5, 1, 0, F, NULL); - tab_float (t, 6, 1, 0, pval, 8, 3); + tab_double (t, 6, 1, 0, pval, NULL); tab_title (t, _("ANOVA")); tab_submit (t); } + static void -reg_stats_outs (pspp_linreg_cache * c) +reg_stats_outs (linreg * c) { assert (c != NULL); } + static void -reg_stats_zpp (pspp_linreg_cache * c) +reg_stats_zpp (linreg * c) { assert (c != NULL); } + static void -reg_stats_label (pspp_linreg_cache * c) +reg_stats_label (linreg * c) { assert (c != NULL); } + static void -reg_stats_sha (pspp_linreg_cache * c) +reg_stats_sha (linreg * c) { assert (c != NULL); } static void -reg_stats_ci (pspp_linreg_cache * c) +reg_stats_ci (linreg * c) { assert (c != NULL); } static void -reg_stats_f (pspp_linreg_cache * c) +reg_stats_f (linreg * c) { assert (c != NULL); } static void -reg_stats_bcov (pspp_linreg_cache * c) +reg_stats_bcov (linreg * c) { int n_cols; int n_rows; @@ -394,59 +365,59 @@ reg_stats_bcov (pspp_linreg_cache * c) 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_dim (t, tab_natural_dimensions, NULL); 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_coeffs; i++) + for (i = 0; i < linreg_n_coeffs (c); i++) { - const struct variable *v = pspp_coeff_get_var (c->coeff[i], 0); + const struct variable *v = linreg_indep_var (c, i); 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_coeffs; k++) + for (k = 1; k < linreg_n_coeffs (c); 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_double (t, k + 2, i, TAB_CENTER, + gsl_matrix_get (c->cov, row, col), NULL); } } tab_title (t, _("Coefficient Correlations")); tab_submit (t); } static void -reg_stats_ses (pspp_linreg_cache * c) +reg_stats_ses (linreg * c) { assert (c != NULL); } static void -reg_stats_xtx (pspp_linreg_cache * c) +reg_stats_xtx (linreg * c) { assert (c != NULL); } static void -reg_stats_collin (pspp_linreg_cache * c) +reg_stats_collin (linreg * c) { assert (c != NULL); } static void -reg_stats_tol (pspp_linreg_cache * c) +reg_stats_tol (linreg * c) { assert (c != NULL); } static void -reg_stats_selection (pspp_linreg_cache * c) +reg_stats_selection (linreg * c) { assert (c != NULL); } static void -statistics_keyword_output (void (*function) (pspp_linreg_cache *), - int keyword, pspp_linreg_cache * c) +statistics_keyword_output (void (*function) (linreg *), + int keyword, linreg * c) { if (keyword) { @@ -455,10 +426,10 @@ statistics_keyword_output (void (*function) (pspp_linreg_cache *), } static void -subcommand_statistics (int *keywords, pspp_linreg_cache * c) +subcommand_statistics (int *keywords, linreg * c) { - /* - The order here must match the order in which the STATISTICS + /* + The order here must match the order in which the STATISTICS keywords appear in the specification section above. */ enum @@ -544,7 +515,7 @@ regression_trns_free (void *t_) if (t->trns_id == t->n_trns) { - result = pspp_linreg_cache_free (t->c); + result = linreg_free (t->c); } free (t); @@ -555,15 +526,16 @@ regression_trns_free (void *t_) Gets the predicted values. */ static int -regression_trns_pred_proc (void *t_, struct ccase *c, +regression_trns_pred_proc (void *t_, struct ccase **c, casenumber case_idx UNUSED) { size_t i; size_t n_vals; struct reg_trns *trns = t_; - pspp_linreg_cache *model; + linreg *model; union value *output = NULL; - const union value **vals = NULL; + const union value *tmp; + double *vals; const struct variable **vars = NULL; assert (trns != NULL); @@ -572,21 +544,20 @@ regression_trns_pred_proc (void *t_, struct ccase *c, assert (model->depvar != NULL); assert (model->pred != NULL); - vars = xnmalloc (model->n_coeffs, sizeof (*vars)); - n_vals = (*model->get_vars) (model, vars); - + vars = linreg_get_vars (model); + n_vals = linreg_n_coeffs (model); vals = xnmalloc (n_vals, sizeof (*vals)); - output = case_data_rw (c, model->pred); - assert (output != NULL); + *c = case_unshare (*c); + + output = case_data_rw (*c, model->pred); for (i = 0; i < n_vals; i++) { - vals[i] = case_data (c, vars[i]); + tmp = case_data (*c, vars[i]); + vals[i] = tmp->f; } - output->f = (*model->predict) ((const struct variable **) vars, - vals, model, n_vals); + output->f = linreg_predict (model, vals, n_vals); free (vals); - free (vars); return TRNS_CONTINUE; } @@ -594,16 +565,17 @@ regression_trns_pred_proc (void *t_, struct ccase *c, Gets the residuals. */ static int -regression_trns_resid_proc (void *t_, struct ccase *c, +regression_trns_resid_proc (void *t_, struct ccase **c, casenumber case_idx UNUSED) { size_t i; size_t n_vals; struct reg_trns *trns = t_; - pspp_linreg_cache *model; + linreg *model; union value *output = NULL; - const union value **vals = NULL; - const union value *obs = NULL; + const union value *tmp; + double *vals = NULL; + double obs; const struct variable **vars = NULL; assert (trns != NULL); @@ -612,26 +584,28 @@ regression_trns_resid_proc (void *t_, struct ccase *c, assert (model->depvar != NULL); assert (model->resid != NULL); - vars = xnmalloc (model->n_coeffs, sizeof (*vars)); - n_vals = (*model->get_vars) (model, vars); + vars = linreg_get_vars (model); + n_vals = linreg_n_coeffs (model); vals = xnmalloc (n_vals, sizeof (*vals)); - output = case_data_rw (c, model->resid); + *c = case_unshare (*c); + output = case_data_rw (*c, model->resid); assert (output != NULL); for (i = 0; i < n_vals; i++) { - vals[i] = case_data (c, vars[i]); + tmp = case_data (*c, vars[i]); + vals[i] = tmp->f; } - obs = case_data (c, model->depvar); - output->f = (*model->residual) ((const struct variable **) vars, - vals, obs, model, n_vals); + tmp = case_data (*c, model->depvar); + obs = tmp->f; + output->f = linreg_residual (model, obs, vals, n_vals); free (vals); - free (vars); + return TRNS_CONTINUE; } -/* +/* Returns false if NAME is a duplicate of any existing variable name. */ static bool @@ -644,26 +618,26 @@ try_name (const struct dictionary *dict, const char *name) } static void -reg_get_name (const struct dictionary *dict, char name[LONG_NAME_LEN], - const char prefix[LONG_NAME_LEN]) +reg_get_name (const struct dictionary *dict, char name[VAR_NAME_LEN], + const char prefix[VAR_NAME_LEN]) { int i = 1; - snprintf (name, LONG_NAME_LEN, "%s%d", prefix, i); + snprintf (name, VAR_NAME_LEN, "%s%d", prefix, i); while (!try_name (dict, name)) { i++; - snprintf (name, LONG_NAME_LEN, "%s%d", prefix, i); + snprintf (name, VAR_NAME_LEN, "%s%d", prefix, i); } } static void reg_save_var (struct dataset *ds, const char *prefix, trns_proc_func * f, - pspp_linreg_cache * c, struct variable **v, int n_trns) + linreg * c, struct variable **v, int n_trns) { struct dictionary *dict = dataset_dict (ds); static int trns_index = 1; - char name[LONG_NAME_LEN]; + char name[VAR_NAME_LEN]; struct variable *new_var; struct reg_trns *t = NULL; @@ -678,16 +652,13 @@ reg_save_var (struct dataset *ds, const char *prefix, trns_proc_func * f, add_transformation (ds, f, regression_trns_free, t); trns_index++; } - static void -subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models) +subcommand_save (struct dataset *ds, int save, linreg ** models) { - pspp_linreg_cache **lc; + linreg **lc; int n_trns = 0; int i; - assert (models != NULL); - if (save) { /* Count the number of transformations we will need. */ @@ -702,17 +673,21 @@ subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models) for (lc = models; lc < models + cmd.n_dependent; lc++) { - assert (*lc != NULL); - assert ((*lc)->depvar != NULL); - if (cmd.a_save[REGRESSION_SV_RESID]) - { - reg_save_var (ds, "RES", regression_trns_resid_proc, *lc, - &(*lc)->resid, n_trns); - } - if (cmd.a_save[REGRESSION_SV_PRED]) + if (*lc != NULL) { - reg_save_var (ds, "PRED", regression_trns_pred_proc, *lc, - &(*lc)->pred, n_trns); + if ((*lc)->depvar != NULL) + { + if (cmd.a_save[REGRESSION_SV_RESID]) + { + reg_save_var (ds, "RES", regression_trns_resid_proc, *lc, + &(*lc)->resid, n_trns); + } + if (cmd.a_save[REGRESSION_SV_PRED]) + { + reg_save_var (ds, "PRED", regression_trns_pred_proc, *lc, + &(*lc)->pred, n_trns); + } + } } } } @@ -722,251 +697,45 @@ subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models) { if (*lc != NULL) { - pspp_linreg_cache_free (*lc); - } - } - } -} - -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 == varlist[i]) - { - return 1; - } - } - return 0; -} - -static void -reg_print_categorical_encoding (FILE * fp, pspp_linreg_cache * c) -{ - int i; - int n_vars = 0; - struct variable **varlist; - - 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. */ - { - struct pspp_coeff *coeff = c->coeff[i]; - const struct variable *v = pspp_coeff_get_var (coeff, 0); - if (var_is_alpha (v)) - { - if (!reg_inserted (v, varlist, n_vars)) - { - fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t", - var_get_name (v)); - 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", var_get_name (varlist[i])); - } - fprintf (fp, "&%s};\n\t", var_get_name (varlist[i])); - - for (i = 0; i < n_vars; i++) - { - int n_categories = cat_get_n_categories (varlist[i]); - int j; - - fprintf (fp, "%s.name = \"%s\";\n\t", - var_get_name (varlist[i]), var_get_name (varlist[i])); - fprintf (fp, "%s.n_vals = %d;\n\t", - var_get_name (varlist[i]), n_categories); - - for (j = 0; j < n_categories; j++) - { - const union value *val = cat_subscript_to_value (j, varlist[i]); - fprintf (fp, "%s.values[%d] = \"%s\";\n\t", - var_get_name (varlist[i]), j, - var_get_value_name (varlist[i], val)); - } - } - fprintf (fp, "%s", reg_export_categorical_encode_2); -} - -static void -reg_print_depvars (FILE * fp, pspp_linreg_cache * c) -{ - int i; - struct pspp_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_coeff_get_var (coeff, 0); - fprintf (fp, "\"%s\",\n\t\t", var_get_name (v)); - } - coeff = c->coeff[i]; - v = pspp_coeff_get_var (coeff, 0); - fprintf (fp, "\"%s\"};\n\t", var_get_name (v)); -} -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 int -reg_has_categorical (pspp_linreg_cache * c) -{ - int i; - const struct variable *v; - - for (i = 1; i < c->n_coeffs; i++) - { - v = pspp_coeff_get_var (c->coeff[i], 0); - if (var_is_alpha (v)) - return 1; - } - return 0; -} - -static void -subcommand_export (int export, pspp_linreg_cache * c) -{ - FILE *fp; - size_t i; - size_t j; - int n_quantiles = 100; - double tmp; - struct pspp_coeff *coeff; - - if (export) - { - assert (c != NULL); - assert (model_file != NULL); - fp = fopen (fh_get_file_name (model_file), "w"); - assert (fp != NULL); - fprintf (fp, "%s", reg_preamble); - reg_print_getvar (fp, c); - if (reg_has_categorical (c)) - { - reg_print_categorical_encoding (fp, c); - } - fprintf (fp, "%s", reg_export_t_quantiles_1); - 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)); + linreg_free (*lc); } - 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 lexer *lexer, struct dataset *ds UNUSED, - struct cmd_regression *cmd UNUSED, void *aux UNUSED) -{ - /* 0 on failure, 1 on success, 2 on failure that should result in syntax error */ - if (!lex_force_match (lexer, '(')) - return 0; - - if (lex_match (lexer, '*')) - model_file = NULL; - else - { - model_file = fh_parse (lexer, FH_REF_FILE); - if (model_file == NULL) - return 0; - } - - if (!lex_force_match (lexer, ')')) - return 0; - - return 1; -} - int cmd_regression (struct lexer *lexer, struct dataset *ds) { + struct casegrouper *grouper; + struct casereader *group; + linreg **models; + bool ok; size_t i; if (!parse_regression (lexer, ds, &cmd, NULL)) - return CMD_FAILURE; + { + return CMD_FAILURE; + } models = xnmalloc (cmd.n_dependent, sizeof *models); for (i = 0; i < cmd.n_dependent; i++) { models[i] = NULL; } - if (!multipass_procedure_with_splits (ds, run_regression, &cmd)) - return CMD_CASCADING_FAILURE; + + /* Data pass. */ + grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds)); + while (casegrouper_get_next_group (grouper, &group)) + run_regression (group, &cmd, ds, models); + ok = casegrouper_destroy (grouper); + ok = proc_commit (ds) && ok; + subcommand_save (ds, cmd.sbc_save, models); free (v_variables); free (models); - return pspp_reg_rc; + free_regression (&cmd); + + return ok ? CMD_SUCCESS : CMD_FAILURE; } /* @@ -978,47 +747,6 @@ is_depvar (size_t k, const struct variable *v) return v == v_variables[k]; } -/* - Mark missing cases. Return the number of non-missing cases. - Compute the first two moments. - */ -static size_t -mark_missing_cases (const struct casefile *cf, const struct variable *v, - int *is_missing_case, double n_data, - struct moments_var *mom) -{ - struct casereader *r; - struct ccase c; - size_t row; - const union value *val; - double w = 1.0; - - for (r = casefile_get_reader (cf, NULL); - casereader_read (r, &c); case_destroy (&c)) - { - row = casereader_cnum (r) - 1; - - val = case_data (&c, v); - if (mom != NULL) - { - moments1_add (mom->m, val->f, w); - } - cat_value_update (v, val); - if (var_is_value_missing (v, val, MV_ANY)) - { - if (!is_missing_case[row]) - { - /* Now it is missing. */ - n_data--; - is_missing_case[row] = 1; - } - } - } - casereader_destroy (r); - - return n_data; -} - /* Parser for the variables sub command */ static int regression_custom_variables (struct lexer *lexer, struct dataset *ds, @@ -1046,281 +774,206 @@ regression_custom_variables (struct lexer *lexer, struct dataset *ds, return 1; } -/* - Count the explanatory variables. The user may or may - not have specified a response variable in the syntax. - */ -static int -get_n_indep (const struct variable *v) -{ - int result; - int i = 0; - - result = n_variables; - while (i < n_variables) - { - if (is_depvar (i, v)) - { - result--; - i = n_variables; - } - i++; - } - return result; -} - -/* - Read from the active file. Identify the explanatory variables in - v_variables. Encode categorical variables. Drop cases with missing - values. -*/ +/* Identify the explanatory variables in v_variables. Returns + the number of independent variables. */ static int -prepare_data (int n_data, int is_missing_case[], - const struct variable **indep_vars, - const struct variable *depvar, const struct casefile *cf, - struct moments_var *mom) +identify_indep_vars (const struct variable **indep_vars, + const struct variable *depvar) { + int n_indep_vars = 0; int i; - int j; - assert (indep_vars != NULL); - j = 0; for (i = 0; i < n_variables; i++) + if (!is_depvar (i, depvar)) + indep_vars[n_indep_vars++] = v_variables[i]; + if ((n_indep_vars < 1) && is_depvar (0, depvar)) { - if (!is_depvar (i, depvar)) - { - indep_vars[j] = v_variables[i]; - j++; - if (var_is_alpha (v_variables[i])) - { - /* Make a place to hold the binary vectors - corresponding to this variable's values. */ - cat_stored_values_create (v_variables[i]); - } - n_data = - mark_missing_cases (cf, v_variables[i], is_missing_case, n_data, - mom + i); - } + /* + There is only one independent variable, and it is the same + as the dependent variable. Print a warning and continue. + */ + msg (SE, + gettext ("The dependent variable is equal to the independent variable." + "The least squares line is therefore Y=X." + "Standard errors and related statistics may be meaningless.")); + n_indep_vars = 1; + indep_vars[0] = v_variables[0]; } - /* - Mark missing cases for the dependent variable. - */ - n_data = mark_missing_cases (cf, depvar, is_missing_case, n_data, NULL); - - return n_data; + return n_indep_vars; } -static void -coeff_init (pspp_linreg_cache * c, struct design_matrix *dm) -{ - c->coeff = xnmalloc (dm->m->size2 + 1, sizeof (*c->coeff)); - c->coeff[0] = xmalloc (sizeof (*(c->coeff[0]))); /* The first coefficient is the intercept. */ - c->coeff[0]->v_info = NULL; /* Intercept has no associated variable. */ - pspp_coeff_init (c->coeff + 1, dm); -} - -/* - Put the moments in the linreg cache. - */ -static void -compute_moments (pspp_linreg_cache * c, struct moments_var *mom, - struct design_matrix *dm, size_t n) +static double +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, + double *means) { size_t i; size_t j; - double weight; - double mean; - double variance; - double skewness; - double kurtosis; - /* - Scan the variable names in the columns of the design matrix. - When we find the variable we need, insert its mean in the cache. - */ - for (i = 0; i < dm->m->size2; i++) + size_t dep_subscript; + size_t *rows; + const gsl_matrix *ssizes; + const gsl_matrix *cm; + const gsl_matrix *mean_matrix; + double result = 0.0; + + cm = covariance_calculate (all_cov); + rows = xnmalloc (cov->size1 - 1, sizeof (*rows)); + + for (i = 0; i < n_all_vars; i++) { - for (j = 0; j < n; j++) + for (j = 0; j < n_vars; j++) { - if (design_matrix_col_to_var (dm, i) == (mom + j)->v) + if (vars[j] == all_vars[i]) { - moments1_calculate ((mom + j)->m, &weight, &mean, &variance, - &skewness, &kurtosis); - gsl_vector_set (c->indep_means, i, mean); - gsl_vector_set (c->indep_std, i, sqrt (variance)); + rows[j] = i; } } + if (all_vars[i] == dep_var) + { + dep_subscript = i; + } + } + mean_matrix = covariance_moments (all_cov, MOMENT_MEAN); + for (i = 0; i < cov->size1 - 1; i++) + { + means[i] = gsl_matrix_get (mean_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); + ssizes = covariance_moments (all_cov, MOMENT_NONE); + result = gsl_matrix_get (ssizes, dep_subscript, rows[0]); + for (i = 0; i < cov->size1 - 1; i++) + { + gsl_matrix_set (cov, i, cov->size1 - 1, + gsl_matrix_get (cm, rows[i], dep_subscript)); + gsl_matrix_set (cov, cov->size1 - 1, i, + gsl_matrix_get (cm, rows[i], dep_subscript)); + if (result > gsl_matrix_get (ssizes, rows[i], dep_subscript)) + { + 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; } + static bool -run_regression (const struct ccase *first, - const struct casefile *cf, void *cmd_ UNUSED, - const struct dataset *ds) +run_regression (struct casereader *input, struct cmd_regression *cmd, + struct dataset *ds, linreg **models) { size_t i; - size_t n_data = 0; /* Number of valide cases. */ - size_t n_cases; /* Number of cases. */ - size_t row; - size_t case_num; int n_indep = 0; int k; - /* - Keep track of the missing cases. - */ - int *is_missing_case; - const union value *val; - struct casereader *r; - struct ccase c; - const struct variable **indep_vars; - struct design_matrix *X; - struct moments_var *mom; - gsl_vector *Y; - - pspp_linreg_opts lopts; + double n_data; + double *means; + struct ccase *c; + struct covariance *cov; + const struct variable **vars; + const struct variable *dep_var; + struct casereader *reader; + const struct dictionary *dict; + gsl_matrix *this_cm; assert (models != NULL); - output_split_file_values (ds, first); - - if (!v_variables) - { - dict_get_vars (dataset_dict (ds), &v_variables, &n_variables, - 1u << DC_SYSTEM); - } - - n_cases = casefile_get_case_cnt (cf); - - for (i = 0; i < cmd.n_dependent; i++) + for (i = 0; i < n_variables; i++) { - if (!var_is_numeric (cmd.v_dependent[i])) + if (!var_is_numeric (v_variables[i])) { - msg (SE, gettext ("Dependent variable must be numeric.")); - pspp_reg_rc = CMD_FAILURE; - return true; + msg (SE, _("REGRESSION requires numeric variables.")); + return false; } } - is_missing_case = xnmalloc (n_cases, sizeof (*is_missing_case)); - mom = xnmalloc (n_variables, sizeof (*mom)); - for (i = 0; i < n_variables; i++) + c = casereader_peek (input, 0); + if (c == NULL) { - (mom + i)->m = moments1_create (MOMENT_VARIANCE); - (mom + i)->v = v_variables[i]; + casereader_destroy (input); + return true; } - lopts.get_depvar_mean_std = 1; + output_split_file_values (ds, c); + case_unref (c); - for (k = 0; k < cmd.n_dependent; k++) + dict = dataset_dict (ds); + if (!v_variables) { - n_indep = get_n_indep ((const struct variable *) cmd.v_dependent[k]); - lopts.get_indep_mean_std = xnmalloc (n_indep, sizeof (int)); - indep_vars = xnmalloc (n_indep, sizeof *indep_vars); - assert (indep_vars != NULL); - - for (i = 0; i < n_cases; i++) + 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); + + reader = casereader_clone (input); + reader = casereader_create_filter_missing (reader, v_variables, n_variables, + MV_ANY, NULL, NULL); + for (; (c = casereader_read (reader)) != NULL; case_unref (c)) + { + covariance_accumulate (cov, c); + } + + for (k = 0; k < cmd->n_dependent; k++) + { + dep_var = cmd->v_dependent[k]; + n_indep = identify_indep_vars (vars, dep_var); + + 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, 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++) { - is_missing_case[i] = 0; + linreg_set_indep_variable_mean (models[k], i, means[i]); } - n_data = prepare_data (n_cases, is_missing_case, indep_vars, - cmd.v_dependent[k], - (const struct casefile *) cf, mom); + /* + For large data sets, use QR decomposition. + */ + if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) + { + models[k]->method = LINREG_QR; + } + if (n_data > 0) { - 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++) - { - lopts.get_indep_mean_std[i] = 1; - } - models[k] = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); - models[k]->indep_means = gsl_vector_alloc (X->m->size2); - models[k]->indep_std = gsl_vector_alloc (X->m->size2); - models[k]->depvar = (const struct variable *) cmd.v_dependent[k]; /* - For large data sets, use QR decomposition. + Find the least-squares estimates and other statistics. */ - if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) - { - models[k]->method = PSPP_LINREG_SVD; - } + linreg_fit (this_cm, models[k]); - /* - The second pass fills the design matrix. - */ - row = 0; - for (r = casefile_get_reader (cf, NULL); casereader_read (r, &c); - case_destroy (&c)) - /* Iterate over the cases. */ + if (!taint_has_tainted_successor (casereader_get_taint (input))) { - case_num = casereader_cnum (r) - 1; - if (!is_missing_case[case_num]) - { - for (i = 0; i < n_variables; ++i) /* Iterate over the - variables for the - current case. - */ - { - val = case_data (&c, v_variables[i]); - /* - 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, cmd.v_dependent[k])) - { - if (var_is_alpha (v_variables[i])) - { - design_matrix_set_categorical (X, row, - v_variables[i], val); - } - else - { - design_matrix_set_numeric (X, row, v_variables[i], - val); - } - } - } - val = case_data (&c, cmd.v_dependent[k]); - gsl_vector_set (Y, row, val->f); - row++; - } + subcommand_statistics (cmd->a_statistics, models[k]); } - /* - Now that we know the number of coefficients, allocate space - and store pointers to the variables that correspond to the - coefficients. - */ - coeff_init (models[k], X); - - /* - Find the least-squares estimates and other statistics. - */ - pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, models[k]); - compute_moments (models[k], mom, X, n_variables); - subcommand_statistics (cmd.a_statistics, models[k]); - subcommand_export (cmd.sbc_export, models[k]); - - gsl_vector_free (Y); - design_matrix_destroy (X); - free (indep_vars); - free (lopts.get_indep_mean_std); - casereader_destroy (r); + } + else + { + msg (SE, + gettext ("No valid data found. This command was skipped.")); + linreg_free (models[k]); + models[k] = NULL; } } - for (i = 0; i < n_variables; i++) - { - moments1_destroy ((mom + i)->m); - } - free (mom); - free (is_missing_case); - + + casereader_destroy (reader); + free (vars); + free (means); + casereader_destroy (input); + covariance_destroy (cov); + return true; } /* - Local Variables: + Local Variables: mode: c End: */