1 /* PSPP - a program for statistical analysis.
2 Copyright (C) 2007, 2009 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>
21 #include <gsl/gsl_vector.h>
25 #include <data/case.h>
26 #include <data/casegrouper.h>
27 #include <data/casereader.h>
28 #include <data/dictionary.h>
29 #include <data/missing-values.h>
30 #include <data/procedure.h>
31 #include <data/transformations.h>
32 #include <data/value-labels.h>
33 #include <data/variable.h>
34 #include <language/command.h>
35 #include <language/dictionary/split-file.h>
36 #include <language/data-io/file-handle.h>
37 #include <language/lexer/lexer.h>
38 #include <libpspp/compiler.h>
39 #include <libpspp/hash.h>
40 #include <libpspp/message.h>
41 #include <math/covariance.h>
42 #include <math/coefficient.h>
43 #include <math/linreg.h>
44 #include <math/moments.h>
45 #include <output/tab.h>
61 static struct cmd_glm cmd;
65 Moments for each of the variables used.
73 const struct variable *v;
78 Dependent variable used.
80 static const struct variable **v_dependent;
83 Number of dependent variables.
85 static size_t n_dependent;
87 size_t n_inter; /* Number of interactions. */
88 size_t n_members; /* Number of memebr variables in an interaction. */
90 struct interaction_variable **interactions;
92 int cmd_glm (struct lexer *lexer, struct dataset *ds);
94 static bool run_glm (struct casereader *,
96 const struct dataset *);
98 If the DESIGN subcommand was not specified, specify all possible
102 check_interactions (struct dataset *ds, struct cmd_glm *cmd)
107 struct variable **interaction_vars;
110 User did not specify the design matrix, so we
113 n_inter = (cmd->n_by + cmd->n_with) * (cmd->n_by + cmd->n_with - 1) / 2;
114 interactions = xnmalloc (n_inter, sizeof (*interactions));
115 interaction_vars = xnmalloc (2, sizeof (*interaction_vars));
116 for (i = 0; i < cmd->n_by; i++)
118 for (j = i + 1; j < cmd->n_by; j++)
120 interaction_vars[0] = cmd->v_by[i];
121 interaction_vars[1] = cmd->v_by[j];
122 interactions[k] = interaction_variable_create (interaction_vars, 2);
125 for (j = 0; j < cmd->n_with; j++)
127 interaction_vars[0] = cmd->v_by[i];
128 interaction_vars[1] = cmd->v_with[j];
129 interactions[k] = interaction_variable_create (interaction_vars, 2);
133 for (i = 0; i < cmd->n_with; i++)
135 for (j = i + 1; j < cmd->n_with; j++)
137 interaction_vars[0] = cmd->v_with[i];
138 interaction_vars[1] = cmd->v_with[j];
139 interactions[k] = interaction_variable_create (interaction_vars, 2);
145 cmd_glm (struct lexer *lexer, struct dataset *ds)
147 struct casegrouper *grouper;
148 struct casereader *group;
152 if (!parse_glm (lexer, ds, &cmd, NULL))
155 if (!lex_match_id (lexer, "DESIGN"))
157 check_interactions (ds, &cmd);
160 grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds));
161 while (casegrouper_get_next_group (grouper, &group))
163 run_glm (group, &cmd, ds);
165 ok = casegrouper_destroy (grouper);
166 ok = proc_commit (ds) && ok;
169 return ok ? CMD_SUCCESS : CMD_FAILURE;
173 parse_interactions (struct lexer *lexer, const struct variable **interaction_vars, int n_members,
174 int max_members, struct dataset *ds)
176 if (lex_match (lexer, '*'))
178 if (n_members > max_members)
181 xnrealloc (interaction_vars, max_members, sizeof (*interaction_vars));
183 interaction_vars[n_members] = parse_variable (lexer, dataset_dict (ds));
184 parse_interactions (lexer, interaction_vars, n_members++, max_members, ds);
188 /* Parser for the design subcommand. */
190 glm_custom_design (struct lexer *lexer, struct dataset *ds,
191 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
193 size_t n_allocated = 2;
195 struct variable **interaction_vars;
196 struct variable *this_var;
198 interactions = xnmalloc (n_allocated, sizeof (*interactions));
200 while (lex_token (lexer) != T_STOP && lex_token (lexer) != '.')
202 this_var = parse_variable (lexer, dataset_dict (ds));
203 if (lex_match (lexer, '('))
205 lex_force_match (lexer, ')');
207 else if (lex_match (lexer, '*'))
209 interaction_vars = xnmalloc (2 * n_inter, sizeof (*interaction_vars));
210 n_members = parse_interactions (lexer, interaction_vars, 1, 2 * n_inter, ds);
211 if (n_allocated < n_inter)
214 xnrealloc (interactions, n_allocated, sizeof (*interactions));
216 interactions [n_inter - 1] =
217 interaction_variable_create (interaction_vars, n_members);
219 free (interaction_vars);
224 /* Parser for the dependent sub command */
226 glm_custom_dependent (struct lexer *lexer, struct dataset *ds,
227 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
229 const struct dictionary *dict = dataset_dict (ds);
232 if ((lex_token (lexer) != T_ID
233 || dict_lookup_var (dict, lex_tokid (lexer)) == NULL)
234 && lex_token (lexer) != T_ALL)
237 if (!parse_variables_const (lexer, dict, &v_dependent, &n_dependent, PV_NONE))
242 for (i = 0; i < n_dependent; i++)
244 assert (var_is_numeric (v_dependent[i]));
246 assert (n_dependent);
248 msg (SE, _("Multivariate GLM not yet supported"));
249 n_dependent = 1; /* Drop this line after adding support for multivariate GLM. */
255 fit_model (const struct covariance *cov,
256 const struct variable *dep_var,
257 const struct variable ** indep_vars,
258 size_t n_data, size_t n_indep)
260 linreg *result = NULL;
266 run_glm (struct casereader *input,
268 const struct dataset *ds)
271 const struct variable **numerics = NULL;
272 const struct variable **categoricals = NULL;
274 linreg *model = NULL;
275 pspp_linreg_opts lopts;
278 size_t n_data; /* Number of valid cases. */
279 size_t n_categoricals = 0;
281 struct casereader *reader;
282 struct covariance *cov;
284 c = casereader_peek (input, 0);
287 casereader_destroy (input);
290 output_split_file_values (ds, c);
295 dict_get_vars (dataset_dict (ds), &v_dependent, &n_dependent,
299 lopts.get_depvar_mean_std = 1;
301 lopts.get_indep_mean_std = xnmalloc (n_dependent, sizeof (int));
304 n_numerics = n_dependent;
305 for (i = 0; i < cmd->n_with; i++)
307 if (var_is_alpha (cmd->v_with[i]))
316 for (i = 0; i < cmd->n_by; i++)
318 if (var_is_alpha (cmd->v_by[i]))
327 numerics = xnmalloc (n_numerics, sizeof *numerics);
328 categoricals = xnmalloc (n_categoricals, sizeof (*categoricals));
331 for (i = 0; i < cmd->n_by; i++)
333 if (var_is_alpha (cmd->v_by[i]))
335 categoricals[j] = cmd->v_by[i];
340 numerics[k] = cmd->v_by[i];
344 for (i = 0; i < cmd->n_with; i++)
346 if (var_is_alpha (cmd->v_with[i]))
348 categoricals[j] = cmd->v_with[i];
353 numerics[k] = cmd->v_with[i];
357 for (i = 0; i < n_dependent; i++)
359 numerics[k] = v_dependent[i];
363 cov = covariance_2pass_create (n_numerics, numerics, n_categoricals, categoricals, NULL, MV_NEVER);
365 reader = casereader_clone (input);
366 reader = casereader_create_filter_missing (reader, numerics, n_numerics,
368 reader = casereader_create_filter_missing (reader, categoricals, n_categoricals,
370 struct casereader *r = casereader_clone (reader);
372 reader = casereader_create_counter (reader, &row, -1);
374 for (; (c = casereader_read (reader)) != NULL; case_unref (c))
376 covariance_accumulate_pass1 (cov, c);
378 for (; (c = casereader_read (r)) != NULL; case_unref (c))
380 covariance_accumulate_pass2 (cov, c);
383 covariance_destroy (cov);
384 casereader_destroy (reader);
385 casereader_destroy (r);
389 free (lopts.get_indep_mean_std);
390 casereader_destroy (input);