Optimisation for the type3 sum of squares procedure

diff --git a/src/language/stats/glm.c b/src/language/stats/glm.c
index b23832ff06816d7de068ff6a194c4bab09a45399..9d16a149b372766e0eef55a67fe5801e013936b9 100644 (file)
--- a/src/language/stats/glm.c
+++ b/src/language/stats/glm.c
@@ -334,22 +334,14 @@ error:
 static void get_ssq (struct covariance *, gsl_vector *,
                     const struct glm_spec *);
 
-static bool
-not_dropped (size_t j, const size_t *dropped, size_t n_dropped)
+static inline bool
+not_dropped (size_t j, const bool *ff)
 {
-  size_t i;
-
-  for (i = 0; i < n_dropped; i++)
-    {
-      if (j == dropped[i])
-       return false;
-    }
-  return true;
+  return ! ff[j];
 }
 
 static void
-fill_submatrix (gsl_matrix * cov, gsl_matrix * submatrix, size_t * dropped,
-               size_t n_dropped)
+fill_submatrix (const gsl_matrix * cov, gsl_matrix * submatrix, bool *dropped_f)
 {
   size_t i;
   size_t j;
@@ -358,12 +350,12 @@ fill_submatrix (gsl_matrix * cov, gsl_matrix * submatrix, size_t * dropped,
   
   for (i = 0; i < cov->size1; i++)
     {
-      if (not_dropped (i, dropped, n_dropped))
+      if (not_dropped (i, dropped_f))
        {         
          m = 0;
          for (j = 0; j < cov->size2; j++)
            {
-             if (not_dropped (j, dropped, n_dropped))
+             if (not_dropped (j, dropped_f))
                {
                  gsl_matrix_set (submatrix, n, m,
                                  gsl_matrix_get (cov, i, j));
@@ -381,8 +373,8 @@ get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
   gsl_matrix *cm = covariance_calculate_unnormalized (cov);
   size_t i;
   size_t k;
-  size_t *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped));
-  size_t *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped));
+  bool *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped));
+  bool *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped));
   const struct categoricals *cats = covariance_get_categoricals (cov);
 
   for (k = 0; k < cmd->n_interactions; k++)
@@ -395,30 +387,38 @@ get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
        {
          const struct interaction * x = 
            categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars);
-         if (interaction_is_proper_subset (cmd->interactions [k], x))
-           {
-             assert (n_dropped_model < covariance_dim (cov));
-             model_dropped[n_dropped_model++] = i;
-           }
+
+         model_dropped[i] = false;
+         submodel_dropped[i] = false;
          if (interaction_is_subset (cmd->interactions [k], x))
            {
              assert (n_dropped_submodel < covariance_dim (cov));
-             submodel_dropped[n_dropped_submodel++] = i;
+             n_dropped_submodel++;
+              submodel_dropped[i] = true;
+
+             if ( cmd->interactions [k]->n_vars < x->n_vars)
+               {
+                 assert (n_dropped_model < covariance_dim (cov));
+                 n_dropped_model++;
+                 model_dropped[i] = true;
+               }
            }
        }
-      model_cov = 
-       gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model);
+
+      model_cov = gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model);
       gsl_matrix_set (model_cov, 0, 0, gsl_matrix_get (cm, 0, 0));
-      submodel_cov = 
-       gsl_matrix_calloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel);
-      fill_submatrix (cm, model_cov, model_dropped, n_dropped_model);
-      fill_submatrix (cm, submodel_cov, submodel_dropped, n_dropped_submodel);
+      submodel_cov = gsl_matrix_calloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel);
+
+      fill_submatrix (cm, model_cov,    model_dropped);
+      fill_submatrix (cm, submodel_cov, submodel_dropped);
 
       reg_sweep (model_cov, 0);
       reg_sweep (submodel_cov, 0);
+
       gsl_vector_set (ssq, k + 1,
-                     gsl_matrix_get (submodel_cov, 0, 0)
-                     - gsl_matrix_get (model_cov, 0, 0));
+                     gsl_matrix_get (submodel_cov, 0, 0) - gsl_matrix_get (model_cov, 0, 0)
+                     );
+
       gsl_matrix_free (model_cov);
       gsl_matrix_free (submodel_cov);
     }