From 400bebea74c1bb4c2fdfc0679ee5db6b24a31a32 Mon Sep 17 00:00:00 2001 From: Jason H Stover Date: Thu, 4 Feb 2010 17:26:54 -0500 Subject: [PATCH] Compute the independent variable means --- src/language/stats/regression.q | 22 ++++++++++++++++------ 1 file changed, 16 insertions(+), 6 deletions(-) diff --git a/src/language/stats/regression.q b/src/language/stats/regression.q index 2b31158d..cb126d09 100644 --- a/src/language/stats/regression.q +++ b/src/language/stats/regression.q @@ -186,7 +186,7 @@ reg_stats_coeff (linreg * c) struct tab_table *t; assert (c != NULL); - n_rows = c->n_coeffs + 3; + n_rows = linreg_n_coeffs (c) + 3; t = tab_create (n_cols, n_rows, 0); tab_headers (t, 2, 0, 1, 0); @@ -805,15 +805,16 @@ 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) + 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; double result = 0.0; cm = covariance_calculate (all_cov); @@ -833,14 +834,17 @@ fill_covariance (gsl_matrix *cov, struct covariance *all_cov, 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++) @@ -866,6 +870,7 @@ run_regression (struct casereader *input, struct cmd_regression *cmd, int n_indep = 0; int k; double n_data; + double *means; struct ccase *c; struct covariance *cov; const struct variable **vars; @@ -900,6 +905,7 @@ run_regression (struct casereader *input, struct cmd_regression *cmd, dict_get_vars (dict, &v_variables, &n_variables, 0); } vars = xnmalloc (n_variables, sizeof (*vars)); + means = xnmalloc (n_variables, sizeof (*vars)); cov = covariance_1pass_create (n_variables, v_variables, dict_get_weight (dict), MV_ANY); @@ -918,11 +924,14 @@ run_regression (struct casereader *input, struct cmd_regression *cmd, 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]); + } /* For large data sets, use QR decomposition. */ @@ -951,9 +960,10 @@ run_regression (struct casereader *input, struct cmd_regression *cmd, models[k] = NULL; } } - + casereader_destroy (reader); free (vars); + free (means); casereader_destroy (input); covariance_destroy (cov); -- 2.30.2