2 lib/linreg/coefficient.c
4 Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H Stover.
6 This program is free software; you can redistribute it and/or modify it under
7 the terms of the GNU General Public License as published by the Free
8 Software Foundation; either version 2 of the License, or (at your option)
11 This program is distributed in the hope that it will be useful, but WITHOUT
12 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
13 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
16 You should have received a copy of the GNU General Public License along with
17 this program; if not, write to the Free Software Foundation, Inc., 51
18 Franklin Street, Fifth Floor, Boston, MA 02111-1307, USA.
22 Accessor functions for matching coefficients and variables.
24 #include <math/linreg/coefficient.h>
25 #include <math/linreg/linreg.h>
26 #include "src/math/design-matrix.h"
28 #include <gl/xalloc.h>
33 const struct variable *v; /* Variable associated with this
34 coefficient. Note this variable
35 may not be unique. In other words,
36 a coefficient structure may have
37 other v_info's, each with its own
39 const union value *val; /* Value of the variable v which this varinfo
40 refers to. This member is relevant only to
41 categorical variables. */
45 pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
52 Initialize the variable and value pointers inside the
53 coefficient structures for the linear model.
56 pspp_linreg_coeff_init (pspp_linreg_cache * c, struct design_matrix *X)
61 struct pspp_linreg_coeff *coeff;
63 c->coeff = xnmalloc (X->m->size2 + 1, sizeof (*c->coeff));
64 c->coeff[0] = xmalloc (sizeof (*c->coeff[0]));
65 c->coeff[0]->v_info = NULL; /* Intercept has no associated variable. */
66 for (i = 0; i < X->m->size2; i++)
68 j = i + 1; /* The first coefficient is the intercept. */
69 c->coeff[j] = xmalloc (sizeof (*c->coeff[j]));
71 coeff->n_vars = n_vals; /* Currently, no procedures allow
72 interactions. This line will have to
73 change when procedures that allow
74 interaction terms are written.
76 coeff->v_info = xnmalloc (coeff->n_vars, sizeof (*coeff->v_info));
77 assert (coeff->v_info != NULL);
79 (const struct variable *) design_matrix_col_to_var (X, i);
81 if (coeff->v_info->v->type == ALPHA)
84 k = design_matrix_var_to_column (X, coeff->v_info->v);
88 cat_subscript_to_value (k, (struct variable *) coeff->v_info->v);
93 pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *c, double estimate)
95 c->estimate = estimate;
99 pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *c, double std_err)
101 c->std_err = std_err;
105 Return the estimated value of the coefficient.
108 pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *c)
118 Return the standard error of the estimated coefficient.
121 pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *c)
131 How many variables are associated with this coefficient?
134 pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *c)
144 Which variable does this coefficient match? I should be
145 0 unless the coefficient refers to an interaction term.
147 const struct variable *
148 pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *c, int i)
154 assert (i < c->n_vars);
155 return (c->v_info + i)->v;
159 Which value is associated with this coefficient/variable combination?
162 pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *c,
163 const struct variable *v)
166 const struct variable *candidate;
168 if (c == NULL || v == NULL)
172 if (v->type == NUMERIC)
176 while (i < c->n_vars)
178 candidate = pspp_linreg_coeff_get_var (c, i);
179 if (v->index == candidate->index)
181 return (c->v_info + i)->val;
189 Which coefficient is associated with V? The VAL argument is relevant
190 only to categorical variables.
192 const struct pspp_linreg_coeff *
193 pspp_linreg_get_coeff (const pspp_linreg_cache * c,
194 const struct variable *v, const union value *val)
197 struct pspp_linreg_coeff *result = NULL;
198 const struct variable *tmp = NULL;
204 if (c->coeff == NULL || c->n_indeps == 0 || v == NULL)
209 result = c->coeff[i];
210 tmp = pspp_linreg_coeff_get_var (result, 0);
211 while (tmp->index != v->index && i < c->n_coeffs)
213 result = c->coeff[i];
214 tmp = pspp_linreg_coeff_get_var (result, 0);
221 if (v->type == NUMERIC)
225 else if (val != NULL)
228 If v is categorical, we need to ensure the coefficient
231 while (tmp->index != v->index && i < c->n_coeffs
232 && compare_values (pspp_linreg_coeff_get_value (result, tmp),
236 result = c->coeff[i];
237 tmp = pspp_linreg_coeff_get_var (result, 0);
239 if (i == c->n_coeffs)