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/message.h>
40 #include <math/covariance.h>
41 #include <math/linreg.h>
42 #include <math/moments.h>
43 #include <output/tab.h>
59 static struct cmd_glm cmd;
63 Moments for each of the variables used.
71 const struct variable *v;
76 Dependent variable used.
78 static const struct variable **v_dependent;
81 Number of dependent variables.
83 static size_t n_dependent;
85 size_t n_inter; /* Number of interactions. */
86 size_t n_members; /* Number of memebr variables in an interaction. */
88 struct interaction_variable **interactions;
90 int cmd_glm (struct lexer *lexer, struct dataset *ds);
92 static bool run_glm (struct casereader *,
94 const struct dataset *);
96 If the DESIGN subcommand was not specified, specify all possible
100 check_interactions (struct dataset *ds, struct cmd_glm *cmd)
105 struct variable **interaction_vars;
108 User did not specify the design matrix, so we
111 n_inter = (cmd->n_by + cmd->n_with) * (cmd->n_by + cmd->n_with - 1) / 2;
112 interactions = xnmalloc (n_inter, sizeof (*interactions));
113 interaction_vars = xnmalloc (2, sizeof (*interaction_vars));
114 for (i = 0; i < cmd->n_by; i++)
116 for (j = i + 1; j < cmd->n_by; j++)
118 interaction_vars[0] = cmd->v_by[i];
119 interaction_vars[1] = cmd->v_by[j];
120 interactions[k] = interaction_variable_create (interaction_vars, 2);
123 for (j = 0; j < cmd->n_with; j++)
125 interaction_vars[0] = cmd->v_by[i];
126 interaction_vars[1] = cmd->v_with[j];
127 interactions[k] = interaction_variable_create (interaction_vars, 2);
131 for (i = 0; i < cmd->n_with; i++)
133 for (j = i + 1; j < cmd->n_with; j++)
135 interaction_vars[0] = cmd->v_with[i];
136 interaction_vars[1] = cmd->v_with[j];
137 interactions[k] = interaction_variable_create (interaction_vars, 2);
143 cmd_glm (struct lexer *lexer, struct dataset *ds)
145 struct casegrouper *grouper;
146 struct casereader *group;
150 if (!parse_glm (lexer, ds, &cmd, NULL))
153 if (!lex_match_id (lexer, "DESIGN"))
155 check_interactions (ds, &cmd);
158 grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds));
159 while (casegrouper_get_next_group (grouper, &group))
161 run_glm (group, &cmd, ds);
163 ok = casegrouper_destroy (grouper);
164 ok = proc_commit (ds) && ok;
167 return ok ? CMD_SUCCESS : CMD_FAILURE;
171 parse_interactions (struct lexer *lexer, const struct variable **interaction_vars, int n_members,
172 int max_members, struct dataset *ds)
174 if (lex_match (lexer, '*'))
176 if (n_members > max_members)
179 xnrealloc (interaction_vars, max_members, sizeof (*interaction_vars));
181 interaction_vars[n_members] = parse_variable (lexer, dataset_dict (ds));
182 parse_interactions (lexer, interaction_vars, n_members++, max_members, ds);
186 /* Parser for the design subcommand. */
188 glm_custom_design (struct lexer *lexer, struct dataset *ds,
189 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
191 size_t n_allocated = 2;
193 struct variable **interaction_vars;
194 struct variable *this_var;
196 interactions = xnmalloc (n_allocated, sizeof (*interactions));
198 while (lex_token (lexer) != T_STOP && lex_token (lexer) != '.')
200 this_var = parse_variable (lexer, dataset_dict (ds));
201 if (lex_match (lexer, '('))
203 lex_force_match (lexer, ')');
205 else if (lex_match (lexer, '*'))
207 interaction_vars = xnmalloc (2 * n_inter, sizeof (*interaction_vars));
208 n_members = parse_interactions (lexer, interaction_vars, 1, 2 * n_inter, ds);
209 if (n_allocated < n_inter)
212 xnrealloc (interactions, n_allocated, sizeof (*interactions));
214 interactions [n_inter - 1] =
215 interaction_variable_create (interaction_vars, n_members);
217 free (interaction_vars);
222 /* Parser for the dependent sub command */
224 glm_custom_dependent (struct lexer *lexer, struct dataset *ds,
225 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
227 const struct dictionary *dict = dataset_dict (ds);
230 if ((lex_token (lexer) != T_ID
231 || dict_lookup_var (dict, lex_tokid (lexer)) == NULL)
232 && lex_token (lexer) != T_ALL)
235 if (!parse_variables_const (lexer, dict, &v_dependent, &n_dependent, PV_NONE))
240 for (i = 0; i < n_dependent; i++)
242 assert (var_is_numeric (v_dependent[i]));
244 assert (n_dependent);
246 msg (SE, _("Multivariate GLM not yet supported"));
247 n_dependent = 1; /* Drop this line after adding support for multivariate GLM. */
253 fit_model (const struct covariance *cov,
254 const struct variable *dep_var,
255 const struct variable ** indep_vars,
256 size_t n_data, size_t n_indep)
258 linreg *result = NULL;
264 run_glm (struct casereader *input,
266 const struct dataset *ds)
269 const struct variable **numerics = NULL;
270 const struct variable **categoricals = NULL;
272 linreg *model = NULL;
273 pspp_linreg_opts lopts;
276 size_t n_data; /* Number of valid cases. */
277 size_t n_categoricals = 0;
279 struct casereader *reader;
280 struct covariance *cov;
282 c = casereader_peek (input, 0);
285 casereader_destroy (input);
288 output_split_file_values (ds, c);
293 dict_get_vars (dataset_dict (ds), &v_dependent, &n_dependent,
297 lopts.get_depvar_mean_std = 1;
299 lopts.get_indep_mean_std = xnmalloc (n_dependent, sizeof (int));
302 n_numerics = n_dependent;
303 for (i = 0; i < cmd->n_with; i++)
305 if (var_is_alpha (cmd->v_with[i]))
314 for (i = 0; i < cmd->n_by; i++)
316 if (var_is_alpha (cmd->v_by[i]))
325 numerics = xnmalloc (n_numerics, sizeof *numerics);
326 categoricals = xnmalloc (n_categoricals, sizeof (*categoricals));
329 for (i = 0; i < cmd->n_by; i++)
331 if (var_is_alpha (cmd->v_by[i]))
333 categoricals[j] = cmd->v_by[i];
338 numerics[k] = cmd->v_by[i];
342 for (i = 0; i < cmd->n_with; i++)
344 if (var_is_alpha (cmd->v_with[i]))
346 categoricals[j] = cmd->v_with[i];
351 numerics[k] = cmd->v_with[i];
355 for (i = 0; i < n_dependent; i++)
357 numerics[k] = v_dependent[i];
361 cov = covariance_2pass_create (n_numerics, numerics, n_categoricals, categoricals, NULL, MV_NEVER);
363 reader = casereader_clone (input);
364 reader = casereader_create_filter_missing (reader, numerics, n_numerics,
366 reader = casereader_create_filter_missing (reader, categoricals, n_categoricals,
368 struct casereader *r = casereader_clone (reader);
370 reader = casereader_create_counter (reader, &row, -1);
372 for (; (c = casereader_read (reader)) != NULL; case_unref (c))
374 covariance_accumulate_pass1 (cov, c);
376 for (; (c = casereader_read (r)) != NULL; case_unref (c))
378 covariance_accumulate_pass2 (cov, c);
381 covariance_destroy (cov);
382 casereader_destroy (reader);
383 casereader_destroy (r);
387 free (lopts.get_indep_mean_std);
388 casereader_destroy (input);