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/linreg.h>
43 #include <math/moments.h>
44 #include <output/tab.h>
60 static struct cmd_glm cmd;
64 Moments for each of the variables used.
72 const struct variable *v;
77 Dependent variable used.
79 static const struct variable **v_dependent;
82 Number of dependent variables.
84 static size_t n_dependent;
86 size_t n_inter; /* Number of interactions. */
87 size_t n_members; /* Number of memebr variables in an interaction. */
89 struct interaction_variable **interactions;
91 int cmd_glm (struct lexer *lexer, struct dataset *ds);
93 static bool run_glm (struct casereader *,
95 const struct dataset *);
97 If the DESIGN subcommand was not specified, specify all possible
101 check_interactions (struct dataset *ds, struct cmd_glm *cmd)
106 struct variable **interaction_vars;
109 User did not specify the design matrix, so we
112 n_inter = (cmd->n_by + cmd->n_with) * (cmd->n_by + cmd->n_with - 1) / 2;
113 interactions = xnmalloc (n_inter, sizeof (*interactions));
114 interaction_vars = xnmalloc (2, sizeof (*interaction_vars));
115 for (i = 0; i < cmd->n_by; i++)
117 for (j = i + 1; j < cmd->n_by; j++)
119 interaction_vars[0] = cmd->v_by[i];
120 interaction_vars[1] = cmd->v_by[j];
121 interactions[k] = interaction_variable_create (interaction_vars, 2);
124 for (j = 0; j < cmd->n_with; j++)
126 interaction_vars[0] = cmd->v_by[i];
127 interaction_vars[1] = cmd->v_with[j];
128 interactions[k] = interaction_variable_create (interaction_vars, 2);
132 for (i = 0; i < cmd->n_with; i++)
134 for (j = i + 1; j < cmd->n_with; j++)
136 interaction_vars[0] = cmd->v_with[i];
137 interaction_vars[1] = cmd->v_with[j];
138 interactions[k] = interaction_variable_create (interaction_vars, 2);
144 cmd_glm (struct lexer *lexer, struct dataset *ds)
146 struct casegrouper *grouper;
147 struct casereader *group;
151 if (!parse_glm (lexer, ds, &cmd, NULL))
154 if (!lex_match_id (lexer, "DESIGN"))
156 check_interactions (ds, &cmd);
159 grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds));
160 while (casegrouper_get_next_group (grouper, &group))
162 run_glm (group, &cmd, ds);
164 ok = casegrouper_destroy (grouper);
165 ok = proc_commit (ds) && ok;
168 return ok ? CMD_SUCCESS : CMD_FAILURE;
172 parse_interactions (struct lexer *lexer, const struct variable **interaction_vars, int n_members,
173 int max_members, struct dataset *ds)
175 if (lex_match (lexer, '*'))
177 if (n_members > max_members)
180 xnrealloc (interaction_vars, max_members, sizeof (*interaction_vars));
182 interaction_vars[n_members] = parse_variable (lexer, dataset_dict (ds));
183 parse_interactions (lexer, interaction_vars, n_members++, max_members, ds);
187 /* Parser for the design subcommand. */
189 glm_custom_design (struct lexer *lexer, struct dataset *ds,
190 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
192 size_t n_allocated = 2;
194 struct variable **interaction_vars;
195 struct variable *this_var;
197 interactions = xnmalloc (n_allocated, sizeof (*interactions));
199 while (lex_token (lexer) != T_STOP && lex_token (lexer) != '.')
201 this_var = parse_variable (lexer, dataset_dict (ds));
202 if (lex_match (lexer, '('))
204 lex_force_match (lexer, ')');
206 else if (lex_match (lexer, '*'))
208 interaction_vars = xnmalloc (2 * n_inter, sizeof (*interaction_vars));
209 n_members = parse_interactions (lexer, interaction_vars, 1, 2 * n_inter, ds);
210 if (n_allocated < n_inter)
213 xnrealloc (interactions, n_allocated, sizeof (*interactions));
215 interactions [n_inter - 1] =
216 interaction_variable_create (interaction_vars, n_members);
218 free (interaction_vars);
223 /* Parser for the dependent sub command */
225 glm_custom_dependent (struct lexer *lexer, struct dataset *ds,
226 struct cmd_glm *cmd UNUSED, void *aux UNUSED)
228 const struct dictionary *dict = dataset_dict (ds);
231 if ((lex_token (lexer) != T_ID
232 || dict_lookup_var (dict, lex_tokid (lexer)) == NULL)
233 && lex_token (lexer) != T_ALL)
236 if (!parse_variables_const (lexer, dict, &v_dependent, &n_dependent, PV_NONE))
241 for (i = 0; i < n_dependent; i++)
243 assert (var_is_numeric (v_dependent[i]));
245 assert (n_dependent);
247 msg (SE, _("Multivariate GLM not yet supported"));
248 n_dependent = 1; /* Drop this line after adding support for multivariate GLM. */
254 fit_model (const struct covariance *cov,
255 const struct variable *dep_var,
256 const struct variable ** indep_vars,
257 size_t n_data, size_t n_indep)
259 linreg *result = NULL;
265 run_glm (struct casereader *input,
267 const struct dataset *ds)
270 const struct variable **numerics = NULL;
271 const struct variable **categoricals = NULL;
273 linreg *model = NULL;
274 pspp_linreg_opts lopts;
277 size_t n_data; /* Number of valid cases. */
278 size_t n_categoricals = 0;
280 struct casereader *reader;
281 struct covariance *cov;
283 c = casereader_peek (input, 0);
286 casereader_destroy (input);
289 output_split_file_values (ds, c);
294 dict_get_vars (dataset_dict (ds), &v_dependent, &n_dependent,
298 lopts.get_depvar_mean_std = 1;
300 lopts.get_indep_mean_std = xnmalloc (n_dependent, sizeof (int));
303 n_numerics = n_dependent;
304 for (i = 0; i < cmd->n_with; i++)
306 if (var_is_alpha (cmd->v_with[i]))
315 for (i = 0; i < cmd->n_by; i++)
317 if (var_is_alpha (cmd->v_by[i]))
326 numerics = xnmalloc (n_numerics, sizeof *numerics);
327 categoricals = xnmalloc (n_categoricals, sizeof (*categoricals));
330 for (i = 0; i < cmd->n_by; i++)
332 if (var_is_alpha (cmd->v_by[i]))
334 categoricals[j] = cmd->v_by[i];
339 numerics[k] = cmd->v_by[i];
343 for (i = 0; i < cmd->n_with; i++)
345 if (var_is_alpha (cmd->v_with[i]))
347 categoricals[j] = cmd->v_with[i];
352 numerics[k] = cmd->v_with[i];
356 for (i = 0; i < n_dependent; i++)
358 numerics[k] = v_dependent[i];
362 cov = covariance_2pass_create (n_numerics, numerics, n_categoricals, categoricals, NULL, MV_NEVER);
364 reader = casereader_clone (input);
365 reader = casereader_create_filter_missing (reader, numerics, n_numerics,
367 reader = casereader_create_filter_missing (reader, categoricals, n_categoricals,
369 struct casereader *r = casereader_clone (reader);
371 reader = casereader_create_counter (reader, &row, -1);
373 for (; (c = casereader_read (reader)) != NULL; case_unref (c))
375 covariance_accumulate_pass1 (cov, c);
377 for (; (c = casereader_read (r)) != NULL; case_unref (c))
379 covariance_accumulate_pass2 (cov, c);
382 covariance_destroy (cov);
383 casereader_destroy (reader);
384 casereader_destroy (r);
388 free (lopts.get_indep_mean_std);
389 casereader_destroy (input);