1 /* PSPP - a program for statistical analysis.
2 Copyright (C) 1997-9, 2000, 2007, 2009, 2010, 2011 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>
23 #include "data/case.h"
24 #include "data/casegrouper.h"
25 #include "data/casereader.h"
26 #include "data/dataset.h"
27 #include "data/dictionary.h"
28 #include "data/format.h"
29 #include "data/value.h"
30 #include "language/command.h"
31 #include "language/dictionary/split-file.h"
32 #include "language/lexer/lexer.h"
33 #include "language/lexer/value-parser.h"
34 #include "language/lexer/variable-parser.h"
35 #include "libpspp/ll.h"
36 #include "libpspp/message.h"
37 #include "libpspp/misc.h"
38 #include "libpspp/taint.h"
39 #include "linreg/sweep.h"
40 #include "tukey/tukey.h"
41 #include "math/categoricals.h"
42 #include "math/covariance.h"
43 #include "math/levene.h"
44 #include "math/moments.h"
45 #include "output/tab.h"
48 #define _(msgid) gettext (msgid)
49 #define N_(msgid) msgid
51 /* Workspace variable for each dependent variable */
54 struct categoricals *cat;
55 struct covariance *cov;
69 /* Per category data */
70 struct descriptive_data
72 const struct variable *var;
87 STATS_DESCRIPTIVES = 0x0001,
88 STATS_HOMOGENEITY = 0x0002
101 struct ll_list coefficient_list;
107 typedef double df_func (const struct per_var_ws *pvw, const struct moments1 *mom_i, const struct moments1 *mom_j);
108 typedef double ts_func (int k, const struct moments1 *mom_i, const struct moments1 *mom_j, double std_err);
109 typedef double p1tail_func (double ts, double df1, double df2);
111 typedef double pinv_func (double std_err, double alpha, double df, int k, const struct moments1 *mom_i, const struct moments1 *mom_j);
129 const struct variable **vars;
131 const struct variable *indep_var;
133 enum statistics stats;
135 enum missing_type missing_type;
136 enum mv_class exclude;
138 /* List of contrasts */
139 struct ll_list contrast_list;
141 /* The weight variable */
142 const struct variable *wv;
144 /* The confidence level for multiple comparisons */
152 df_common (const struct per_var_ws *pvw, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
154 return pvw->n - pvw->n_groups;
158 df_individual (const struct per_var_ws *pvw UNUSED, const struct moments1 *mom_i, const struct moments1 *mom_j)
164 moments1_calculate (mom_i, &n_i, NULL, &var_i, 0, 0);
165 moments1_calculate (mom_j, &n_j, NULL, &var_j, 0, 0);
167 nom = pow2 (var_i/n_i + var_j/n_j);
168 denom = pow2 (var_i/n_i) / (n_i - 1) + pow2 (var_j/n_j) / (n_j - 1);
173 static double lsd_pinv (double std_err, double alpha, double df, int k UNUSED, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
175 return std_err * gsl_cdf_tdist_Pinv (1.0 - alpha / 2.0, df);
178 static double bonferroni_pinv (double std_err, double alpha, double df, int k, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
180 const int m = k * (k - 1) / 2;
181 return std_err * gsl_cdf_tdist_Pinv (1.0 - alpha / (2.0 * m), df);
184 static double sidak_pinv (double std_err, double alpha, double df, int k, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
186 const double m = k * (k - 1) / 2;
187 double lp = 1.0 - exp (log (1.0 - alpha) / m ) ;
188 return std_err * gsl_cdf_tdist_Pinv (1.0 - lp / 2.0, df);
191 static double tukey_pinv (double std_err, double alpha, double df, int k, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
193 return std_err / sqrt (2.0) * qtukey (1 - alpha, 1.0, k, df, 1, 0);
196 static double scheffe_pinv (double std_err, double alpha, double df, int k, const struct moments1 *mom_i UNUSED, const struct moments1 *mom_j UNUSED)
198 double x = (k - 1) * gsl_cdf_fdist_Pinv (1.0 - alpha, k - 1, df);
199 return std_err * sqrt (x);
202 static double gh_pinv (double std_err UNUSED, double alpha, double df, int k, const struct moments1 *mom_i, const struct moments1 *mom_j)
204 double n_i, mean_i, var_i;
205 double n_j, mean_j, var_j;
208 moments1_calculate (mom_i, &n_i, &mean_i, &var_i, 0, 0);
209 moments1_calculate (mom_j, &n_j, &mean_j, &var_j, 0, 0);
211 m = sqrt ((var_i/n_i + var_j/n_j) / 2.0);
213 return m * qtukey (1 - alpha, 1.0, k, df, 1, 0);
218 multiple_comparison_sig (double std_err,
219 const struct per_var_ws *pvw,
220 const struct descriptive_data *dd_i, const struct descriptive_data *dd_j,
221 const struct posthoc *ph)
223 int k = pvw->n_groups;
224 double df = ph->dff (pvw, dd_i->mom, dd_j->mom);
225 double ts = ph->tsf (k, dd_i->mom, dd_j->mom, std_err);
226 return ph->p1f (ts, k - 1, df);
230 mc_half_range (const struct oneway_spec *cmd, const struct per_var_ws *pvw, double std_err, const struct descriptive_data *dd_i, const struct descriptive_data *dd_j, const struct posthoc *ph)
232 int k = pvw->n_groups;
233 double df = ph->dff (pvw, dd_i->mom, dd_j->mom);
235 return ph->pinv (std_err, cmd->alpha, df, k, dd_i->mom, dd_j->mom);
238 static double tukey_1tailsig (double ts, double df1, double df2)
240 double twotailedsig = 1.0 - ptukey (ts, 1.0, df1 + 1, df2, 1, 0);
242 return twotailedsig / 2.0;
245 static double lsd_1tailsig (double ts, double df1 UNUSED, double df2)
247 return ts < 0 ? gsl_cdf_tdist_P (ts, df2) : gsl_cdf_tdist_Q (ts, df2);
250 static double sidak_1tailsig (double ts, double df1, double df2)
252 double ex = (df1 + 1.0) * df1 / 2.0;
253 double lsd_sig = 2 * lsd_1tailsig (ts, df1, df2);
255 return 0.5 * (1.0 - pow (1.0 - lsd_sig, ex));
258 static double bonferroni_1tailsig (double ts, double df1, double df2)
260 const int m = (df1 + 1) * df1 / 2;
262 double p = ts < 0 ? gsl_cdf_tdist_P (ts, df2) : gsl_cdf_tdist_Q (ts, df2);
265 return p > 0.5 ? 0.5 : p;
268 static double scheffe_1tailsig (double ts, double df1, double df2)
270 return 0.5 * gsl_cdf_fdist_Q (ts, df1, df2);
274 static double tukey_test_stat (int k UNUSED, const struct moments1 *mom_i, const struct moments1 *mom_j, double std_err)
277 double n_i, mean_i, var_i;
278 double n_j, mean_j, var_j;
280 moments1_calculate (mom_i, &n_i, &mean_i, &var_i, 0, 0);
281 moments1_calculate (mom_j, &n_j, &mean_j, &var_j, 0, 0);
283 ts = (mean_i - mean_j) / std_err;
284 ts = fabs (ts) * sqrt (2.0);
289 static double lsd_test_stat (int k UNUSED, const struct moments1 *mom_i, const struct moments1 *mom_j, double std_err)
291 double n_i, mean_i, var_i;
292 double n_j, mean_j, var_j;
294 moments1_calculate (mom_i, &n_i, &mean_i, &var_i, 0, 0);
295 moments1_calculate (mom_j, &n_j, &mean_j, &var_j, 0, 0);
297 return (mean_i - mean_j) / std_err;
300 static double scheffe_test_stat (int k, const struct moments1 *mom_i, const struct moments1 *mom_j, double std_err)
303 double n_i, mean_i, var_i;
304 double n_j, mean_j, var_j;
306 moments1_calculate (mom_i, &n_i, &mean_i, &var_i, 0, 0);
307 moments1_calculate (mom_j, &n_j, &mean_j, &var_j, 0, 0);
309 t = (mean_i - mean_j) / std_err;
316 static double gh_test_stat (int k UNUSED, const struct moments1 *mom_i, const struct moments1 *mom_j, double std_err UNUSED)
320 double n_i, mean_i, var_i;
321 double n_j, mean_j, var_j;
323 moments1_calculate (mom_i, &n_i, &mean_i, &var_i, 0, 0);
324 moments1_calculate (mom_j, &n_j, &mean_j, &var_j, 0, 0);
326 thing = var_i / n_i + var_j / n_j;
328 thing = sqrt (thing);
330 ts = (mean_i - mean_j) / thing;
337 static const struct posthoc ph_tests [] =
339 { "LSD", N_("LSD"), df_common, lsd_test_stat, lsd_1tailsig, lsd_pinv},
340 { "TUKEY", N_("Tukey HSD"), df_common, tukey_test_stat, tukey_1tailsig, tukey_pinv},
341 { "BONFERRONI", N_("Bonferroni"), df_common, lsd_test_stat, bonferroni_1tailsig, bonferroni_pinv},
342 { "SCHEFFE", N_("Scheffé"), df_common, scheffe_test_stat, scheffe_1tailsig, scheffe_pinv},
343 { "GH", N_("Games-Howell"), df_individual, gh_test_stat, tukey_1tailsig, gh_pinv},
344 { "SIDAK", N_("Šidák"), df_common, lsd_test_stat, sidak_1tailsig, sidak_pinv}
348 struct oneway_workspace
350 /* The number of distinct values of the independent variable, when all
351 missing values are disregarded */
352 int actual_number_of_groups;
354 struct per_var_ws *vws;
356 /* An array of descriptive data. One for each dependent variable */
357 struct descriptive_data **dd_total;
360 /* Routines to show the output tables */
361 static void show_anova_table (const struct oneway_spec *, const struct oneway_workspace *);
362 static void show_descriptives (const struct oneway_spec *, const struct oneway_workspace *);
363 static void show_homogeneity (const struct oneway_spec *, const struct oneway_workspace *);
365 static void output_oneway (const struct oneway_spec *, struct oneway_workspace *ws);
366 static void run_oneway (const struct oneway_spec *cmd, struct casereader *input, const struct dataset *ds);
369 cmd_oneway (struct lexer *lexer, struct dataset *ds)
371 const struct dictionary *dict = dataset_dict (ds);
372 struct oneway_spec oneway ;
375 oneway.indep_var = NULL;
377 oneway.missing_type = MISS_ANALYSIS;
378 oneway.exclude = MV_ANY;
379 oneway.wv = dict_get_weight (dict);
381 oneway.posthoc = NULL;
382 oneway.n_posthoc = 0;
384 ll_init (&oneway.contrast_list);
387 if ( lex_match (lexer, T_SLASH))
389 if (!lex_force_match_id (lexer, "VARIABLES"))
393 lex_match (lexer, T_EQUALS);
396 if (!parse_variables_const (lexer, dict,
397 &oneway.vars, &oneway.n_vars,
398 PV_NO_DUPLICATE | PV_NUMERIC))
401 lex_force_match (lexer, T_BY);
403 oneway.indep_var = parse_variable_const (lexer, dict);
405 while (lex_token (lexer) != T_ENDCMD)
407 lex_match (lexer, T_SLASH);
409 if (lex_match_id (lexer, "STATISTICS"))
411 lex_match (lexer, T_EQUALS);
412 while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
414 if (lex_match_id (lexer, "DESCRIPTIVES"))
416 oneway.stats |= STATS_DESCRIPTIVES;
418 else if (lex_match_id (lexer, "HOMOGENEITY"))
420 oneway.stats |= STATS_HOMOGENEITY;
424 lex_error (lexer, NULL);
429 else if (lex_match_id (lexer, "POSTHOC"))
431 lex_match (lexer, T_EQUALS);
432 while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
436 for (p = 0 ; p < sizeof (ph_tests) / sizeof (struct posthoc); ++p)
438 if (lex_match_id (lexer, ph_tests[p].syntax))
441 oneway.posthoc = xrealloc (oneway.posthoc, sizeof (*oneway.posthoc) * oneway.n_posthoc);
442 oneway.posthoc[oneway.n_posthoc - 1] = p;
447 if ( method == false)
449 if (lex_match_id (lexer, "ALPHA"))
451 if ( !lex_force_match (lexer, T_LPAREN))
453 lex_force_num (lexer);
454 oneway.alpha = lex_number (lexer);
456 if ( !lex_force_match (lexer, T_RPAREN))
461 msg (SE, _("The post hoc analysis method %s is not supported."), lex_tokcstr (lexer));
462 lex_error (lexer, NULL);
468 else if (lex_match_id (lexer, "CONTRAST"))
470 struct contrasts_node *cl = xzalloc (sizeof *cl);
472 struct ll_list *coefficient_list = &cl->coefficient_list;
473 lex_match (lexer, T_EQUALS);
475 ll_init (coefficient_list);
477 while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
479 if ( lex_is_number (lexer))
481 struct coeff_node *cc = xmalloc (sizeof *cc);
482 cc->coeff = lex_number (lexer);
484 ll_push_tail (coefficient_list, &cc->ll);
489 lex_error (lexer, NULL);
494 ll_push_tail (&oneway.contrast_list, &cl->ll);
496 else if (lex_match_id (lexer, "MISSING"))
498 lex_match (lexer, T_EQUALS);
499 while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
501 if (lex_match_id (lexer, "INCLUDE"))
503 oneway.exclude = MV_SYSTEM;
505 else if (lex_match_id (lexer, "EXCLUDE"))
507 oneway.exclude = MV_ANY;
509 else if (lex_match_id (lexer, "LISTWISE"))
511 oneway.missing_type = MISS_LISTWISE;
513 else if (lex_match_id (lexer, "ANALYSIS"))
515 oneway.missing_type = MISS_ANALYSIS;
519 lex_error (lexer, NULL);
526 lex_error (lexer, NULL);
533 struct casegrouper *grouper;
534 struct casereader *group;
537 grouper = casegrouper_create_splits (proc_open (ds), dict);
538 while (casegrouper_get_next_group (grouper, &group))
539 run_oneway (&oneway, group, ds);
540 ok = casegrouper_destroy (grouper);
541 ok = proc_commit (ds) && ok;
556 static struct descriptive_data *
557 dd_create (const struct variable *var)
559 struct descriptive_data *dd = xmalloc (sizeof *dd);
561 dd->mom = moments1_create (MOMENT_VARIANCE);
562 dd->minimum = DBL_MAX;
563 dd->maximum = -DBL_MAX;
570 dd_destroy (struct descriptive_data *dd)
572 moments1_destroy (dd->mom);
577 makeit (void *aux1, void *aux2 UNUSED)
579 const struct variable *var = aux1;
581 struct descriptive_data *dd = dd_create (var);
587 updateit (void *user_data,
588 enum mv_class exclude,
589 const struct variable *wv,
590 const struct variable *catvar UNUSED,
591 const struct ccase *c,
592 void *aux1, void *aux2)
594 struct descriptive_data *dd = user_data;
596 const struct variable *varp = aux1;
598 const union value *valx = case_data (c, varp);
600 struct descriptive_data *dd_total = aux2;
604 if ( var_is_value_missing (varp, valx, exclude))
607 weight = wv != NULL ? case_data (c, wv)->f : 1.0;
609 moments1_add (dd->mom, valx->f, weight);
610 if (valx->f < dd->minimum)
611 dd->minimum = valx->f;
613 if (valx->f > dd->maximum)
614 dd->maximum = valx->f;
617 const struct variable *var = dd_total->var;
618 const union value *val = case_data (c, var);
620 moments1_add (dd_total->mom,
624 if (val->f < dd_total->minimum)
625 dd_total->minimum = val->f;
627 if (val->f > dd_total->maximum)
628 dd_total->maximum = val->f;
633 run_oneway (const struct oneway_spec *cmd,
634 struct casereader *input,
635 const struct dataset *ds)
639 struct dictionary *dict = dataset_dict (ds);
640 struct casereader *reader;
643 struct oneway_workspace ws;
645 ws.actual_number_of_groups = 0;
646 ws.vws = xzalloc (cmd->n_vars * sizeof (*ws.vws));
647 ws.dd_total = xmalloc (sizeof (struct descriptive_data) * cmd->n_vars);
649 for (v = 0 ; v < cmd->n_vars; ++v)
650 ws.dd_total[v] = dd_create (cmd->vars[v]);
652 for (v = 0; v < cmd->n_vars; ++v)
654 ws.vws[v].cat = categoricals_create (&cmd->indep_var, 1, cmd->wv,
655 cmd->exclude, makeit, updateit,
656 CONST_CAST (struct variable *,
660 ws.vws[v].cov = covariance_2pass_create (1, &cmd->vars[v],
662 cmd->wv, cmd->exclude);
663 ws.vws[v].nl = levene_create (var_get_width (cmd->indep_var), NULL);
666 c = casereader_peek (input, 0);
669 casereader_destroy (input);
672 output_split_file_values (ds, c);
675 taint = taint_clone (casereader_get_taint (input));
677 input = casereader_create_filter_missing (input, &cmd->indep_var, 1,
678 cmd->exclude, NULL, NULL);
679 if (cmd->missing_type == MISS_LISTWISE)
680 input = casereader_create_filter_missing (input, cmd->vars, cmd->n_vars,
681 cmd->exclude, NULL, NULL);
682 input = casereader_create_filter_weight (input, dict, NULL, NULL);
684 reader = casereader_clone (input);
685 for (; (c = casereader_read (reader)) != NULL; case_unref (c))
688 double w = dict_get_case_weight (dict, c, NULL);
690 for (i = 0; i < cmd->n_vars; ++i)
692 struct per_var_ws *pvw = &ws.vws[i];
693 const struct variable *v = cmd->vars[i];
694 const union value *val = case_data (c, v);
696 if ( MISS_ANALYSIS == cmd->missing_type)
698 if ( var_is_value_missing (v, val, cmd->exclude))
702 covariance_accumulate_pass1 (pvw->cov, c);
703 levene_pass_one (pvw->nl, val->f, w, case_data (c, cmd->indep_var));
706 casereader_destroy (reader);
708 reader = casereader_clone (input);
709 for ( ; (c = casereader_read (reader) ); case_unref (c))
712 double w = dict_get_case_weight (dict, c, NULL);
713 for (i = 0; i < cmd->n_vars; ++i)
715 struct per_var_ws *pvw = &ws.vws[i];
716 const struct variable *v = cmd->vars[i];
717 const union value *val = case_data (c, v);
719 if ( MISS_ANALYSIS == cmd->missing_type)
721 if ( var_is_value_missing (v, val, cmd->exclude))
725 covariance_accumulate_pass2 (pvw->cov, c);
726 levene_pass_two (pvw->nl, val->f, w, case_data (c, cmd->indep_var));
729 casereader_destroy (reader);
731 reader = casereader_clone (input);
732 for ( ; (c = casereader_read (reader) ); case_unref (c))
735 double w = dict_get_case_weight (dict, c, NULL);
737 for (i = 0; i < cmd->n_vars; ++i)
739 struct per_var_ws *pvw = &ws.vws[i];
740 const struct variable *v = cmd->vars[i];
741 const union value *val = case_data (c, v);
743 if ( MISS_ANALYSIS == cmd->missing_type)
745 if ( var_is_value_missing (v, val, cmd->exclude))
749 levene_pass_three (pvw->nl, val->f, w, case_data (c, cmd->indep_var));
752 casereader_destroy (reader);
755 for (v = 0; v < cmd->n_vars; ++v)
757 struct per_var_ws *pvw = &ws.vws[v];
758 gsl_matrix *cm = covariance_calculate_unnormalized (pvw->cov);
759 const struct categoricals *cats = covariance_get_categoricals (pvw->cov);
761 moments1_calculate (ws.dd_total[v]->mom, &pvw->n, NULL, NULL, NULL, NULL);
763 pvw->sst = gsl_matrix_get (cm, 0, 0);
767 pvw->sse = gsl_matrix_get (cm, 0, 0);
769 pvw->ssa = pvw->sst - pvw->sse;
771 pvw->n_groups = categoricals_total (cats);
773 pvw->mse = (pvw->sst - pvw->ssa) / (pvw->n - pvw->n_groups);
775 gsl_matrix_free (cm);
778 for (v = 0; v < cmd->n_vars; ++v)
780 const struct categoricals *cats = covariance_get_categoricals (ws.vws[v].cov);
782 categoricals_done (cats);
784 if (categoricals_total (cats) > ws.actual_number_of_groups)
785 ws.actual_number_of_groups = categoricals_total (cats);
788 casereader_destroy (input);
790 if (!taint_has_tainted_successor (taint))
791 output_oneway (cmd, &ws);
793 taint_destroy (taint);
796 for (v = 0; v < cmd->n_vars; ++v)
798 covariance_destroy (ws.vws[v].cov);
799 levene_destroy (ws.vws[v].nl);
800 dd_destroy (ws.dd_total[v]);
806 static void show_contrast_coeffs (const struct oneway_spec *cmd, const struct oneway_workspace *ws);
807 static void show_contrast_tests (const struct oneway_spec *cmd, const struct oneway_workspace *ws);
808 static void show_comparisons (const struct oneway_spec *cmd, const struct oneway_workspace *ws, int depvar);
811 output_oneway (const struct oneway_spec *cmd, struct oneway_workspace *ws)
815 /* Check the sanity of the given contrast values */
816 struct contrasts_node *coeff_list = NULL;
817 struct contrasts_node *coeff_next = NULL;
818 ll_for_each_safe (coeff_list, coeff_next, struct contrasts_node, ll, &cmd->contrast_list)
820 struct coeff_node *cn = NULL;
822 struct ll_list *cl = &coeff_list->coefficient_list;
825 if (ll_count (cl) != ws->actual_number_of_groups)
828 _("In contrast list %zu, the number of coefficients (%d) does not equal the number of groups (%d). This contrast list will be ignored."),
829 i, ll_count (cl), ws->actual_number_of_groups);
831 ll_remove (&coeff_list->ll);
835 ll_for_each (cn, struct coeff_node, ll, cl)
839 msg (SW, _("Coefficients for contrast %zu do not total zero"), i);
842 if (cmd->stats & STATS_DESCRIPTIVES)
843 show_descriptives (cmd, ws);
845 if (cmd->stats & STATS_HOMOGENEITY)
846 show_homogeneity (cmd, ws);
848 show_anova_table (cmd, ws);
850 if (ll_count (&cmd->contrast_list) > 0)
852 show_contrast_coeffs (cmd, ws);
853 show_contrast_tests (cmd, ws);
859 for (v = 0 ; v < cmd->n_vars; ++v)
860 show_comparisons (cmd, ws, v);
865 /* Show the ANOVA table */
867 show_anova_table (const struct oneway_spec *cmd, const struct oneway_workspace *ws)
871 size_t n_rows = cmd->n_vars * 3 + 1;
873 struct tab_table *t = tab_create (n_cols, n_rows);
875 tab_headers (t, 2, 0, 1, 0);
881 n_cols - 1, n_rows - 1);
883 tab_hline (t, TAL_2, 0, n_cols - 1, 1 );
884 tab_vline (t, TAL_2, 2, 0, n_rows - 1);
885 tab_vline (t, TAL_0, 1, 0, 0);
887 tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("Sum of Squares"));
888 tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("df"));
889 tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Mean Square"));
890 tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("F"));
891 tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
894 for (i = 0; i < cmd->n_vars; ++i)
899 const char *s = var_to_string (cmd->vars[i]);
900 const struct per_var_ws *pvw = &ws->vws[i];
902 moments1_calculate (ws->dd_total[i]->mom, &n, NULL, NULL, NULL, NULL);
904 df1 = pvw->n_groups - 1;
905 df2 = n - pvw->n_groups;
906 msa = pvw->ssa / df1;
908 tab_text (t, 0, i * 3 + 1, TAB_LEFT | TAT_TITLE, s);
909 tab_text (t, 1, i * 3 + 1, TAB_LEFT | TAT_TITLE, _("Between Groups"));
910 tab_text (t, 1, i * 3 + 2, TAB_LEFT | TAT_TITLE, _("Within Groups"));
911 tab_text (t, 1, i * 3 + 3, TAB_LEFT | TAT_TITLE, _("Total"));
914 tab_hline (t, TAL_1, 0, n_cols - 1, i * 3 + 1);
917 /* Sums of Squares */
918 tab_double (t, 2, i * 3 + 1, 0, pvw->ssa, NULL);
919 tab_double (t, 2, i * 3 + 3, 0, pvw->sst, NULL);
920 tab_double (t, 2, i * 3 + 2, 0, pvw->sse, NULL);
923 /* Degrees of freedom */
924 tab_fixed (t, 3, i * 3 + 1, 0, df1, 4, 0);
925 tab_fixed (t, 3, i * 3 + 2, 0, df2, 4, 0);
926 tab_fixed (t, 3, i * 3 + 3, 0, n - 1, 4, 0);
929 tab_double (t, 4, i * 3 + 1, TAB_RIGHT, msa, NULL);
930 tab_double (t, 4, i * 3 + 2, TAB_RIGHT, pvw->mse, NULL);
933 const double F = msa / pvw->mse ;
936 tab_double (t, 5, i * 3 + 1, 0, F, NULL);
938 /* The significance */
939 tab_double (t, 6, i * 3 + 1, 0, gsl_cdf_fdist_Q (F, df1, df2), NULL);
943 tab_title (t, _("ANOVA"));
948 /* Show the descriptives table */
950 show_descriptives (const struct oneway_spec *cmd, const struct oneway_workspace *ws)
957 const double confidence = 0.95;
958 const double q = (1.0 - confidence) / 2.0;
960 const struct fmt_spec *wfmt = cmd->wv ? var_get_print_format (cmd->wv) : &F_8_0;
964 for (v = 0; v < cmd->n_vars; ++v)
965 n_rows += ws->actual_number_of_groups + 1;
967 t = tab_create (n_cols, n_rows);
968 tab_headers (t, 2, 0, 2, 0);
970 /* Put a frame around the entire box, and vertical lines inside */
975 n_cols - 1, n_rows - 1);
977 /* Underline headers */
978 tab_hline (t, TAL_2, 0, n_cols - 1, 2);
979 tab_vline (t, TAL_2, 2, 0, n_rows - 1);
981 tab_text (t, 2, 1, TAB_CENTER | TAT_TITLE, _("N"));
982 tab_text (t, 3, 1, TAB_CENTER | TAT_TITLE, _("Mean"));
983 tab_text (t, 4, 1, TAB_CENTER | TAT_TITLE, _("Std. Deviation"));
984 tab_text (t, 5, 1, TAB_CENTER | TAT_TITLE, _("Std. Error"));
987 tab_vline (t, TAL_0, 7, 0, 0);
988 tab_hline (t, TAL_1, 6, 7, 1);
989 tab_joint_text_format (t, 6, 0, 7, 0, TAB_CENTER | TAT_TITLE,
990 _("%g%% Confidence Interval for Mean"),
993 tab_text (t, 6, 1, TAB_CENTER | TAT_TITLE, _("Lower Bound"));
994 tab_text (t, 7, 1, TAB_CENTER | TAT_TITLE, _("Upper Bound"));
996 tab_text (t, 8, 1, TAB_CENTER | TAT_TITLE, _("Minimum"));
997 tab_text (t, 9, 1, TAB_CENTER | TAT_TITLE, _("Maximum"));
999 tab_title (t, _("Descriptives"));
1002 for (v = 0; v < cmd->n_vars; ++v)
1004 const char *s = var_to_string (cmd->vars[v]);
1005 const struct fmt_spec *fmt = var_get_print_format (cmd->vars[v]);
1009 struct per_var_ws *pvw = &ws->vws[v];
1010 const struct categoricals *cats = covariance_get_categoricals (pvw->cov);
1012 tab_text (t, 0, row, TAB_LEFT | TAT_TITLE, s);
1014 tab_hline (t, TAL_1, 0, n_cols - 1, row);
1016 for (count = 0; count < categoricals_total (cats); ++count)
1019 double n, mean, variance;
1020 double std_dev, std_error ;
1024 const union value *gval = categoricals_get_value_by_category (cats, count);
1025 const struct descriptive_data *dd = categoricals_get_user_data_by_category (cats, count);
1027 moments1_calculate (dd->mom, &n, &mean, &variance, NULL, NULL);
1029 std_dev = sqrt (variance);
1030 std_error = std_dev / sqrt (n) ;
1032 ds_init_empty (&vstr);
1034 var_append_value_name (cmd->indep_var, gval, &vstr);
1036 tab_text (t, 1, row + count,
1037 TAB_LEFT | TAT_TITLE,
1042 /* Now fill in the numbers ... */
1044 tab_double (t, 2, row + count, 0, n, wfmt);
1046 tab_double (t, 3, row + count, 0, mean, NULL);
1048 tab_double (t, 4, row + count, 0, std_dev, NULL);
1051 tab_double (t, 5, row + count, 0, std_error, NULL);
1053 /* Now the confidence interval */
1055 T = gsl_cdf_tdist_Qinv (q, n - 1);
1057 tab_double (t, 6, row + count, 0,
1058 mean - T * std_error, NULL);
1060 tab_double (t, 7, row + count, 0,
1061 mean + T * std_error, NULL);
1065 tab_double (t, 8, row + count, 0, dd->minimum, fmt);
1066 tab_double (t, 9, row + count, 0, dd->maximum, fmt);
1071 double n, mean, variance;
1075 moments1_calculate (ws->dd_total[v]->mom, &n, &mean, &variance, NULL, NULL);
1077 std_dev = sqrt (variance);
1078 std_error = std_dev / sqrt (n) ;
1080 tab_text (t, 1, row + count,
1081 TAB_LEFT | TAT_TITLE, _("Total"));
1083 tab_double (t, 2, row + count, 0, n, wfmt);
1085 tab_double (t, 3, row + count, 0, mean, NULL);
1087 tab_double (t, 4, row + count, 0, std_dev, NULL);
1089 tab_double (t, 5, row + count, 0, std_error, NULL);
1091 /* Now the confidence interval */
1092 T = gsl_cdf_tdist_Qinv (q, n - 1);
1094 tab_double (t, 6, row + count, 0,
1095 mean - T * std_error, NULL);
1097 tab_double (t, 7, row + count, 0,
1098 mean + T * std_error, NULL);
1101 tab_double (t, 8, row + count, 0, ws->dd_total[v]->minimum, fmt);
1102 tab_double (t, 9, row + count, 0, ws->dd_total[v]->maximum, fmt);
1105 row += categoricals_total (cats) + 1;
1111 /* Show the homogeneity table */
1113 show_homogeneity (const struct oneway_spec *cmd, const struct oneway_workspace *ws)
1117 size_t n_rows = cmd->n_vars + 1;
1119 struct tab_table *t = tab_create (n_cols, n_rows);
1120 tab_headers (t, 1, 0, 1, 0);
1122 /* Put a frame around the entire box, and vertical lines inside */
1127 n_cols - 1, n_rows - 1);
1130 tab_hline (t, TAL_2, 0, n_cols - 1, 1);
1131 tab_vline (t, TAL_2, 1, 0, n_rows - 1);
1133 tab_text (t, 1, 0, TAB_CENTER | TAT_TITLE, _("Levene Statistic"));
1134 tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("df1"));
1135 tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("df2"));
1136 tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
1138 tab_title (t, _("Test of Homogeneity of Variances"));
1140 for (v = 0; v < cmd->n_vars; ++v)
1143 const struct per_var_ws *pvw = &ws->vws[v];
1144 double F = levene_calculate (pvw->nl);
1146 const struct variable *var = cmd->vars[v];
1147 const char *s = var_to_string (var);
1150 moments1_calculate (ws->dd_total[v]->mom, &n, NULL, NULL, NULL, NULL);
1152 df1 = pvw->n_groups - 1;
1153 df2 = n - pvw->n_groups;
1155 tab_text (t, 0, v + 1, TAB_LEFT | TAT_TITLE, s);
1157 tab_double (t, 1, v + 1, TAB_RIGHT, F, NULL);
1158 tab_fixed (t, 2, v + 1, TAB_RIGHT, df1, 8, 0);
1159 tab_fixed (t, 3, v + 1, TAB_RIGHT, df2, 8, 0);
1161 /* Now the significance */
1162 tab_double (t, 4, v + 1, TAB_RIGHT, gsl_cdf_fdist_Q (F, df1, df2), NULL);
1169 /* Show the contrast coefficients table */
1171 show_contrast_coeffs (const struct oneway_spec *cmd, const struct oneway_workspace *ws)
1176 int n_contrasts = ll_count (&cmd->contrast_list);
1177 int n_cols = 2 + ws->actual_number_of_groups;
1178 int n_rows = 2 + n_contrasts;
1180 struct tab_table *t;
1182 const struct covariance *cov = ws->vws[0].cov ;
1184 t = tab_create (n_cols, n_rows);
1185 tab_headers (t, 2, 0, 2, 0);
1187 /* Put a frame around the entire box, and vertical lines inside */
1192 n_cols - 1, n_rows - 1);
1206 tab_hline (t, TAL_1, 2, n_cols - 1, 1);
1207 tab_hline (t, TAL_2, 0, n_cols - 1, 2);
1209 tab_vline (t, TAL_2, 2, 0, n_rows - 1);
1211 tab_title (t, _("Contrast Coefficients"));
1213 tab_text (t, 0, 2, TAB_LEFT | TAT_TITLE, _("Contrast"));
1216 tab_joint_text (t, 2, 0, n_cols - 1, 0, TAB_CENTER | TAT_TITLE,
1217 var_to_string (cmd->indep_var));
1219 for ( cli = ll_head (&cmd->contrast_list);
1220 cli != ll_null (&cmd->contrast_list);
1221 cli = ll_next (cli))
1224 struct contrasts_node *cn = ll_data (cli, struct contrasts_node, ll);
1227 tab_text_format (t, 1, c_num + 2, TAB_CENTER, "%d", c_num + 1);
1229 for (coeffi = ll_head (&cn->coefficient_list);
1230 coeffi != ll_null (&cn->coefficient_list);
1231 ++count, coeffi = ll_next (coeffi))
1233 const struct categoricals *cats = covariance_get_categoricals (cov);
1234 const union value *val = categoricals_get_value_by_category (cats, count);
1235 struct coeff_node *coeffn = ll_data (coeffi, struct coeff_node, ll);
1238 ds_init_empty (&vstr);
1240 var_append_value_name (cmd->indep_var, val, &vstr);
1242 tab_text (t, count + 2, 1, TAB_CENTER | TAT_TITLE, ds_cstr (&vstr));
1246 tab_text_format (t, count + 2, c_num + 2, TAB_RIGHT, "%g", coeffn->coeff);
1255 /* Show the results of the contrast tests */
1257 show_contrast_tests (const struct oneway_spec *cmd, const struct oneway_workspace *ws)
1259 int n_contrasts = ll_count (&cmd->contrast_list);
1262 size_t n_rows = 1 + cmd->n_vars * 2 * n_contrasts;
1264 struct tab_table *t;
1266 t = tab_create (n_cols, n_rows);
1267 tab_headers (t, 3, 0, 1, 0);
1269 /* Put a frame around the entire box, and vertical lines inside */
1274 n_cols - 1, n_rows - 1);
1282 tab_hline (t, TAL_2, 0, n_cols - 1, 1);
1283 tab_vline (t, TAL_2, 3, 0, n_rows - 1);
1285 tab_title (t, _("Contrast Tests"));
1287 tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("Contrast"));
1288 tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Value of Contrast"));
1289 tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Std. Error"));
1290 tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
1291 tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("df"));
1292 tab_text (t, 7, 0, TAB_CENTER | TAT_TITLE, _("Sig. (2-tailed)"));
1294 for (v = 0; v < cmd->n_vars; ++v)
1296 const struct per_var_ws *pvw = &ws->vws[v];
1297 const struct categoricals *cats = covariance_get_categoricals (pvw->cov);
1300 int lines_per_variable = 2 * n_contrasts;
1302 tab_text (t, 0, (v * lines_per_variable) + 1, TAB_LEFT | TAT_TITLE,
1303 var_to_string (cmd->vars[v]));
1305 for ( cli = ll_head (&cmd->contrast_list);
1306 cli != ll_null (&cmd->contrast_list);
1307 ++i, cli = ll_next (cli))
1309 struct contrasts_node *cn = ll_data (cli, struct contrasts_node, ll);
1312 double contrast_value = 0.0;
1313 double coef_msq = 0.0;
1316 double std_error_contrast;
1318 double sec_vneq = 0.0;
1320 /* Note: The calculation of the degrees of freedom in the
1321 "variances not equal" case is painfull!!
1322 The following formula may help to understand it:
1323 \frac{\left (\sum_{i=1}^k{c_i^2\frac{s_i^2}{n_i}}\right)^2}
1326 \frac{\left (c_i^2\frac{s_i^2}{n_i}\right)^2} {n_i-1}
1331 double df_denominator = 0.0;
1332 double df_numerator = 0.0;
1335 moments1_calculate (ws->dd_total[v]->mom, &grand_n, NULL, NULL, NULL, NULL);
1336 df = grand_n - pvw->n_groups;
1340 tab_text (t, 1, (v * lines_per_variable) + i + 1,
1341 TAB_LEFT | TAT_TITLE,
1342 _("Assume equal variances"));
1344 tab_text (t, 1, (v * lines_per_variable) + i + 1 + n_contrasts,
1345 TAB_LEFT | TAT_TITLE,
1346 _("Does not assume equal"));
1349 tab_text_format (t, 2, (v * lines_per_variable) + i + 1,
1350 TAB_CENTER | TAT_TITLE, "%d", i + 1);
1353 tab_text_format (t, 2,
1354 (v * lines_per_variable) + i + 1 + n_contrasts,
1355 TAB_CENTER | TAT_TITLE, "%d", i + 1);
1357 for (coeffi = ll_head (&cn->coefficient_list);
1358 coeffi != ll_null (&cn->coefficient_list);
1359 ++ci, coeffi = ll_next (coeffi))
1361 double n, mean, variance;
1362 const struct descriptive_data *dd = categoricals_get_user_data_by_category (cats, ci);
1363 struct coeff_node *cn = ll_data (coeffi, struct coeff_node, ll);
1364 const double coef = cn->coeff;
1367 moments1_calculate (dd->mom, &n, &mean, &variance, NULL, NULL);
1369 winv = variance / n;
1371 contrast_value += coef * mean;
1373 coef_msq += (pow2 (coef)) / n;
1375 sec_vneq += (pow2 (coef)) * variance / n;
1377 df_numerator += (pow2 (coef)) * winv;
1378 df_denominator += pow2((pow2 (coef)) * winv) / (n - 1);
1381 sec_vneq = sqrt (sec_vneq);
1383 df_numerator = pow2 (df_numerator);
1385 tab_double (t, 3, (v * lines_per_variable) + i + 1,
1386 TAB_RIGHT, contrast_value, NULL);
1388 tab_double (t, 3, (v * lines_per_variable) + i + 1 +
1390 TAB_RIGHT, contrast_value, NULL);
1392 std_error_contrast = sqrt (pvw->mse * coef_msq);
1395 tab_double (t, 4, (v * lines_per_variable) + i + 1,
1396 TAB_RIGHT, std_error_contrast,
1399 T = fabs (contrast_value / std_error_contrast);
1403 tab_double (t, 5, (v * lines_per_variable) + i + 1,
1408 /* Degrees of Freedom */
1409 tab_fixed (t, 6, (v * lines_per_variable) + i + 1,
1414 /* Significance TWO TAILED !!*/
1415 tab_double (t, 7, (v * lines_per_variable) + i + 1,
1416 TAB_RIGHT, 2 * gsl_cdf_tdist_Q (T, df),
1419 /* Now for the Variances NOT Equal case */
1423 (v * lines_per_variable) + i + 1 + n_contrasts,
1424 TAB_RIGHT, sec_vneq,
1427 T = contrast_value / sec_vneq;
1429 (v * lines_per_variable) + i + 1 + n_contrasts,
1433 df = df_numerator / df_denominator;
1436 (v * lines_per_variable) + i + 1 + n_contrasts,
1440 /* The Significance */
1441 tab_double (t, 7, (v * lines_per_variable) + i + 1 + n_contrasts,
1442 TAB_RIGHT, 2 * gsl_cdf_tdist_Q (T,df),
1447 tab_hline (t, TAL_1, 0, n_cols - 1, (v * lines_per_variable) + 1);
1456 show_comparisons (const struct oneway_spec *cmd, const struct oneway_workspace *ws, int v)
1458 const int n_cols = 8;
1459 const int heading_rows = 2;
1460 const int heading_cols = 3;
1463 int r = heading_rows ;
1465 const struct per_var_ws *pvw = &ws->vws[v];
1466 const struct categoricals *cat = pvw->cat;
1467 const int n_rows = heading_rows + cmd->n_posthoc * pvw->n_groups * (pvw->n_groups - 1);
1469 struct tab_table *t = tab_create (n_cols, n_rows);
1471 tab_headers (t, heading_cols, 0, heading_rows, 0);
1473 /* Put a frame around the entire box, and vertical lines inside */
1478 n_cols - 1, n_rows - 1);
1484 n_cols - 1, n_rows - 1);
1486 tab_vline (t, TAL_2, heading_cols, 0, n_rows - 1);
1488 tab_title (t, _("Multiple Comparisons"));
1490 tab_text_format (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(I) %s"), var_to_string (cmd->indep_var));
1491 tab_text_format (t, 2, 1, TAB_LEFT | TAT_TITLE, _("(J) %s"), var_to_string (cmd->indep_var));
1492 tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Mean Difference"));
1493 tab_text (t, 3, 1, TAB_CENTER | TAT_TITLE, _("(I - J)"));
1494 tab_text (t, 4, 1, TAB_CENTER | TAT_TITLE, _("Std. Error"));
1495 tab_text (t, 5, 1, TAB_CENTER | TAT_TITLE, _("Sig."));
1497 tab_joint_text_format (t, 6, 0, 7, 0, TAB_CENTER | TAT_TITLE,
1498 _("%g%% Confidence Interval"),
1499 (1 - cmd->alpha) * 100.0);
1501 tab_text (t, 6, 1, TAB_CENTER | TAT_TITLE, _("Lower Bound"));
1502 tab_text (t, 7, 1, TAB_CENTER | TAT_TITLE, _("Upper Bound"));
1505 for (p = 0; p < cmd->n_posthoc; ++p)
1508 const struct posthoc *ph = &ph_tests[cmd->posthoc[p]];
1510 tab_hline (t, TAL_2, 0, n_cols - 1, r);
1512 tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, gettext (ph->label));
1514 for (i = 0; i < pvw->n_groups ; ++i)
1516 double weight_i, mean_i, var_i;
1520 struct descriptive_data *dd_i = categoricals_get_user_data_by_category (cat, i);
1521 const union value *gval = categoricals_get_value_by_category (cat, i);
1523 ds_init_empty (&vstr);
1524 var_append_value_name (cmd->indep_var, gval, &vstr);
1527 tab_hline (t, TAL_1, 1, n_cols - 1, r);
1528 tab_text (t, 1, r, TAB_LEFT | TAT_TITLE, ds_cstr (&vstr));
1530 moments1_calculate (dd_i->mom, &weight_i, &mean_i, &var_i, 0, 0);
1532 for (j = 0 ; j < pvw->n_groups; ++j)
1535 double weight_j, mean_j, var_j;
1537 struct descriptive_data *dd_j = categoricals_get_user_data_by_category (cat, j);
1542 gval = categoricals_get_value_by_category (cat, j);
1543 var_append_value_name (cmd->indep_var, gval, &vstr);
1544 tab_text (t, 2, r + rx, TAB_LEFT | TAT_TITLE, ds_cstr (&vstr));
1546 moments1_calculate (dd_j->mom, &weight_j, &mean_j, &var_j, 0, 0);
1548 tab_double (t, 3, r + rx, 0, mean_i - mean_j, 0);
1551 std_err *= weight_i + weight_j;
1552 std_err /= weight_i * weight_j;
1553 std_err = sqrt (std_err);
1555 tab_double (t, 4, r + rx, 0, std_err, 0);
1557 tab_double (t, 5, r + rx, 0, 2 * multiple_comparison_sig (std_err, pvw, dd_i, dd_j, ph), 0);
1559 half_range = mc_half_range (cmd, pvw, std_err, dd_i, dd_j, ph);
1561 tab_double (t, 6, r + rx, 0,
1562 (mean_i - mean_j) - half_range, 0 );
1564 tab_double (t, 7, r + rx, 0,
1565 (mean_i - mean_j) + half_range, 0 );
1570 r += pvw->n_groups - 1;