1 /* lib/linreg/coefficient.c
3 Copyright (C) 2005 Free Software Foundation, Inc.
4 Written by Jason H Stover.
6 This program is free software; you can redistribute it and/or modify
7 it under the terms of the GNU General Public License as published by
8 the Free Software Foundation; either version 2 of the License, or (at
9 your option) any later version.
11 This program is distributed in the hope that it will be useful, but
12 WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 General Public License for more details.
16 You should have received a copy of the GNU General Public License
17 along with this program; if not, write to the Free Software
18 Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
23 Accessor functions for matching coefficients and variables.
26 #include <math/linreg/coefficient.h>
27 #include <math/linreg/linreg.h>
28 #include "src/math/design-matrix.h"
29 #include "src/data/variable.h"
30 #include "src/data/value.h"
32 #include <gl/xalloc.h>
37 const struct variable *v; /* Variable associated with this
38 coefficient. Note this variable may not
39 be unique. In other words, a
40 coefficient structure may have other
41 v_info's, each with its own variable.
43 const union value *val; /* Value of the variable v which this
44 varinfo refers to. This member is relevant
45 only to categorical variables.
50 pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
56 Initialize the variable and value pointers inside the
57 coefficient structures for the linear model.
60 pspp_linreg_coeff_init (pspp_linreg_cache * c, struct design_matrix *X)
65 struct pspp_linreg_coeff *coeff;
67 c->coeff = xnmalloc (X->m->size2 + 1, sizeof (*c->coeff));
68 for (i = 0; i < X->m->size2; i++)
70 j = i + 1; /* The first coefficient is the intercept. */
72 coeff->n_vars = n_vals; /* Currently, no procedures allow
73 interactions. This will have to
74 change when procedures that allow
75 interaction terms are written.
77 coeff->v_info = xnmalloc (coeff->n_vars, sizeof (*coeff->v_info));
78 assert (coeff->v_info != NULL);
80 (const struct variable *) design_matrix_col_to_var (X, i);
82 if (coeff->v_info->v->type == ALPHA)
85 k = design_matrix_var_to_column (X, coeff->v_info->v);
89 cat_subscript_to_value (k, (struct variable *) coeff->v_info->v);
94 pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *c, double estimate)
96 c->estimate = estimate;
100 pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *c, double std_err)
102 c->std_err = std_err;
106 How many variables are associated with this coefficient?
109 pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *c)
115 Which variable does this coefficient match?
117 const struct variable *
118 pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *c, int i)
120 assert (i < c->n_vars);
121 return (c->v_info + i)->v;
125 Which value is associated with this coefficient/variable comination?
128 pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *c,
129 const struct variable *v)
132 const struct variable *candidate;
134 while (i < c->n_vars)
136 candidate = pspp_linreg_coeff_get_var (c, i);
137 if (v->index == candidate->index)
139 return (c->v_info + i)->val;
146 Which coefficient is associated with V? The VAL argument is relevant
147 only to categorical variables.
149 const struct pspp_linreg_coeff *
150 pspp_linreg_get_coeff (const pspp_linreg_cache *c,
151 const struct variable *v,
152 const union value *val)
155 struct pspp_linreg_coeff *result;
156 const struct variable *tmp;
159 assert (c->coeff != NULL);
160 assert (c->n_indeps > 0);
162 assert (val != NULL);
164 result = c->coeff + i;
165 tmp = pspp_linreg_coeff_get_var (result, 0);
166 while (tmp->index != v->index && i < c->n_coeffs)
169 result = c->coeff + i;
170 tmp = pspp_linreg_coeff_get_var (result, 0);
172 if (i == c->n_coeffs)
176 if (v->type == NUMERIC)
183 If v is categorical, we need to ensure the coefficient
186 while (tmp->index != v->index && i < c->n_coeffs &&
187 compare_values (pspp_linreg_coeff_get_value (result, tmp), val, v->width))/*FIX THIS*/
190 result = c->coeff + i;
191 tmp = pspp_linreg_coeff_get_var (result, 0);
193 if (i == c->n_coeffs)