/* PSPP - a program for statistical analysis.
- Copyright (C) 2009 Free Software Foundation, Inc.
+ Copyright (C) 2009, 2010, 2011 Free Software Foundation, Inc.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
#include <config.h>
-#include <libpspp/assertion.h>
-#include "covariance.h"
-#include <gl/xalloc.h>
-#include "moments.h"
+#include "math/covariance.h"
+
#include <gsl/gsl_matrix.h>
-#include <data/case.h>
-#include <data/variable.h>
-#include <libpspp/misc.h>
-#include "categoricals.h"
+
+#include "data/case.h"
+#include "data/variable.h"
+#include "libpspp/assertion.h"
+#include "libpspp/misc.h"
+#include "math/categoricals.h"
+#include "math/moments.h"
+
+#include "gl/xalloc.h"
#define n_MOMENTS (MOMENT_VARIANCE + 1)
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_double_pass (struct covariance *cov)
{
size_t i, j;
return cm_to_gsl (cov);
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_single_pass (struct covariance *cov)
{
size_t i, j;
}
-/*
- Return a pointer to gsl_matrix containing the pairwise covariances.
- The matrix remains owned by the COV object, and must not be freed.
- Call this function only after all data have been accumulated.
-*/
-const gsl_matrix *
+/* Return a pointer to gsl_matrix containing the pairwise covariances. The
+ caller owns the returned matrix and must free it when it is no longer
+ needed.
+
+ Call this function only after all data have been accumulated. */
+gsl_matrix *
covariance_calculate (struct covariance *cov)
{
if ( cov->state <= 0 )
/*
Covariance computed without dividing by the sample size.
*/
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_double_pass_unnormalized (struct covariance *cov)
{
size_t i, j;
return cm_to_gsl (cov);
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_single_pass_unnormalized (struct covariance *cov)
{
size_t i, j;
}
-/*
- Return a pointer to gsl_matrix containing the pairwise covariances.
- The matrix remains owned by the COV object, and must not be freed.
- Call this function only after all data have been accumulated.
-*/
-const gsl_matrix *
+/* Return a pointer to gsl_matrix containing the pairwise covariances. The
+ caller owns the returned matrix and must free it when it is no longer
+ needed.
+
+ Call this function only after all data have been accumulated. */
+gsl_matrix *
covariance_calculate_unnormalized (struct covariance *cov)
{
if ( cov->state <= 0 )
free (cov->cm);
free (cov);
}
+
+size_t
+covariance_dim (const struct covariance * cov)
+{
+ return (cov->dim);
+}
+
+/*
+ Returns an array of variables corresponding to rows of the covariance matrix.
+ In other words, element i of the array is the variable corresponding to
+ row (and column) i of the covariance matrix.
+ */
+void
+covariance_get_var_indices (const struct covariance *cov, struct variable **vars)
+{
+ int i;
+ for (i = 0; i < cov->n_vars; i++)
+ {
+ vars[i] = cov->vars[i];
+ }
+ for (i = cov->n_vars; i < cov->dim; i++)
+ {
+ vars[i] = categoricals_get_variable_by_subscript (cov->categoricals, i - cov->n_vars);
+ }
+}