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Fixed std. error of estimated R-square
[pspp-builds.git]
/
src
/
factor_stats.c
diff --git
a/src/factor_stats.c
b/src/factor_stats.c
index 3a88ab44a4a234a8f64dec6d1d9674cc2ee79caf..e090517bddc494e2a60279664d4ad53d96b26062 100644
(file)
--- a/
src/factor_stats.c
+++ b/
src/factor_stats.c
@@
-15,16
+15,17
@@
General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
-Foundation, Inc., 5
9 Temple Place - Suite 330
, Boston, MA
-0211
1-1307
, USA. */
+Foundation, Inc., 5
1 Franklin Street, Fifth Floor
, Boston, MA
+0211
0-1301
, USA. */
+#include <config.h>
#include "factor_stats.h"
#include "factor_stats.h"
-#include "config.h"
#include "val.h"
#include "hash.h"
#include "algorithm.h"
#include "alloc.h"
#include "moments.h"
#include "val.h"
#include "hash.h"
#include "algorithm.h"
#include "alloc.h"
#include "moments.h"
+#include "percentiles.h"
#include <stdlib.h>
#include <math.h>
#include <stdlib.h>
#include <math.h>
@@
-43,6
+44,7
@@
metrics_precalc(struct metrics *m)
m->min = DBL_MAX;
m->max = -DBL_MAX;
m->min = DBL_MAX;
m->max = -DBL_MAX;
+ m->histogram = 0;
m->moments = moments1_create(MOMENT_KURTOSIS);
m->moments = moments1_create(MOMENT_KURTOSIS);
@@
-51,9
+53,6
@@
metrics_precalc(struct metrics *m)
(hsh_hash_func *) hash_value,
(hsh_free_func *) weighted_value_free,
(void *) 0);
(hsh_hash_func *) hash_value,
(hsh_free_func *) weighted_value_free,
(void *) 0);
-
-
-
}
}
@@
-126,7
+125,6
@@
metrics_postcalc(struct metrics *m)
int i;
int j = 1;
int i;
int j = 1;
-
moments1_calculate (m->moments, &m->n, &m->mean, &m->var,
&m->skewness, &m->kurtosis);
moments1_calculate (m->moments, &m->n, &m->mean, &m->var,
&m->skewness, &m->kurtosis);
@@
-144,6
+142,13
@@
metrics_postcalc(struct metrics *m)
m->wvp = (struct weighted_value **) hsh_sort(m->ordered_data);
m->n_data = hsh_count(m->ordered_data);
m->wvp = (struct weighted_value **) hsh_sort(m->ordered_data);
m->n_data = hsh_count(m->ordered_data);
+ /* Trimmed mean calculation */
+ if ( m->n_data <= 1 )
+ {
+ m->trimmed_mean = m->mean;
+ return;
+ }
+
m->histogram = histogram_create(10, m->min, m->max);
for ( i = 0 ; i < m->n_data ; ++i )
m->histogram = histogram_create(10, m->min, m->max);
for ( i = 0 ; i < m->n_data ; ++i )
@@
-152,14
+157,6
@@
metrics_postcalc(struct metrics *m)
gsl_histogram_accumulate(m->histogram, wv[i]->v.f, wv[i]->w);
}
gsl_histogram_accumulate(m->histogram, wv[i]->v.f, wv[i]->w);
}
-
- /* Trimmed mean calculation */
- if ( m->n_data <= 1 )
- {
- m->trimmed_mean = m->mean;
- return;
- }
-
tc = m->n * 0.05 ;
k1 = -1;
k2 = -1;
tc = m->n * 0.05 ;
k1 = -1;
k2 = -1;
@@
-175,9
+172,10
@@
metrics_postcalc(struct metrics *m)
if ( cc < tc )
k1 = i;
if ( cc < tc )
k1 = i;
-
}
}
+
+
k2 = m->n_data;
for ( i = m->n_data -1 ; i >= 0; --i )
{
k2 = m->n_data;
for ( i = m->n_data -1 ; i >= 0; --i )
{
@@
-185,6
+183,12
@@
metrics_postcalc(struct metrics *m)
k2 = i;
}
k2 = i;
}
+
+ /* Calculate the percentiles */
+ ptiles(m->ptile_hash, m->wvp, m->n_data, m->n, m->ptile_alg);
+
+ tukey_hinges(m->wvp, m->n_data, m->n, m->hinge);
+
/* Special case here */
if ( k1 + 1 == k2 )
{
/* Special case here */
if ( k1 + 1 == k2 )
{
@@
-203,6
+207,7
@@
metrics_postcalc(struct metrics *m)
m->trimmed_mean += (m->wvp[k1 + 1]->cc - tc) * m->wvp[k1 + 1]->v.f ;
m->trimmed_mean /= 0.9 * m->n ;
m->trimmed_mean += (m->wvp[k1 + 1]->cc - tc) * m->wvp[k1 + 1]->v.f ;
m->trimmed_mean /= 0.9 * m->n ;
+
}
}
@@
-221,7
+226,12
@@
weighted_value_create(void)
void
weighted_value_free(struct weighted_value *wv)
{
void
weighted_value_free(struct weighted_value *wv)
{
- struct case_node *cn = wv->case_nos;
+ struct case_node *cn ;
+
+ if ( !wv )
+ return ;
+
+ cn = wv->case_nos;
while(cn)
{
while(cn)
{
@@
-251,16
+261,29
@@
create_factor_statistics (int n, union value *id0, union value *id1)
f->id[0] = *id0;
f->id[1] = *id1;
f->m = xmalloc( sizeof ( struct metrics ) * n ) ;
f->id[0] = *id0;
f->id[1] = *id1;
f->m = xmalloc( sizeof ( struct metrics ) * n ) ;
+ memset (f->m, 0, sizeof(struct metrics) * n);
+ f->n_var = n;
return f;
}
return f;
}
+void
+metrics_destroy(struct metrics *m)
+{
+ hsh_destroy(m->ordered_data);
+ hsh_destroy(m->ptile_hash);
+ if ( m-> histogram )
+ gsl_histogram_free(m->histogram);
+}
+
void
factor_statistics_free(struct factor_statistics *f)
{
void
factor_statistics_free(struct factor_statistics *f)
{
- hsh_destroy(f->m->ordered_data);
- gsl_histogram_free(f->m->histogram);
+
+ int i;
+ for ( i = 0 ; i < f->n_var; ++i )
+ metrics_destroy(&f->m[i]);
free(f->m) ;
free(f);
}
free(f->m) ;
free(f);
}