Cleaning up freeing of regression coefficients

[pspp-builds.git] / lib / linreg / linreg.c

diff --git a/lib/linreg/linreg.c b/lib/linreg/linreg.c
index 2a8aff3f40262ed441499988a6866f87b4aecc24..17833e57db0dd0bd877a395de00bfd5d8d6a3c0d 100644 (file)
--- a/lib/linreg/linreg.c
+++ b/lib/linreg/linreg.c
@@ -90,7 +90,6 @@ pspp_linreg_cache_alloc (size_t n, size_t p)
   pspp_linreg_cache *c;
 
   c = (pspp_linreg_cache *) malloc (sizeof (pspp_linreg_cache));
-  c->param_estimates = gsl_vector_alloc (p + 1);
   c->indep_means = gsl_vector_alloc (p);
   c->indep_std = gsl_vector_alloc (p);
   c->ssx = gsl_vector_alloc (p);       /* Sums of squares for the independent
@@ -113,12 +112,13 @@ pspp_linreg_cache_alloc (size_t n, size_t p)
 void
 pspp_linreg_cache_free (pspp_linreg_cache * c)
 {
-  gsl_vector_free (c->param_estimates);
+  int i;
+
   gsl_vector_free (c->indep_means);
   gsl_vector_free (c->indep_std);
   gsl_vector_free (c->ss_indeps);
   gsl_matrix_free (c->cov);
-  free (c->coeff);
+  pspp_linreg_coeff_free (c->coeff);
   free (c);
 }
 
@@ -139,6 +139,7 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
   gsl_vector_view xty;
   gsl_vector_view xi;
   gsl_vector_view xj;
+  gsl_vector *param_estimates;
 
   size_t i;
   size_t j;
@@ -249,7 +250,6 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
        {
          tmp = gsl_matrix_get (sw, i, cache->n_indeps);
          cache->coeff[i + 1].estimate = tmp;
-         gsl_vector_set (cache->param_estimates, i + 1, tmp);
          m -= tmp * gsl_vector_get (cache->indep_means, i);
        }
       /*
@@ -285,7 +285,7 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
            }
          gsl_matrix_set (cache->cov, 0, 0, tmp);
 
-         gsl_vector_set (cache->param_estimates, 0, m);
+         cache->coeff[0].estimate = m;
        }
       else
        {
@@ -300,6 +300,8 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
       /*
          Use QR decomposition via GSL.
        */
+
+      param_estimates = gsl_vector_alloc (1 + X->size2);
       design = gsl_matrix_alloc (X->size1, 1 + X->size2);
 
       for (j = 0; j < X->size1; j++)
@@ -313,11 +315,16 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
        }
       gsl_multifit_linear_workspace *wk =
        gsl_multifit_linear_alloc (design->size1, design->size2);
-      rc = gsl_multifit_linear (design, Y, cache->param_estimates,
+      rc = gsl_multifit_linear (design, Y, param_estimates,
                                cache->cov, &(cache->sse), wk);
+      for (i = 0; i < cache->n_coeffs; i++)
+       {
+         cache->coeff[i].estimate = gsl_vector_get (param_estimates, i);
+       }
       if (rc == GSL_SUCCESS)
        {
          gsl_multifit_linear_free (wk);
+         gsl_vector_free (param_estimates);
        }
       else
        {