/* PSPP - a program for statistical analysis.
- Copyright (C) 2010 Free Software Foundation, Inc.
+ Copyright (C) 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 <data/case.h>
-#include <data/casegrouper.h>
-#include <data/casereader.h>
-
-#include <math/covariance.h>
-#include <math/categoricals.h>
-#include <math/moments.h>
-#include <gsl/gsl_matrix.h>
-#include <linreg/sweep.h>
-
-#include <libpspp/ll.h>
-
-#include <language/lexer/lexer.h>
-#include <language/lexer/variable-parser.h>
-#include <language/lexer/value-parser.h>
-#include <language/command.h>
-
-#include <data/procedure.h>
-#include <data/value.h>
-#include <data/dictionary.h>
-
-#include <language/dictionary/split-file.h>
-#include <libpspp/taint.h>
-#include <libpspp/misc.h>
-
#include <gsl/gsl_cdf.h>
+#include <gsl/gsl_matrix.h>
#include <math.h>
-#include <data/format.h>
-
-#include <libpspp/message.h>
-#include <output/tab.h>
+#include "data/case.h"
+#include "data/casegrouper.h"
+#include "data/casereader.h"
+#include "data/dataset.h"
+#include "data/dictionary.h"
+#include "data/format.h"
+#include "data/value.h"
+#include "language/command.h"
+#include "language/dictionary/split-file.h"
+#include "language/lexer/lexer.h"
+#include "language/lexer/value-parser.h"
+#include "language/lexer/variable-parser.h"
+#include "libpspp/ll.h"
+#include "libpspp/message.h"
+#include "libpspp/misc.h"
+#include "libpspp/taint.h"
+#include "linreg/sweep.h"
+#include "math/categoricals.h"
+#include "math/covariance.h"
+#include "math/moments.h"
+#include "output/tab.h"
#include "gettext.h"
#define _(msgid) gettext (msgid)
/* The weight variable */
const struct variable *wv;
+ /*
+ Sums of squares due to different variables. Element 0 is the SSE
+ for the entire model. For i > 0, element i is the SS due to
+ variable i.
+ */
+ gsl_vector * ssq;
+
bool intercept;
};
struct moments *totals;
};
-static void output_glm (const struct glm_spec *, const struct glm_workspace *ws);
-static void run_glm (const struct glm_spec *cmd, struct casereader *input, const struct dataset *ds);
+static void output_glm (struct glm_spec *, const struct glm_workspace *ws);
+static void run_glm (struct glm_spec *cmd, struct casereader *input, const struct dataset *ds);
int
cmd_glm (struct lexer *lexer, struct dataset *ds)
struct const_var_set *factors = const_var_set_create_from_array (glm.factor_vars, glm.n_factor_vars);
- while (lex_token (lexer) != '.')
+ while (lex_token (lexer) != T_ENDCMD)
{
- lex_match (lexer, '/');
+ lex_match (lexer, T_SLASH);
if (lex_match_id (lexer, "MISSING"))
{
- lex_match (lexer, '=');
- while (lex_token (lexer) != '.' && lex_token (lexer) != '/')
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
{
if (lex_match_id (lexer, "INCLUDE"))
{
}
else if (lex_match_id (lexer, "INTERCEPT"))
{
- lex_match (lexer, '=');
- while (lex_token (lexer) != '.' && lex_token (lexer) != '/')
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
{
if (lex_match_id (lexer, "INCLUDE"))
{
{
size_t n_des;
const struct variable **des;
- lex_match (lexer, '=');
+ lex_match (lexer, T_EQUALS);
parse_const_var_set_vars (lexer, factors, &des, &n_des, 0);
}
return CMD_FAILURE;
}
+static void get_ssq (struct covariance *, gsl_vector *, struct glm_spec *);
+
+static bool
+not_dropped (size_t j, size_t * dropped, size_t n_dropped)
+{
+ size_t i;
+
+ for (i = 0; i < n_dropped; i++)
+ {
+ if (j == dropped [i])
+ return false;
+ }
+ return true;
+}
+
+static void
+get_ssq (struct covariance * cov, gsl_vector * ssq, struct glm_spec * cmd)
+{
+ const struct variable **vars;
+ gsl_matrix * small_cov = NULL;
+ gsl_matrix * cm = covariance_calculate_unnormalized (cov);
+ size_t i;
+ size_t j;
+ size_t k;
+ size_t n;
+ size_t m;
+ size_t * dropped;
+ size_t n_dropped;
+
+ dropped = xcalloc (covariance_dim (cov), sizeof (*dropped));
+ vars = xcalloc (covariance_dim (cov), sizeof (*vars));
+ covariance_get_var_indices (cov, vars);
+
+ for (k = 0; k < cmd->n_factor_vars; k++)
+ {
+ n_dropped = 0;
+ for (i = 1; i < covariance_dim (cov); i++)
+ {
+ if (vars [i] == cmd->factor_vars [k])
+ {
+ dropped [n_dropped++] = i;
+ }
+ }
+ small_cov = gsl_matrix_alloc (cm->size1 - n_dropped, cm->size2 - n_dropped);
+ gsl_matrix_set (small_cov, 0, 0, gsl_matrix_get (cm, 0, 0));
+ n = 0;
+ m = 0;
+ for (i = 0; i < cm->size1; i++)
+ {
+ if (not_dropped (i, dropped, n_dropped))
+ {
+ m = 0;
+ for (j = 0; j < cm->size2; j++)
+ {
+ if (not_dropped (j, dropped, n_dropped))
+ {
+ gsl_matrix_set (small_cov, n, m, gsl_matrix_get (cm, i, j));
+ m++;
+ }
+ }
+ n++;
+ }
+ }
+ reg_sweep (small_cov, 0);
+ gsl_vector_set (ssq, k + 1,
+ gsl_matrix_get (small_cov, 0, 0)
+ - gsl_vector_get (ssq, 0));
+ gsl_matrix_free (small_cov);
+ }
+
+ free (dropped);
+ free (vars);
+ gsl_matrix_free (cm);
+
+}
+
static void dump_matrix (const gsl_matrix *m);
static void
-run_glm (const struct glm_spec *cmd, struct casereader *input, const struct dataset *ds)
+run_glm (struct glm_spec *cmd, struct casereader *input, const struct dataset *ds)
{
int v;
struct taint *taint;
reg_sweep (cm, 0);
+ /*
+ Store the overall SSE.
+ */
+ cmd->ssq = gsl_vector_alloc (cm->size1);
+ gsl_vector_set (cmd->ssq, 0, gsl_matrix_get (cm, 0, 0));
+ get_ssq (cov, cmd->ssq, cmd);
+
+ gsl_vector_free (cmd->ssq);
dump_matrix (cm);
+
+ gsl_matrix_free (cm);
}
if (!taint_has_tainted_successor (taint))
}
static void
-output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
+output_glm (struct glm_spec *cmd, const struct glm_workspace *ws)
{
const struct fmt_spec *wfmt = cmd->wv ? var_get_print_format (cmd->wv) : &F_8_0;
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