#include <gsl/gsl_cdf.h>
#include <gsl/gsl_matrix.h>
+#include <gsl/gsl_combination.h>
#include <math.h>
#include "data/case.h"
gsl_vector *ssq;
};
+
+/* Default design: all possible interactions */
+static void
+design_full (struct glm_spec *glm)
+{
+ int sz;
+ int i = 0;
+ glm->n_interactions = (1 << glm->n_factor_vars) - 1;
+
+ glm->interactions = xcalloc (glm->n_interactions, sizeof *glm->interactions);
+
+ /* All subsets, with exception of the empty set, of [0, glm->n_factor_vars) */
+ for (sz = 1; sz <= glm->n_factor_vars; ++sz)
+ {
+ gsl_combination *c = gsl_combination_calloc (glm->n_factor_vars, sz);
+
+ do
+ {
+ struct interaction *iact = interaction_create (NULL);
+ int e;
+ for (e = 0 ; e < gsl_combination_k (c); ++e)
+ interaction_add_variable (iact, glm->factor_vars [gsl_combination_get (c, e)]);
+
+ glm->interactions[i++] = iact;
+ }
+ while (gsl_combination_next (c) == GSL_SUCCESS);
+
+ gsl_combination_free (c);
+ }
+}
+
static void output_glm (const struct glm_spec *,
const struct glm_workspace *ws);
static void run_glm (struct glm_spec *cmd, struct casereader *input,
if (! parse_design_spec (lexer, &glm))
goto error;
-
- if ( glm.n_interactions == 0)
- {
- msg (ME, _("One or more design variables must be given"));
- goto error;
- }
-
- design = true;
+
+ if (glm.n_interactions > 0)
+ design = true;
}
else
{
if ( ! design )
{
- lex_error (lexer, _("/DESIGN is mandatory in GLM"));
- goto error;
+ design_full (&glm);
}
{
return true;
}
+/*
+ Do the variables in X->VARS constitute a proper
+ subset of the variables in Y->VARS?
+ */
+static bool
+is_subset (const struct interaction *x, const struct interaction *y)
+{
+ size_t i;
+ size_t j;
+ size_t n = 0;
+
+ if (x->n_vars < y->n_vars)
+ {
+ for (i = 0; i < x->n_vars; i++)
+ {
+ for (j = 0; j < y->n_vars; j++)
+ {
+ if (x->vars [i] == y->vars [j])
+ {
+ n++;
+ }
+ }
+ }
+ }
+ if (n >= x->n_vars)
+ return true;
+ return false;
+}
+
+static bool
+drop_from_submodel (const struct interaction *x, const struct interaction *y)
+{
+ size_t i;
+ size_t j;
+ size_t n = 0;
+
+ if (is_subset (x, y))
+ return true;
+
+ for (i = 0; i < x->n_vars; i++)
+ for (j = 0; j < y->n_vars; j++)
+ {
+ if (x->vars [i] == y->vars [j])
+ n++;
+ }
+ if (n == x->n_vars)
+ {
+ return true;
+ }
+
+ return false;
+}
+
+static void
+fill_submatrix (gsl_matrix * cov, gsl_matrix * submatrix, size_t * dropped,
+ size_t n_dropped)
+{
+ size_t i;
+ size_t j;
+ size_t n = 0;
+ size_t m = 0;
+
+ for (i = 0; i < cov->size1; i++)
+ {
+ if (not_dropped (i, dropped, n_dropped))
+ {
+ m = 0;
+ for (j = 0; j < cov->size2; j++)
+ {
+ if (not_dropped (j, dropped, n_dropped))
+ {
+ gsl_matrix_set (submatrix, n, m,
+ gsl_matrix_get (cov, i, j));
+ m++;
+ }
+ }
+ n++;
+ }
+ }
+}
+
static void
get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
{
gsl_matrix *cm = covariance_calculate_unnormalized (cov);
size_t i;
- size_t j;
size_t k;
- size_t *dropped = xcalloc (covariance_dim (cov), sizeof (*dropped));
+ size_t *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped));
+ size_t *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped));
const struct categoricals *cats = covariance_get_categoricals (cov);
for (k = 0; k < cmd->n_interactions; k++)
{
- size_t n = 0;
- size_t m = 0;
- gsl_matrix *small_cov = NULL;
- size_t n_dropped = 0;
+ gsl_matrix *model_cov = NULL;
+ gsl_matrix *submodel_cov = NULL;
+ size_t n_dropped_model = 0;
+ size_t n_dropped_submodel = 0;
for (i = cmd->n_dep_vars; i < covariance_dim (cov); i++)
{
- if (categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars)
- == cmd->interactions[k])
+ const struct interaction * x =
+ categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars);
+ if (is_subset (cmd->interactions [k], x))
{
- assert (n_dropped < covariance_dim (cov));
- dropped[n_dropped++] = i;
+ assert (n_dropped_model < covariance_dim (cov));
+ model_dropped[n_dropped_model++] = 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));
- for (i = 0; i < cm->size1; i++)
- {
- if (not_dropped (i, dropped, n_dropped))
+ if (drop_from_submodel (cmd->interactions [k], x))
{
- 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++;
+ assert (n_dropped_submodel < covariance_dim (cov));
+ submodel_dropped[n_dropped_submodel++] = i;
}
}
- reg_sweep (small_cov, 0);
+ model_cov =
+ gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model);
+ gsl_matrix_set (model_cov, 0, 0, gsl_matrix_get (cm, 0, 0));
+ submodel_cov =
+ gsl_matrix_calloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel);
+ fill_submatrix (cm, model_cov, model_dropped, n_dropped_model);
+ fill_submatrix (cm, submodel_cov, submodel_dropped, n_dropped_submodel);
+
+ reg_sweep (model_cov, 0);
+ reg_sweep (submodel_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);
+ gsl_matrix_get (submodel_cov, 0, 0)
+ - gsl_matrix_get (model_cov, 0, 0));
+ gsl_matrix_free (model_cov);
+ gsl_matrix_free (submodel_cov);
}
- free (dropped);
+ free (model_dropped);
+ free (submodel_dropped);
gsl_matrix_free (cm);
}
if ( lex_match (lexer, T_ASTERISK) || lex_match (lexer, T_BY))
{
- // lex_error (lexer, "Interactions are not yet implemented"); return false;
return parse_design_interaction (lexer, glm, iact);
}
projects / pspp / blobdiff