#include <gsl/gsl_matrix.h>
#include <data/dataset.h>
+#include <data/casewriter.h>
#include "language/command.h"
#include "language/lexer/lexer.h"
bool resid;
bool pred;
-
- linreg **models;
};
+struct regression_workspace
+{
+ /* The new variables which will be introduced by /SAVE */
+ const struct variable **predvars;
+ const struct variable **residvars;
-static void run_regression (const struct regression *cmd,
- struct casereader *input);
-
+ /* A reader/writer pair to temporarily hold the
+ values of the new variables */
+ struct casewriter *writer;
+ struct casereader *reader;
+ /* Indeces of the new values in the reader/writer (-1 if not applicable) */
+ int res_idx;
+ int pred_idx;
-/*
- Transformations for saving predicted values
- and residuals, etc.
-*/
-struct reg_trns
-{
- int n_trns; /* Number of transformations. */
- int trns_id; /* Which trns is this one? */
- linreg *c; /* Linear model for this trns. */
+ /* 0, 1 or 2 depending on what new variables are to be created */
+ int extras;
};
-/*
- Gets the predicted values.
-*/
-static int
-regression_trns_pred_proc (void *t_, struct ccase **c,
- casenumber case_idx UNUSED)
-{
- size_t i;
- size_t n_vals;
- struct reg_trns *trns = t_;
- linreg *model;
- union value *output = NULL;
- const union value *tmp;
- double *vals;
- const struct variable **vars = NULL;
-
- assert (trns != NULL);
- model = trns->c;
- assert (model != NULL);
- assert (model->depvar != NULL);
- assert (model->pred != NULL);
-
- vars = linreg_get_vars (model);
- n_vals = linreg_n_coeffs (model);
- vals = xnmalloc (n_vals, sizeof (*vals));
- *c = case_unshare (*c);
-
- output = case_data_rw (*c, model->pred);
-
- for (i = 0; i < n_vals; i++)
- {
- tmp = case_data (*c, vars[i]);
- vals[i] = tmp->f;
- }
- output->f = linreg_predict (model, vals, n_vals);
- free (vals);
- return TRNS_CONTINUE;
-}
-
-/*
- Gets the residuals.
-*/
-static int
-regression_trns_resid_proc (void *t_, struct ccase **c,
- casenumber case_idx UNUSED)
-{
- size_t i;
- size_t n_vals;
- struct reg_trns *trns = t_;
- linreg *model;
- union value *output = NULL;
- const union value *tmp;
- double *vals = NULL;
- double obs;
- const struct variable **vars = NULL;
-
- assert (trns != NULL);
- model = trns->c;
- assert (model != NULL);
- assert (model->depvar != NULL);
- assert (model->resid != NULL);
-
- vars = linreg_get_vars (model);
- n_vals = linreg_n_coeffs (model);
-
- vals = xnmalloc (n_vals, sizeof (*vals));
- *c = case_unshare (*c);
- output = case_data_rw (*c, model->resid);
- assert (output != NULL);
-
- for (i = 0; i < n_vals; i++)
- {
- tmp = case_data (*c, vars[i]);
- vals[i] = tmp->f;
- }
- tmp = case_data (*c, model->depvar);
- obs = tmp->f;
- output->f = linreg_residual (model, obs, vals, n_vals);
- free (vals);
-
- return TRNS_CONTINUE;
-}
+static void run_regression (const struct regression *cmd,
+ struct regression_workspace *ws,
+ struct casereader *input);
+/* Return a string based on PREFIX which may be used as the name
+ of a new variable in DICT */
static char *
reg_get_name (const struct dictionary *dict, const char *prefix)
{
}
}
-/*
- Free the transformation. Free its linear model if this
- transformation is the last one.
-*/
-static bool
-regression_trns_free (void *t_)
-{
- struct reg_trns *t = t_;
- if (t->trns_id == t->n_trns)
- {
- linreg_unref (t->c);
- }
- free (t);
-
- return true;
-}
-
-static void
-reg_save_var (struct dataset *ds, const char *prefix, trns_proc_func * f,
- linreg * c, struct variable **v, int n_trns)
+static const struct variable *
+create_aux_var (struct dataset *ds, const char *prefix)
{
+ struct variable *var;
struct dictionary *dict = dataset_dict (ds);
- static int trns_index = 1;
- char *name;
- struct variable *new_var;
- struct reg_trns *t = NULL;
-
- t = xmalloc (sizeof (*t));
- t->trns_id = trns_index;
- t->n_trns = n_trns;
- t->c = c;
-
- name = reg_get_name (dict, prefix);
- new_var = dict_create_var_assert (dict, name, 0);
+ char *name = reg_get_name (dict, prefix);
+ var = dict_create_var_assert (dict, name, 0);
free (name);
-
- *v = new_var;
- add_transformation (ds, f, regression_trns_free, t);
- trns_index++;
+ return var;
}
-static void
-subcommand_save (const struct regression *cmd)
+/* Auxilliary data for transformation when /SAVE is entered */
+struct save_trans_data
{
- linreg **lc;
- int n_trns = 0;
+ int n_dep_vars;
+ struct regression_workspace *ws;
+};
- if (cmd->resid)
- n_trns++;
- if (cmd->pred)
- n_trns++;
+static bool
+save_trans_free (void *aux)
+{
+ struct save_trans_data *save_trans_data = aux;
+ free (save_trans_data->ws->predvars);
+ free (save_trans_data->ws->residvars);
- n_trns *= cmd->n_dep_vars;
+ casereader_destroy (save_trans_data->ws->reader);
+ free (save_trans_data->ws);
+ free (save_trans_data);
+ return true;
+}
- for (lc = cmd->models; lc < cmd->models + cmd->n_dep_vars; lc++)
+static int
+save_trans_func (void *aux, struct ccase **c, casenumber x UNUSED)
+{
+ struct save_trans_data *save_trans_data = aux;
+ struct regression_workspace *ws = save_trans_data->ws;
+ struct ccase *in = casereader_read (ws->reader);
+
+ if (in)
{
- if (*lc != NULL)
+ int k;
+ *c = case_unshare (*c);
+
+ for (k = 0; k < save_trans_data->n_dep_vars; ++k)
{
- if ((*lc)->depvar != NULL)
+ if (ws->pred_idx != -1)
{
- (*lc)->refcnt++;
- if (cmd->resid)
- {
- reg_save_var (cmd->ds, "RES", regression_trns_resid_proc,
- *lc, &(*lc)->resid, n_trns);
- }
- if (cmd->pred)
- {
- reg_save_var (cmd->ds, "PRED", regression_trns_pred_proc,
- *lc, &(*lc)->pred, n_trns);
- }
+ double pred = case_data_idx (in, ws->extras * k + ws->pred_idx)->f;
+ case_data_rw (*c, ws->predvars[k])->f = pred;
+ }
+
+ if (ws->res_idx != -1)
+ {
+ double resid = case_data_idx (in, ws->extras * k + ws->res_idx)->f;
+ case_data_rw (*c, ws->residvars[k])->f = resid;
}
}
+ case_unref (in);
}
+
+ return TRNS_CONTINUE;
}
+
int
cmd_regression (struct lexer *lexer, struct dataset *ds)
{
- int k;
+ struct regression_workspace workspace;
struct regression regression;
const struct dictionary *dict = dataset_dict (ds);
bool save;
if (!lex_force_match (lexer, T_EQUALS))
goto error;
+ free (regression.dep_vars);
+ regression.n_dep_vars = 0;
+
if (!parse_variables_const (lexer, dict,
®ression.dep_vars,
®ression.n_dep_vars,
dict_get_vars (dict, ®ression.vars, ®ression.n_vars, 0);
}
-
- regression.models =
- xcalloc (regression.n_dep_vars, sizeof *regression.models);
-
save = regression.pred || regression.resid;
+ workspace.extras = 0;
+ workspace.res_idx = -1;
+ workspace.pred_idx = -1;
+ workspace.writer = NULL;
+ workspace.reader = NULL;
if (save)
{
+ int i;
+ struct caseproto *proto = caseproto_create ();
+
+ if (regression.resid)
+ {
+ workspace.extras ++;
+ workspace.res_idx = 0;
+ workspace.residvars = xcalloc (regression.n_dep_vars, sizeof (*workspace.residvars));
+
+ for (i = 0; i < regression.n_dep_vars; ++i)
+ {
+ workspace.residvars[i] = create_aux_var (ds, "RES");
+ proto = caseproto_add_width (proto, 0);
+ }
+ }
+
+ if (regression.pred)
+ {
+ workspace.extras ++;
+ workspace.pred_idx = 1;
+ workspace.predvars = xcalloc (regression.n_dep_vars, sizeof (*workspace.predvars));
+
+ for (i = 0; i < regression.n_dep_vars; ++i)
+ {
+ workspace.predvars[i] = create_aux_var (ds, "PRED");
+ proto = caseproto_add_width (proto, 0);
+ }
+ }
+
if (proc_make_temporary_transformations_permanent (ds))
msg (SW, _("REGRESSION with SAVE ignores TEMPORARY. "
"Temporary transformations will be made permanent."));
+
+ workspace.writer = autopaging_writer_create (proto);
+ caseproto_unref (proto);
}
+
{
struct casegrouper *grouper;
struct casereader *group;
bool ok;
- grouper = casegrouper_create_splits (proc_open_filtering (ds, !save),
- dict);
+ grouper = casegrouper_create_splits (proc_open_filtering (ds, !save), dict);
+
+
while (casegrouper_get_next_group (grouper, &group))
- run_regression (®ression, group);
+ {
+ run_regression (®ression,
+ &workspace,
+ group);
+
+ }
ok = casegrouper_destroy (grouper);
ok = proc_commit (ds) && ok;
}
- if (save)
+ if (workspace.writer)
{
- subcommand_save (®ression);
+ struct save_trans_data *save_trans_data = xmalloc (sizeof *save_trans_data);
+ struct casereader *r = casewriter_make_reader (workspace.writer);
+ workspace.writer = NULL;
+ workspace.reader = r;
+ save_trans_data->ws = xmalloc (sizeof (workspace));
+ memcpy (save_trans_data->ws, &workspace, sizeof (workspace));
+ save_trans_data->n_dep_vars = regression.n_dep_vars;
+
+ add_transformation (ds, save_trans_func, save_trans_free, save_trans_data);
}
- for (k = 0; k < regression.n_dep_vars; k++)
- linreg_unref (regression.models[k]);
- free (regression.models);
free (regression.vars);
free (regression.dep_vars);
return CMD_SUCCESS;
error:
- if (regression.models)
- {
- for (k = 0; k < regression.n_dep_vars; k++)
- linreg_unref (regression.models[k]);
- free (regression.models);
- }
+
free (regression.vars);
free (regression.dep_vars);
return CMD_FAILURE;
}
-
+/* Return the size of the union of dependent and independent variables */
static size_t
get_n_all_vars (const struct regression *cmd)
{
return result;
}
+/* Fill VARS with the union of dependent and independent variables */
static void
fill_all_vars (const struct variable **vars, const struct regression *cmd)
{
+ size_t x = 0;
size_t i;
- size_t j;
- bool absent;
-
for (i = 0; i < cmd->n_vars; i++)
{
vars[i] = cmd->vars[i];
}
+
for (i = 0; i < cmd->n_dep_vars; i++)
{
- absent = true;
+ size_t j;
+ bool absent = true;
for (j = 0; j < cmd->n_vars; j++)
{
if (cmd->dep_vars[i] == cmd->vars[j])
}
if (absent)
{
- vars[i + cmd->n_vars] = cmd->dep_vars[i];
+ vars[cmd->n_vars + x++] = cmd->dep_vars[i];
}
}
}
*/
msg (SW,
gettext
- ("The dependent variable is equal to the independent variable."
- "The least squares line is therefore Y=X."
+ ("The dependent variable is equal to the independent variable. "
+ "The least squares line is therefore Y=X. "
"Standard errors and related statistics may be meaningless."));
n_indep_vars = 1;
indep_vars[0] = cmd->vars[0];
const gsl_matrix *ssize_matrix;
double result = 0.0;
- gsl_matrix *cm = covariance_calculate_unnormalized (all_cov);
+ const gsl_matrix *cm = covariance_calculate_unnormalized (all_cov);
if (cm == NULL)
return 0;
gsl_matrix_set (cov, cov->size1 - 1, cov->size1 - 1,
gsl_matrix_get (cm, dep_subscript, dep_subscript));
free (rows);
- gsl_matrix_free (cm);
return result;
}
+\f
/*
STATISTICS subcommand output functions.
*/
-static void reg_stats_r (linreg *, void *, const struct variable *);
-static void reg_stats_coeff (linreg *, void *, const struct variable *);
-static void reg_stats_anova (linreg *, void *, const struct variable *);
-static void reg_stats_bcov (linreg *, void *, const struct variable *);
-
-static void
-statistics_keyword_output (void (*)
- (linreg *, void *, const struct variable *), bool,
- linreg *, void *, const struct variable *);
-
+static void reg_stats_r (const linreg *, const struct variable *);
+static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *);
+static void reg_stats_anova (const linreg *, const struct variable *);
+static void reg_stats_bcov (const linreg *, const struct variable *);
static void
-subcommand_statistics (const struct regression *cmd, linreg * c, void *aux,
+subcommand_statistics (const struct regression *cmd, const linreg * c, const gsl_matrix * cm,
const struct variable *var)
{
- statistics_keyword_output (reg_stats_r, cmd->r, c, aux, var);
- statistics_keyword_output (reg_stats_anova, cmd->anova, c, aux, var);
- statistics_keyword_output (reg_stats_coeff, cmd->coeff, c, aux, var);
- statistics_keyword_output (reg_stats_bcov, cmd->bcov, c, aux, var);
+ if (cmd->r)
+ reg_stats_r (c, var);
+
+ if (cmd->anova)
+ reg_stats_anova (c, var);
+
+ if (cmd->coeff)
+ reg_stats_coeff (c, cm, var);
+
+ if (cmd->bcov)
+ reg_stats_bcov (c, var);
}
static void
-run_regression (const struct regression *cmd, struct casereader *input)
+run_regression (const struct regression *cmd,
+ struct regression_workspace *ws,
+ struct casereader *input)
{
size_t i;
- int n_indep = 0;
+ linreg **models;
+
int k;
- double *means;
struct ccase *c;
struct covariance *cov;
- const struct variable **vars;
- const struct variable **all_vars;
struct casereader *reader;
- size_t n_all_vars;
+ size_t n_all_vars = get_n_all_vars (cmd);
+ const struct variable **all_vars = xnmalloc (n_all_vars, sizeof (*all_vars));
- linreg **models = cmd->models;
+ double *means = xnmalloc (n_all_vars, sizeof (*means));
- n_all_vars = get_n_all_vars (cmd);
- all_vars = xnmalloc (n_all_vars, sizeof (*all_vars));
fill_all_vars (all_vars, cmd);
- vars = xnmalloc (cmd->n_vars, sizeof (*vars));
- means = xnmalloc (n_all_vars, sizeof (*means));
cov = covariance_1pass_create (n_all_vars, all_vars,
dict_get_weight (dataset_dict (cmd->ds)),
MV_ANY);
MV_ANY, NULL, NULL);
- for (; (c = casereader_read (reader)) != NULL; case_unref (c))
- {
- covariance_accumulate (cov, c);
- }
+ {
+ struct casereader *r = casereader_clone (reader);
+ for (; (c = casereader_read (r)) != NULL; case_unref (c))
+ {
+ covariance_accumulate (cov, c);
+ }
+ casereader_destroy (r);
+ }
+
+ models = xcalloc (cmd->n_dep_vars, sizeof (*models));
for (k = 0; k < cmd->n_dep_vars; k++)
{
- double n_data;
+ const struct variable **vars = xnmalloc (cmd->n_vars, sizeof (*vars));
const struct variable *dep_var = cmd->dep_vars[k];
- gsl_matrix *this_cm;
-
- n_indep = identify_indep_vars (cmd, vars, dep_var);
-
- this_cm = gsl_matrix_alloc (n_indep + 1, n_indep + 1);
- n_data = fill_covariance (this_cm, cov, vars, n_indep,
+ int n_indep = identify_indep_vars (cmd, vars, dep_var);
+ gsl_matrix *this_cm = gsl_matrix_alloc (n_indep + 1, n_indep + 1);
+ double n_data = fill_covariance (this_cm, cov, vars, n_indep,
dep_var, all_vars, n_all_vars, means);
models[k] = linreg_alloc (dep_var, vars, n_data, n_indep);
models[k]->depvar = dep_var;
else
{
msg (SE, _("No valid data found. This command was skipped."));
- linreg_unref (models[k]);
- models[k] = NULL;
}
gsl_matrix_free (this_cm);
+ free (vars);
+ }
+
+
+ if (ws->extras > 0)
+ {
+ struct casereader *r = casereader_clone (reader);
+
+ for (; (c = casereader_read (r)) != NULL; case_unref (c))
+ {
+ struct ccase *outc = case_clone (c);
+ for (k = 0; k < cmd->n_dep_vars; k++)
+ {
+ const struct variable **vars = xnmalloc (cmd->n_vars, sizeof (*vars));
+ const struct variable *dep_var = cmd->dep_vars[k];
+ int n_indep = identify_indep_vars (cmd, vars, dep_var);
+ double *vals = xnmalloc (n_indep, sizeof (*vals));
+ for (i = 0; i < n_indep; i++)
+ {
+ const union value *tmp = case_data (c, vars[i]);
+ vals[i] = tmp->f;
+ }
+
+ if (cmd->pred)
+ {
+ double pred = linreg_predict (models[k], vals, n_indep);
+ case_data_rw_idx (outc, k * ws->extras + ws->pred_idx)->f = pred;
+ }
+
+ if (cmd->resid)
+ {
+ double obs = case_data (c, models[k]->depvar)->f;
+ double res = linreg_residual (models[k], obs, vals, n_indep);
+ case_data_rw_idx (outc, k * ws->extras + ws->res_idx)->f = res;
+ }
+ free (vals);
+ free (vars);
+ }
+ casewriter_write (ws->writer, outc);
+ }
+ casereader_destroy (r);
}
casereader_destroy (reader);
- free (vars);
+
+ for (k = 0; k < cmd->n_dep_vars; k++)
+ {
+ linreg_unref (models[k]);
+ }
+ free (models);
+
free (all_vars);
free (means);
casereader_destroy (input);
covariance_destroy (cov);
}
-\f
-
+\f
static void
-reg_stats_r (linreg * c, void *aux UNUSED, const struct variable *var)
+reg_stats_r (const linreg * c, const struct variable *var)
{
struct tab_table *t;
int n_rows = 2;
Table showing estimated regression coefficients.
*/
static void
-reg_stats_coeff (linreg * c, void *aux_, const struct variable *var)
+reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var)
{
size_t j;
int n_cols = 7;
const struct variable *v;
struct tab_table *t;
- gsl_matrix *cov = aux_;
assert (c != NULL);
n_rows = linreg_n_coeffs (c) + 3;
tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Std. Error"));
tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Beta"));
tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
- tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
+ tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Sig."));
tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(Constant)"));
tab_double (t, 2, 1, 0, linreg_intercept (c), NULL);
std_err = sqrt (gsl_matrix_get (linreg_cov (c), 0, 0));
Display the ANOVA table.
*/
static void
-reg_stats_anova (linreg * c, void *aux UNUSED, const struct variable *var)
+reg_stats_anova (const linreg * c, const struct variable *var)
{
int n_cols = 7;
int n_rows = 4;
tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("df"));
tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Mean Square"));
tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("F"));
- tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
+ tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Sig."));
tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("Regression"));
tab_text (t, 1, 2, TAB_LEFT | TAT_TITLE, _("Residual"));
static void
-reg_stats_bcov (linreg * c, void *aux UNUSED, const struct variable *var)
+reg_stats_bcov (const linreg * c, const struct variable *var)
{
int n_cols;
int n_rows;
tab_submit (t);
}
-static void
-statistics_keyword_output (void (*function)
- (linreg *, void *, const struct variable * var),
- bool keyword, linreg * c, void *aux,
- const struct variable *var)
-{
- if (keyword)
- {
- (*function) (c, aux, var);
- }
-}
projects / pspp / blobdiff