moved src/math/linreg/coefficient.* to src/math

[pspp-builds.git] / src / math / coefficient.h

diff --git a/src/math/coefficient.h b/src/math/coefficient.h
new file mode 100644 (file)
index 0000000..0dc1a03
--- /dev/null
+++ b/src/math/coefficient.h
@@ -0,0 +1,110 @@
+/*
+  lib/linreg/coefficient.c
+  
+  Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H Stover.
+  
+  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 the Free
+  Software Foundation; either version 2 of the License, or (at your option)
+  any later version.
+  
+  This program is distributed in the hope that it will be useful, but WITHOUT
+  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+  FITNESS FOR A PARTICULAR PURPOSE.  See the GNU 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 Foundation, Inc., 51
+  Franklin Street, Fifth Floor, Boston, MA 02111-1307, USA.
+*/
+
+
+#ifndef COEFFICIENT_H
+#define COEFFICIENT_H
+
+#include <assert.h>
+#include <math/linreg/linreg.h>
+#include <src/data/variable.h>
+#include <src/data/value.h>
+
+struct design_matrix;
+
+/*
+  Cache for the relevant data from the model. There are several
+  members which the caller might not use, and which could use a lot of
+  storage. Therefore non-essential members of the struct will be
+  allocated only when requested.
+ */
+struct pspp_linreg_coeff
+{
+  double estimate;             /* Estimated coefficient. */
+  double std_err;              /* Standard error of the estimate. */
+  struct varinfo *v_info;      /* Information pertaining to the variable(s)
+                                  associated with this coefficient.  The
+                                  calling function should initialize this
+                                  value with the functions in coefficient.c.
+                                  The estimation procedure ignores this
+                                  member. It is here so the caller can match
+                                  parameters with relevant variables and
+                                  values. If the coefficient is associated
+                                  with an interaction, then v_info contains
+                                  information for multiple variables. */
+  int n_vars;                  /* Number of variables associated with this
+                                  coefficient. Coefficients corresponding to
+                                  interaction terms will have more than one
+                                  variable. */
+};
+
+
+void pspp_linreg_coeff_free (struct pspp_linreg_coeff *);
+
+/*
+  Initialize the variable and value pointers inside the
+  coefficient structures for the linear model.
+ */
+void pspp_linreg_coeff_init (pspp_linreg_cache *, struct design_matrix *);
+
+
+void
+pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *, double estimate);
+
+void
+pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *, double std_err);
+
+/*
+  Accessor functions for matching coefficients and variables.
+ */
+
+/*
+  Return the estimated value of the coefficient.
+ */
+double pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *);
+
+/*
+  Return the standard error of the estimated coefficient.
+*/
+double pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *);
+
+/*
+  How many variables are associated with this coefficient?
+ */
+int pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *);
+
+/*
+  Which variable does this coefficient match? The int argument is usually
+  0, unless the coefficient refers to an interaction.
+ */
+const struct variable *pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *,
+                                                 int);
+/*
+  Which value is associated with this coefficient/variable comination?
+ */
+const union value *pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *,
+                                               const struct variable *);
+
+const struct pspp_linreg_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
+                                                      *,
+                                                      const struct variable
+                                                      *,
+                                                      const union value *);
+#endif