int n_pass;
int missing_handling;
enum mv_class missing_value;
- void (*accumulate) (struct covariance_matrix *, const struct ccase *);
+ void (*accumulate) (struct covariance_matrix *, const struct ccase *,
+ const struct interaction_variable **, size_t);
void (*update_moments) (struct covariance_matrix *, size_t, double);
};
-static struct hsh_table *covariance_hsh_create (size_t);
+
+
+static struct hsh_table *covariance_hsh_create (size_t *);
static hsh_hash_func covariance_accumulator_hash;
static unsigned int hash_numeric_alpha (const struct variable *,
const struct variable *,
value
*);
static void covariance_accumulate_listwise (struct covariance_matrix *,
- const struct ccase *);
+ const struct ccase *,
+ const struct interaction_variable **,
+ size_t);
static void covariance_accumulate_pairwise (struct covariance_matrix *,
- const struct ccase *);
+ const struct ccase *,
+ const struct interaction_variable **,
+ size_t);
struct covariance_matrix *
covariance_matrix_init (size_t n_variables,
result = xmalloc (sizeof (*result));
result->cov = NULL;
- result->ca = covariance_hsh_create (n_variables);
+ result->n_variables = n_variables;
+ result->ca = covariance_hsh_create (&result->n_variables);
result->m = NULL;
result->m1 = NULL;
result->missing_handling = missing_handling;
}
}
result->v_variables = v_variables;
- result->n_variables = n_variables;
+
result->n_pass = n_pass;
return result;
col += i;
y = -1.0 * cat_get_category_count (i, v) / ssize;
tmp_val = cat_subscript_to_value (i, v);
- if (compare_values_short (tmp_val, val1, v))
+ if (!compare_values_short (tmp_val, val1, v))
{
y += -1.0;
}
row += i;
x = -1.0 * cat_get_category_count (i, v1) / ssize;
tmp_val = cat_subscript_to_value (i, v1);
- if (compare_values_short (tmp_val, val1, v1))
+ if (!compare_values_short (tmp_val, val1, v1))
{
x += 1.0;
}
in the data.
*/
static struct hsh_table *
-covariance_hsh_create (size_t n_vars)
+covariance_hsh_create (size_t *n_vars)
{
- return hsh_create (n_vars * n_vars, covariance_accumulator_compare,
+ return hsh_create (*n_vars * *n_vars, covariance_accumulator_compare,
covariance_accumulator_hash, covariance_accumulator_free,
- &n_vars);
+ n_vars);
}
static void
}
if (var_is_numeric (v1) && var_is_alpha (v2))
{
- if (compare_values_short (val2, c->val2, v2))
+ if (!compare_values_short (val2, c->val2, v2))
{
return 0;
}
}
if (var_is_alpha (v1) && var_is_numeric (v2))
{
- if (compare_values_short (val1, c->val1, v1))
+ if (!compare_values_short (val1, c->val1, v1))
{
return 0;
}
}
if (var_is_alpha (v1) && var_is_alpha (v2))
{
- if (compare_values_short (val1, c->val1, v1))
+ if (!compare_values_short (val1, c->val1, v1))
{
- if (compare_values_short (val2, c->val2, v2))
+ if (!compare_values_short (val2, c->val2, v2))
{
return 0;
}
return 0.0;
}
static double
-update_sum (const struct variable *var, const union value *val)
+update_sum (const struct variable *var, const union value *val, double weight)
{
assert (var != NULL);
assert (val != NULL);
if (var_is_alpha (var))
{
- return 1.0;
+ return weight;
}
return val->f;
}
return cov->v_variables;
}
+
static void
update_hash_entry (struct hsh_table *c,
const struct variable *v1,
const struct variable *v2,
- const union value *val1, const union value *val2)
+ const union value *val1, const union value *val2,
+ const struct interaction_value *i_val1,
+ const struct interaction_value *i_val2)
{
struct covariance_accumulator *ca;
struct covariance_accumulator *new_entry;
+ double iv_f1;
+ double iv_f2;
-
+ iv_f1 = interaction_value_get_nonzero_entry (i_val1);
+ iv_f2 = interaction_value_get_nonzero_entry (i_val2);
ca = get_new_covariance_accumulator (v1, v2, val1, val2);
ca->dot_product = update_product (ca->v1, ca->v2, ca->val1, ca->val2);
- ca->sum1 = update_sum (ca->v1, ca->val1);
- ca->sum2 = update_sum (ca->v2, ca->val2);
+ ca->dot_product *= iv_f1 * iv_f2;
+ ca->sum1 = update_sum (ca->v1, ca->val1, iv_f1);
+ ca->sum2 = update_sum (ca->v2, ca->val2, iv_f2);
ca->ssize = 1.0;
new_entry = hsh_insert (c, ca);
+
if (new_entry != NULL)
{
new_entry->dot_product += ca->dot_product;
*/
static void
covariance_accumulate_pairwise (struct covariance_matrix *cov,
- const struct ccase *ccase)
+ const struct ccase *ccase,
+ const struct interaction_variable **i_var,
+ size_t n_intr)
{
size_t i;
size_t j;
const union value *val1;
const union value *val2;
const struct variable **v_variables;
+ struct interaction_value *i_val1 = NULL;
+ struct interaction_value *i_val2 = NULL;
assert (cov != NULL);
assert (ccase != NULL);
for (i = 0; i < cov->n_variables; ++i)
{
- val1 = case_data (ccase, v_variables[i]);
+ if (is_interaction (v_variables[i], i_var, n_intr))
+ {
+ i_val1 = interaction_case_data (ccase, v_variables[i], i_var, n_intr);
+ val1 = interaction_value_get (i_val1);
+ }
+ else
+ {
+ val1 = case_data (ccase, v_variables[i]);
+ }
if (!var_is_value_missing (v_variables[i], val1, cov->missing_value))
{
cat_value_update (v_variables[i], val1);
- if (var_is_alpha (v_variables[i]))
+ if (var_is_numeric (v_variables[i]))
cov->update_moments (cov, i, val1->f);
for (j = i; j < cov->n_variables; j++)
{
- val2 = case_data (ccase, v_variables[j]);
+ if (is_interaction (v_variables[j], i_var, n_intr))
+ {
+ i_val2 = interaction_case_data (ccase, v_variables[j], i_var, n_intr);
+ val2 = interaction_value_get (i_val2);
+ }
+ else
+ {
+ val2 = case_data (ccase, v_variables[j]);
+ }
if (!var_is_value_missing
(v_variables[j], val2, cov->missing_value))
{
update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2);
+ val1, val2, i_val1, i_val2);
if (j != i)
update_hash_entry (cov->ca, v_variables[j],
- v_variables[i], val2, val1);
+ v_variables[i], val2, val1, i_val2, i_val1);
}
}
}
*/
static void
covariance_accumulate_listwise (struct covariance_matrix *cov,
- const struct ccase *ccase)
+ const struct ccase *ccase,
+ const struct interaction_variable **i_var,
+ size_t n_intr)
{
size_t i;
size_t j;
const union value *val1;
const union value *val2;
const struct variable **v_variables;
+ struct interaction_value *i_val1 = NULL;
+ struct interaction_value *i_val2 = NULL;
assert (cov != NULL);
assert (ccase != NULL);
for (i = 0; i < cov->n_variables; ++i)
{
- val1 = case_data (ccase, v_variables[i]);
+ if (is_interaction (v_variables[i], i_var, n_intr))
+ {
+ i_val1 = interaction_case_data (ccase, v_variables[i], i_var, n_intr);
+ val1 = interaction_value_get (i_val1);
+ }
+ else
+ {
+ val1 = case_data (ccase, v_variables[i]);
+ }
cat_value_update (v_variables[i], val1);
- if (var_is_alpha (v_variables[i]))
+ if (var_is_numeric (v_variables[i]))
cov->update_moments (cov, i, val1->f);
for (j = i; j < cov->n_variables; j++)
{
- val2 = case_data (ccase, v_variables[j]);
+ if (is_interaction (v_variables[j], i_var, n_intr))
+ {
+ i_val2 = interaction_case_data (ccase, v_variables[j], i_var, n_intr);
+ val2 = interaction_value_get (i_val2);
+ }
+ else
+ {
+ val2 = case_data (ccase, v_variables[j]);
+ }
update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2);
+ val1, val2, i_val1, i_val2);
if (j != i)
update_hash_entry (cov->ca, v_variables[j], v_variables[i],
- val2, val1);
+ val2, val1, i_val2, i_val1);
}
}
}
Call this function during the data pass. Each case will be added to
a hash containing all values of the covariance matrix. After the
data have been passed, call covariance_matrix_compute to put the
- values in the struct covariance_matrix.
+ values in the struct covariance_matrix.
*/
void
covariance_matrix_accumulate (struct covariance_matrix *cov,
- const struct ccase *ccase)
+ const struct ccase *ccase, void **aux, size_t n_intr)
{
- cov->accumulate (cov, ccase);
+ cov->accumulate (cov, ccase, (const struct interaction_variable **) aux, n_intr);
}
static void
{
i = 0;
tmp_val = cat_subscript_to_value (i, v1);
- while (!compare_values_short (tmp_val, val1, v1))
+ while (compare_values_short (tmp_val, val1, v1))
{
i++;
tmp_val = cat_subscript_to_value (i, v1);
col = design_matrix_var_to_column (cov, v2);
i = 0;
tmp_val = cat_subscript_to_value (i, v1);
- while (!compare_values_short (tmp_val, val1, v1))
+ while (compare_values_short (tmp_val, val1, v1))
{
i++;
tmp_val = cat_subscript_to_value (i, v1);
covariance_matrix_insert (cov, v2, v1, val2, val1, product);
}
}
+
gsl_matrix_set (cov->m, row, col, product);
}