/* PSPP - a program for statistical analysis.
- Copyright (C) 2009 Free Software Foundation, Inc.
+ Copyright (C) 2009, 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 <libpspp/assertion.h>
-#include "covariance.h"
-#include <gl/xalloc.h>
-#include "moments.h"
+#include "math/covariance.h"
+
#include <gsl/gsl_matrix.h>
-#include <data/case.h>
-#include <data/variable.h>
-#include <libpspp/misc.h>
-#include "categoricals.h"
+
+#include "data/case.h"
+#include "data/variable.h"
+#include "libpspp/assertion.h"
+#include "libpspp/misc.h"
+#include "math/categoricals.h"
+#include "math/interaction.h"
+#include "math/moments.h"
+
+#include "gl/xalloc.h"
#define n_MOMENTS (MOMENT_VARIANCE + 1)
{
/* The variables for which the covariance matrix is to be calculated. */
size_t n_vars;
- const struct variable **vars;
+ const struct variable *const *vars;
/* Categorical variables. */
struct categoricals *categoricals;
/* Create a covariance struct.
*/
struct covariance *
-covariance_1pass_create (size_t n_vars, const struct variable **vars,
+covariance_1pass_create (size_t n_vars, const struct variable *const *vars,
const struct variable *weight, enum mv_class exclude)
{
size_t i;
until then.
*/
struct covariance *
-covariance_2pass_create (size_t n_vars, const struct variable **vars,
- size_t n_catvars, const struct variable **catvars,
+covariance_2pass_create (size_t n_vars, const struct variable *const *vars,
+ struct categoricals *cats,
const struct variable *wv, enum mv_class exclude)
{
size_t i;
cov->n_cm = -1;
cov->cm = NULL;
- cov->categoricals = categoricals_create (catvars, n_catvars, wv, exclude);
+ cov->categoricals = cats;
return cov;
}
{
const struct variable *var = i < cov->n_vars ?
cov->vars[i] :
- categoricals_get_variable_by_subscript (cov->categoricals, i - cov->n_vars);
+ categoricals_get_interaction_by_subscript (cov->categoricals, i - cov->n_vars)->vars[0];
const union value *val = case_data (c, var);
cov->state = 1;
}
- categoricals_update (cov->categoricals, c);
+ if (cov->categoricals)
+ categoricals_update (cov->categoricals, c);
for (i = 0 ; i < cov->dim; ++i)
{
assert (cov->state == 1);
cov->state = 2;
- cov->dim = cov->n_vars +
- categoricals_total (cov->categoricals) - categoricals_get_n_variables (cov->categoricals);
+ if (cov->categoricals)
+ categoricals_done (cov->categoricals);
+
+ cov->dim = cov->n_vars;
+
+ if (cov->categoricals)
+ cov->dim += categoricals_df_total (cov->categoricals);
cov->n_cm = (cov->dim * (cov->dim - 1) ) / 2;
cov->cm = xcalloc (sizeof *cov->cm, cov->n_cm);
cov->moments[i] = resize_matrix (cov->moments[i], cov->dim);
}
- categoricals_done (cov->categoricals);
-
/* Populate the moments matrices with the categorical value elements */
for (i = cov->n_vars; i < cov->dim; ++i)
{
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_double_pass (struct covariance *cov)
{
size_t i, j;
return cm_to_gsl (cov);
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_single_pass (struct covariance *cov)
{
size_t i, j;
}
-/*
- Return a pointer to gsl_matrix containing the pairwise covariances.
- The matrix remains owned by the COV object, and must not be freed.
- Call this function only after all data have been accumulated.
-*/
-const gsl_matrix *
+/* Return a pointer to gsl_matrix containing the pairwise covariances. The
+ caller owns the returned matrix and must free it when it is no longer
+ needed.
+
+ Call this function only after all data have been accumulated. */
+gsl_matrix *
covariance_calculate (struct covariance *cov)
{
- assert ( cov->state > 0 );
+ if ( cov->state <= 0 )
+ return NULL;
switch (cov->passes)
{
/*
Covariance computed without dividing by the sample size.
*/
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_double_pass_unnormalized (struct covariance *cov)
{
size_t i, j;
return cm_to_gsl (cov);
}
-static const gsl_matrix *
+static gsl_matrix *
covariance_calculate_single_pass_unnormalized (struct covariance *cov)
{
size_t i, j;
}
-/*
- Return a pointer to gsl_matrix containing the pairwise covariances.
- The matrix remains owned by the COV object, and must not be freed.
- Call this function only after all data have been accumulated.
-*/
-const gsl_matrix *
+/* Return a pointer to gsl_matrix containing the pairwise covariances. The
+ caller owns the returned matrix and must free it when it is no longer
+ needed.
+
+ Call this function only after all data have been accumulated. */
+gsl_matrix *
covariance_calculate_unnormalized (struct covariance *cov)
{
- assert ( cov->state > 0 );
+ if ( cov->state <= 0 )
+ return NULL;
switch (cov->passes)
{
}
}
+/* Function to access the categoricals used by COV
+ The return value is owned by the COV
+*/
+const struct categoricals *
+covariance_get_categoricals (const struct covariance *cov)
+{
+ return cov->categoricals;
+}
/* Destroy the COV object */
free (cov->cm);
free (cov);
}
+
+size_t
+covariance_dim (const struct covariance * cov)
+{
+ return (cov->dim);
+}
+
+