+++ /dev/null
-/*
- 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.
-*/
-
-/*
- Accessor functions for matching coefficients and variables.
- */
-#include <math/linreg/coefficient.h>
-#include <math/linreg/linreg.h>
-#include "src/math/design-matrix.h"
-
-#include <gl/xalloc.h>
-
-
-struct varinfo
-{
- const struct variable *v; /* Variable associated with this
- coefficient. Note this variable
- may not be unique. In other words,
- a coefficient structure may have
- other v_info's, each with its own
- variable. */
- const union value *val; /* Value of the variable v which this varinfo
- refers to. This member is relevant only to
- categorical variables. */
-};
-
-void
-pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
-{
- free (c->v_info);
- free (c);
-}
-
-/*
- Initialize the variable and value pointers inside the
- coefficient structures for the linear model.
- */
-void
-pspp_linreg_coeff_init (pspp_linreg_cache * c, struct design_matrix *X)
-{
- size_t i;
- size_t j;
- int n_vals = 1;
- struct pspp_linreg_coeff *coeff;
-
- c->coeff = xnmalloc (X->m->size2 + 1, sizeof (*c->coeff));
- c->coeff[0] = xmalloc (sizeof (*c->coeff[0]));
- c->coeff[0]->v_info = NULL; /* Intercept has no associated variable. */
- for (i = 0; i < X->m->size2; i++)
- {
- j = i + 1; /* The first coefficient is the intercept. */
- c->coeff[j] = xmalloc (sizeof (*c->coeff[j]));
- coeff = c->coeff[j];
- coeff->n_vars = n_vals; /* Currently, no procedures allow
- interactions. This line will have to
- change when procedures that allow
- interaction terms are written.
- */
- coeff->v_info = xnmalloc (coeff->n_vars, sizeof (*coeff->v_info));
- assert (coeff->v_info != NULL);
- coeff->v_info->v =
- (const struct variable *) design_matrix_col_to_var (X, i);
-
- if (coeff->v_info->v->type == ALPHA)
- {
- size_t k;
- k = design_matrix_var_to_column (X, coeff->v_info->v);
- assert (k <= i);
- k = i - k;
- coeff->v_info->val =
- cat_subscript_to_value (k, (struct variable *) coeff->v_info->v);
- }
- }
-}
-void
-pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *c, double estimate)
-{
- c->estimate = estimate;
-}
-
-void
-pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *c, double std_err)
-{
- c->std_err = std_err;
-}
-
-/*
- Return the estimated value of the coefficient.
- */
-double
-pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *c)
-{
- if (c == NULL)
- {
- return 0.0;
- }
- return c->estimate;
-}
-
-/*
- Return the standard error of the estimated coefficient.
-*/
-double
-pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *c)
-{
- if (c == NULL)
- {
- return 0.0;
- }
- return c->std_err;
-}
-
-/*
- How many variables are associated with this coefficient?
- */
-int
-pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *c)
-{
- if (c == NULL)
- {
- return 0;
- }
- return c->n_vars;
-}
-
-/*
- Which variable does this coefficient match? I should be
- 0 unless the coefficient refers to an interaction term.
- */
-const struct variable *
-pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *c, int i)
-{
- if (c == NULL)
- {
- return NULL;
- }
- assert (i < c->n_vars);
- return (c->v_info + i)->v;
-}
-
-/*
- Which value is associated with this coefficient/variable combination?
- */
-const union value *
-pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *c,
- const struct variable *v)
-{
- int i = 0;
- const struct variable *candidate;
-
- if (c == NULL || v == NULL)
- {
- return NULL;
- }
- if (v->type == NUMERIC)
- {
- return NULL;
- }
- while (i < c->n_vars)
- {
- candidate = pspp_linreg_coeff_get_var (c, i);
- if (v->index == candidate->index)
- {
- return (c->v_info + i)->val;
- }
- i++;
- }
- return NULL;
-}
-
-/*
- Which coefficient is associated with V? The VAL argument is relevant
- only to categorical variables.
- */
-const struct pspp_linreg_coeff *
-pspp_linreg_get_coeff (const pspp_linreg_cache * c,
- const struct variable *v, const union value *val)
-{
- int i = 1;
- struct pspp_linreg_coeff *result = NULL;
- const struct variable *tmp = NULL;
-
- if (c == NULL)
- {
- return NULL;
- }
- if (c->coeff == NULL || c->n_indeps == 0 || v == NULL)
- {
- return NULL;
- }
-
- result = c->coeff[i];
- tmp = pspp_linreg_coeff_get_var (result, 0);
- while (tmp->index != v->index && i < c->n_coeffs)
- {
- result = c->coeff[i];
- tmp = pspp_linreg_coeff_get_var (result, 0);
- i++;
- }
- if (i > c->n_coeffs)
- {
- return NULL;
- }
- if (v->type == NUMERIC)
- {
- return result;
- }
- else if (val != NULL)
- {
- /*
- If v is categorical, we need to ensure the coefficient
- matches the VAL.
- */
- while (tmp->index != v->index && i < c->n_coeffs
- && compare_values (pspp_linreg_coeff_get_value (result, tmp),
- val, v->width))
- { /* FIX THIS */
- i++;
- result = c->coeff[i];
- tmp = pspp_linreg_coeff_get_var (result, 0);
- }
- if (i == c->n_coeffs)
- {
- return NULL;
- }
- return result;
- }
- return NULL;
-}
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