-/* 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.
- */
+/*
+ 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 <assert.h>
-#include "coefficient.h"
-#include "linreg.h"
+#include <math/linreg/coefficient.h>
+#include <math/linreg/linreg.h>
#include "src/math/design-matrix.h"
-#include "src/data/variable.h"
-#include "src/data/value.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.
- */
+ 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)
+void
+pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
{
free (c);
}
coefficient structures for the linear model.
*/
void
-pspp_linreg_coeff_init (pspp_linreg_cache *c, struct design_matrix *X)
+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 = xnmalloc (X->m->size2 + 1, sizeof (*c->coeff));
for (i = 0; i < X->m->size2; i++)
{
j = i + 1; /* The first coefficient is the intercept. */
coeff = c->coeff + j;
- coeff->n_vars = n_vals; /* Currently, no procedures allow interactions.
- This will have to change when procedures that
- allow interaction terms are written.
- */
+ 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);
-
+ 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);
+ 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)
+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)
+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?
*/
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 comination?
-*/
+
+/*
+ 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);
}
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;
+}