/*
lib/linreg/linreg.h
-
+
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 LINREG_H
#define LINREG_H
-
+#include <stdbool.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
struct variable;
-struct pspp_linreg_coeff;
+struct pspp_coeff;
union value;
enum
*/
struct pspp_linreg_opts_struct
{
- int resid; /* Should the residuals be returned? */
-
int get_depvar_mean_std;
int *get_indep_mean_std; /* Array of booleans
dictating which
int n_coeffs;
/*
- The variable struct is ignored during estimation. It is here so
- the calling procedure can find the variable used in the model.
+ The variable struct is ignored during estimation. It is here so
+ the calling procedure can find the variable used in the model.
*/
const struct variable *depvar;
gsl_vector *residuals;
- struct pspp_linreg_coeff *coeff;
+ struct pspp_coeff **coeff;
int method; /* Method to use to estimate parameters. */
/*
Means and standard deviations of the variables.
gsl_vector *ssx; /* Centered sums of squares for independent
variables, i.e. \sum (x[i] - mean(x))^2. */
double ssy; /* Centered sums of squares for dependent
- variable.
- */
+ variable.
+ */
/*
Covariance matrix of the parameter estimates.
*/
double (*predict) (const struct variable **, const union value **,
const void *, int);
+ double (*residual) (const struct variable **,
+ const union value **,
+ const union value *, const void *, int);
+ /*
+ Returns pointers to the variables used in the model.
+ */
+ int (*get_vars) (const void *, const struct variable **);
+ struct variable *resid;
+ struct variable *pred;
+
};
typedef struct pspp_linreg_cache_struct pspp_linreg_cache;
*/
pspp_linreg_cache *pspp_linreg_cache_alloc (size_t n, size_t p);
-void pspp_linreg_cache_free (pspp_linreg_cache * c);
+bool pspp_linreg_cache_free (void *);
/*
Fit the linear model via least squares. All pointers passed to pspp_linreg
double
pspp_linreg_predict (const struct variable **, const union value **,
- const pspp_linreg_cache *, int);
+ const void *, int);
double
-pspp_linreg_residual (const struct variable *, const union value **,
- const union value *, const pspp_linreg_cache *, int);
+pspp_linreg_residual (const struct variable **, const union value **,
+ const union value *, const void *, int);
+/*
+ All variables used in the model.
+ */
+int pspp_linreg_get_vars (const void *, const struct variable **);
#endif