-/*
- * 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.
- */
+/* PSPP - a program for statistical analysis.
+ 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 3 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, see <http://www.gnu.org/licenses/>. */
#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
{
+ PSPP_LINREG_CONDITIONAL_INVERSE,
+ PSPP_LINREG_QR,
PSPP_LINREG_SWEEP,
- PSPP_LINREG_SVD
};
*/
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
- * independent variables need
- * their means and standard
- * deviations computed within
- * pspp_linreg. This array
- * MUST be of length
- * n_indeps. If element i is
- * 1, pspp_linreg will
- * compute the mean and
- * variance of indpendent
- * variable i. If element i
- * is 0, it will not compute
- * the mean and standard
- * deviation, and assume the
- * values are stored.
- * cache->indep_mean[i] is
- * the mean and
- * cache->indep_std[i] is the
- * sample standard deviation. */
+ dictating which
+ independent variables need
+ their means and standard
+ deviations computed within
+ pspp_linreg. This array
+ MUST be of length
+ n_indeps. If element i is
+ 1, pspp_linreg will
+ compute the mean and
+ variance of indpendent
+ variable i. If element i
+ is 0, it will not compute
+ the mean and standard
+ deviation, and assume the
+ values are stored.
+ cache->indep_mean[i] is
+ the mean and
+ cache->indep_std[i] is the
+ sample standard deviation. */
};
typedef struct pspp_linreg_opts_struct pspp_linreg_opts;
{
int n_obs; /* Number of observations. */
int n_indeps; /* Number of independent variables. */
- int n_coeffs;
+ int n_coeffs; /* The intercept is not considered a
+ coefficient here. */
/*
- * 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;
+ double intercept;
int method; /* Method to use to estimate parameters. */
/*
Means and standard deviations of the variables.
*/
double ssm; /* Sums of squares for the overall model. */
gsl_vector *ss_indeps; /* Sums of squares from each
- * independent variable. */
+ independent variable. */
double sst; /* Sum of squares total. */
double sse; /* Sum of squares error. */
double mse; /* Mean squared error. This is just sse /
- * dfe, but since it is the best unbiased
- * estimate of the population variance, it
- * has its own entry here. */
+ dfe, but since it is the best unbiased
+ estimate of the population variance, it
+ has its own entry here. */
gsl_vector *ssx; /* Centered sums of squares for independent
- * variables, i.e. \sum (x[i] - mean(x))^2. */
+ 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.
*/
*/
gsl_matrix *hat;
- double (*predict) (const struct variable *, const union value *,
+ 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
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