REGRESSION: Implement /ORIGIN subcommand.

[pspp] / src / math / linreg.c

diff --git a/src/math/linreg.c b/src/math/linreg.c
index 98816243e7368a889d27cc2d1ebc8f6248763d59..4a943e8a31fd7c2d966ecd223961fe038ae0425c 100644 (file)
--- a/src/math/linreg.c
+++ b/src/math/linreg.c
@@ -1,5 +1,5 @@
 /* PSPP - a program for statistical analysis.
-   Copyright (C) 2005, 2010, 2011 Free Software Foundation, Inc.
+   Copyright (C) 2005, 2010, 2011, 2017 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
@@ -70,7 +70,7 @@ linreg_get_vars (const linreg *c)
  */
 linreg *
 linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
-             double n, size_t p)
+             double n, size_t p, bool origin)
 {
   linreg *c;
   size_t i;
@@ -91,7 +91,10 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
   c->n_coeffs = p;
   c->coeff = xnmalloc (p, sizeof (*c->coeff));
   c->cov = gsl_matrix_calloc (c->n_coeffs + 1, c->n_coeffs + 1);
-  c->dft = n - 1;
+  c->dft = n;
+  if (!origin)
+    c->dft--;
+
   c->dfm = p;
   c->dfe = c->dft - c->dfm;
   c->intercept = 0.0;
@@ -103,6 +106,8 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
 
   c->refcnt = 1;
 
+  c->origin = origin;
+
   return c;
 }
 
@@ -130,9 +135,6 @@ linreg_unref (linreg *c)
 static void
 post_sweep_computations (linreg *l, gsl_matrix *sw)
 {
-  gsl_matrix *xm;
-  gsl_matrix_view xtx;
-  gsl_matrix_view xmxtx;
   double m;
   size_t i;
   size_t j;
@@ -168,37 +170,44 @@ post_sweep_computations (linreg *l, gsl_matrix *sw)
        double tmp = -1.0 * l->mse * gsl_matrix_get (sw, i, j);
        gsl_matrix_set (l->cov, i + 1, j + 1, tmp);
       }
-  /*
-    Get the covariances related to the intercept.
-  */
-  xtx = gsl_matrix_submatrix (sw, 0, 0, l->n_indeps, l->n_indeps);
-  xmxtx = gsl_matrix_submatrix (l->cov, 0, 1, 1, l->n_indeps);
-  xm = gsl_matrix_calloc (1, l->n_indeps);
-  for (i = 0; i < xm->size2; i++)
-    {
-      gsl_matrix_set (xm, 0, i,
-                     linreg_get_indep_variable_mean (l, i));
-    }
-  rc = gsl_blas_dsymm (CblasRight, CblasUpper, l->mse,
-                      &xtx.matrix, xm, 0.0, &xmxtx.matrix);
-  gsl_matrix_free (xm);
-  if (rc == GSL_SUCCESS)
+
+  if (! l->origin)
     {
-      double tmp = l->mse / l->n_obs;
-      for (i = 1; i < 1 + l->n_indeps; i++)
+      gsl_matrix *xm;
+      gsl_matrix_view xtx;
+      gsl_matrix_view xmxtx;
+      /*
+       Get the covariances related to the intercept.
+      */
+      xtx = gsl_matrix_submatrix (sw, 0, 0, l->n_indeps, l->n_indeps);
+      xmxtx = gsl_matrix_submatrix (l->cov, 0, 1, 1, l->n_indeps);
+      xm = gsl_matrix_calloc (1, l->n_indeps);
+      for (i = 0; i < xm->size2; i++)
        {
-         tmp -= gsl_matrix_get (l->cov, 0, i)
-           * linreg_get_indep_variable_mean (l, i - 1);
+         gsl_matrix_set (xm, 0, i,
+                         linreg_get_indep_variable_mean (l, i));
+       }
+      rc = gsl_blas_dsymm (CblasRight, CblasUpper, l->mse,
+                          &xtx.matrix, xm, 0.0, &xmxtx.matrix);
+      gsl_matrix_free (xm);
+      if (rc == GSL_SUCCESS)
+       {
+         double tmp = l->mse / l->n_obs;
+         for (i = 1; i < 1 + l->n_indeps; i++)
+           {
+             tmp -= gsl_matrix_get (l->cov, 0, i)
+               * linreg_get_indep_variable_mean (l, i - 1);
+           }
+         gsl_matrix_set (l->cov, 0, 0, tmp);
+
+         l->intercept = m;
+       }
+      else
+       {
+         fprintf (stderr, "%s:%d:gsl_blas_dsymm: %s\n",
+                  __FILE__, __LINE__, gsl_strerror (rc));
+         exit (rc);
        }
-      gsl_matrix_set (l->cov, 0, 0, tmp);
-
-      l->intercept = m;
-    }
-  else
-    {
-      fprintf (stderr, "%s:%d:gsl_blas_dsymm: %s\n",
-              __FILE__, __LINE__, gsl_strerror (rc));
-      exit (rc);
     }
 }