/* PSPP - a program for statistical analysis.
- Copyright (C) 2005 Free Software Foundation, Inc.
+ Copyright (C) 2005, 2010, 2011 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
along with this program. If not, see <http://www.gnu.org/licenses/>. */
#include <config.h>
+
+#include "math/linreg.h"
+
#include <gsl/gsl_blas.h>
#include <gsl/gsl_cblas.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_fit.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_multifit.h>
-#include <linreg/sweep.h>
-#include <math/linreg.h>
-#include <src/data/variable.h>
-#include <src/data/value.h>
-#include <gl/xalloc.h>
+
+#include "data/value.h"
+#include "data/variable.h"
+#include "linreg/sweep.h"
+
+#include "gl/xalloc.h"
/*
Find the least-squares estimate of b for the linear model:
c = xmalloc (sizeof (*c));
c->depvar = depvar;
c->indep_vars = xnmalloc (p, sizeof (*indep_vars));
+ c->dependent_column = p;
for (i = 0; i < p; i++)
{
c->indep_vars[i] = indep_vars[i];
static void
linreg_fit_qr (const gsl_matrix *cov, linreg *l)
{
+ double intcpt_coef = 0.0;
+ double intercept_variance = 0.0;
gsl_matrix *xtx;
gsl_matrix *q;
gsl_matrix *r;
gsl_blas_dtrsm (CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, linreg_mse (l),
r, q);
/* Copy the lower triangle into the upper triangle. */
- double intercept_variance = 0.0;
for (i = 0; i < q->size1; i++)
{
gsl_matrix_set (l->cov, i + 1, i + 1, gsl_matrix_get (q, i, i));
/* Covariances related to the intercept. */
intercept_variance += linreg_mse (l) / linreg_n_obs (l);
gsl_matrix_set (l->cov, 0, 0, intercept_variance);
- double intcpt_coef = 0.0;
for (i = 0; i < q->size1; i++)
{
for (j = 0; j < q->size2; j++)
gsl_matrix *params;
params = gsl_matrix_calloc (cov->size1, cov->size2);
gsl_matrix_memcpy (params, cov);
- reg_sweep (params);
+ reg_sweep (params, l->dependent_column);
post_sweep_computations (l, params);
gsl_matrix_free (params);
}