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);
}
{
return c->depvar_mean;
}
+static
+linreg_set_dependent_column (linreg *c, int column)
+{
+ c->dependent_column = column;
+}
+