#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <src/math/coefficient.h>
+#include <math/covariance-matrix.h>
enum
{
coefficient here. */
/*
- Pointer to the dependent variable.
+ Pointers to the variables.
*/
const struct variable *depvar;
+ const struct variable **indep_vars;
gsl_vector *residuals;
struct pspp_coeff **coeff;
to it. n is the number of cases, p is the number of
independent variables.
*/
-pspp_linreg_cache *pspp_linreg_cache_alloc (size_t n, size_t p);
+pspp_linreg_cache *pspp_linreg_cache_alloc (const struct variable *, const struct variable **,
+ size_t, size_t);
bool pspp_linreg_cache_free (void *);
*/
double pspp_linreg_get_indep_variable_mean (pspp_linreg_cache *, const struct variable *);
void pspp_linreg_set_indep_variable_mean (pspp_linreg_cache *, const struct variable *, double);
+
+/*
+ Regression using only the covariance matrix.
+ */
+void pspp_linreg_with_cov (const struct covariance_matrix *, pspp_linreg_cache *);
double pspp_linreg_mse (const pspp_linreg_cache *);
#endif