Merge commit 'origin/stable'

[pspp-builds.git] / src / math / linreg.h

diff --git a/src/math/linreg.h b/src/math/linreg.h
index 834b0922469c4f711bf035e5c6607c1d99c50fdd..f9d8c9b3f740abfc161ea7df2ecf20131985f700 100644 (file)
--- a/src/math/linreg.h
+++ b/src/math/linreg.h
@@ -20,10 +20,8 @@
 #include <gsl/gsl_math.h>
 #include <gsl/gsl_vector.h>
 #include <gsl/gsl_matrix.h>
-
-struct variable;
-struct pspp_coeff;
-union value;
+#include <src/math/coefficient.h>
+#include <math/covariance-matrix.h>
 
 enum
 {
@@ -99,10 +97,10 @@ struct pspp_linreg_cache_struct
                                   coefficient here. */
 
   /*
-     The variable struct is ignored during estimation. It is here so
-     the calling procedure can find the variable used in the model.
+    Pointers to the variables.
    */
   const struct variable *depvar;
+  const struct variable **indep_vars;
 
   gsl_vector *residuals;
   struct pspp_coeff **coeff;
@@ -179,7 +177,8 @@ typedef struct pspp_linreg_cache_struct pspp_linreg_cache;
   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 *);
 
@@ -189,8 +188,8 @@ bool pspp_linreg_cache_free (void *);
   values as indicated by opts.
  */
 int
-pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
-            const pspp_linreg_opts * opts, pspp_linreg_cache * cache);
+pspp_linreg (const gsl_vector *, const struct design_matrix *,
+            const pspp_linreg_opts *, pspp_linreg_cache *);
 
 double
 pspp_linreg_predict (const struct variable **, const union value **,
@@ -203,9 +202,25 @@ pspp_linreg_residual (const struct variable **, const union value **,
  */
 int pspp_linreg_get_vars (const void *, const struct variable **);
 
-const struct pspp_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
+struct pspp_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
                                                       *,
                                                       const struct variable
                                                       *,
                                                       const union value *);
+/*
+  Return or set the standard deviation of the independent variable.
+ */
+double pspp_linreg_get_indep_variable_sd (pspp_linreg_cache *, const struct variable *);
+void pspp_linreg_set_indep_variable_sd (pspp_linreg_cache *, const struct variable *, double);
+/*
+  Mean of the independent variable.
+ */
+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