#include "lexer.h"
#include <linreg/pspp_linreg.h>
#include "missing-values.h"
+#include "regression_export.h"
#include "tab.h"
#include "var.h"
#include "vfm.h"
statistics_keyword_output (reg_stats_tol, keywords[tol], c);
statistics_keyword_output (reg_stats_selection, keywords[selection], c);
}
+
+static void
+reg_print_categorical_encoding (FILE *fp, pspp_linreg_cache *c)
+{
+ int i;
+ size_t j;
+ struct pspp_linreg_coeff coeff;
+ union value *val;
+
+ fprintf (fp, "%s", reg_export_categorical_encode_1);
+
+ for (i = 1; i < c->n_indeps; i++) /* c->coeff[0] is the intercept. */
+ {
+ coeff = c->coeff[i];
+ if (coeff.v->type == ALPHA)
+ {
+ fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t", coeff.v->name);
+ }
+ }
+ for (i = 1; i < c->n_indeps; i++)
+ {
+ coeff = c->coeff[i];
+ if (coeff.v->type == ALPHA)
+ {
+ fprintf (fp, "%s.name = \"%s\";\n\t", coeff.v->name, coeff.v->name);
+ fprintf (fp, "%s.n_vals = %d;\n\t", coeff.v->name, coeff.v->obs_vals->n_categories);
+ fprintf (fp, "%s.values = {", coeff.v->name);
+ for (j = 0; j < coeff.v->obs_vals->n_categories - 1; j++)
+ {
+ val = cat_subscript_to_value ( (const size_t) j, coeff.v);
+ fprintf (fp, "\"%s\",\n\t\t", val->s);
+ }
+ val = cat_subscript_to_value ( (const size_t) j, coeff.v);
+ fprintf (fp, "\"%s\"};\n\n\t", val->s);
+ }
+ }
+}
+
+static void
+reg_print_depvars (FILE *fp, pspp_linreg_cache *c)
+{
+ int i;
+ struct pspp_linreg_coeff coeff;
+
+ fprintf (fp, "char *model_depvars[%d] = {", c->n_indeps);
+ for (i = 1; i < c->n_indeps; i++)
+ {
+ coeff = c->coeff[i];
+ fprintf (fp, "\"%s\",\n\t\t", coeff.v->name);
+ }
+ coeff = c->coeff[i];
+ fprintf (fp, "\"%s\"};\n\t", coeff.v->name);
+}
+static void
+reg_print_getvar (FILE *fp, pspp_linreg_cache *c)
+{
+ fprintf (fp, "static int\npspp_reg_getvar (char *v_name)\n{\n\t");
+ fprintf (fp, "int i;\n\tint n_vars = %d;\n\t",c->n_indeps);
+ reg_print_depvars (fp, c);
+ fprintf (fp, "for (i = 0; i < n_vars; i++)\n\t{\n\t\t");
+ fprintf (fp, "if (strcmp (v_name, model_depvars[i]) == 0)\n\t\t{\n\t\t\t");
+ fprintf (fp, "return i;\n\t\t}\n\t}\n}\n");
+}
static void
subcommand_export (int export, pspp_linreg_cache *c)
{
FILE *fp;
size_t i;
+ size_t j;
+ int n_quantiles = 100;
+ double increment;
+ double tmp;
struct pspp_linreg_coeff coeff;
if (export)
assert (model_file != NULL);
assert (fp != NULL);
fp = fopen (handle_get_filename (model_file), "w");
- fprintf (fp, "/* PSPP-generated linear regression model.\n Copyright (C) 2005 Free Software Foundation, Inc.\n Generated by the GNU PSPP regression procedure.\n\n This program is free software; you can redistribute it and/or\n modify it under the terms of the GNU General Public License as\n published by the Free Software Foundation; either version 2 of the\n License, or (at your option) any later version.\n\n This program is distributed in the hope that it will be useful, but\n WITHOUT ANY WARRANTY; without even the implied warranty of\n MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU\n General Public License for more details.\n\n You should have received a copy of the GNU General Public License\n along with GNU PSPP; if not, write to the Free Software\n Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA\n 02110-1301, USA. */\n\n");
- fprintf (fp, "#include <string.h>\n\n");
- fprintf (fp, "double\npspp_reg_estimate (const double *var_vals, const char *[] var_names)\n{\n\tchar *model_depvars[%d] = {", c->n_indeps);
- for (i = 1; i < c->n_indeps; i++)
+ fprintf (fp, "%s", reg_preamble);
+ fprintf (fp, "#include <string.h>\n#include <math.h>\n\n");
+ reg_print_getvar (fp, c);
+ reg_print_categorical_encoding (fp, c);
+ fprintf (fp, "%s", reg_export_t_quantiles_1);
+ increment = 0.5 / (double) increment;
+ for (i = 0; i < n_quantiles - 1; i++)
{
- coeff = c->coeff[i];
- fprintf (fp, "%s,\n\t\t", coeff.v->name);
+ tmp = 0.5 + 0.005 * (double) i;
+ fprintf (fp, "%.15e,\n\t\t", gsl_cdf_tdist_Pinv (tmp, c->n_obs - c->n_indeps));
}
- coeff = c->coeff[i];
- fprintf (fp, "%s};\n\t", coeff.v->name);
+ fprintf (fp, "%.15e};\n\t", gsl_cdf_tdist_Pinv (.9995, c->n_obs - c->n_indeps));
+ fprintf (fp, "%s", reg_export_t_quantiles_2);
+ fprintf (fp, "%s", reg_mean_cmt);
+ fprintf (fp, "double\npspp_reg_estimate (const double *var_vals,");
+ fprintf (fp, "const char *var_names[])\n{\n\t");
fprintf (fp, "double model_coeffs[%d] = {", c->n_indeps);
for (i = 1; i < c->n_indeps; i++)
{
coeff = c->coeff[i];
fprintf (fp, "%.15e};\n\t", coeff.estimate);
coeff = c->coeff[0];
- fprintf (fp, "double estimate = %.15e\n\t", coeff.estimate);
+ fprintf (fp, "double estimate = %.15e;\n\t", coeff.estimate);
fprintf (fp, "int i;\n\tint j;\n\n\t");
fprintf (fp, "for (i = 0; i < %d; i++)\n\t", c->n_indeps);
- fprintf (fp, "{\n\t\tfor (j = 0; j < %d; j++)\n\t\t", c->n_indeps);
- fprintf (fp, "{\n\t\t\tif (strcmp (var_names[i], model_names[j]) == 0)\n");
- fprintf (fp, "\t\t\t{\n\t\t\t\testimate += var_vals[i] * model_coeffs[j];\n");
- fprintf (fp, "\t\t\t}\n\t\t}\n\t}\n\treturn estimate;\n}\n");
+ fprintf (fp, "%s", reg_getvar);
+ fprintf (fp, "const double cov[%d][%d] = {\n\t", c->n_coeffs, c->n_coeffs);
+ for (i = 0; i < c->cov->size1 - 1; i++)
+ {
+ fprintf (fp, "{");
+ for (j = 0; j < c->cov->size2 - 1; j++)
+ {
+ fprintf (fp, "%.15e, ", gsl_matrix_get (c->cov, i, j));
+ }
+ fprintf (fp, "%.15e},\n\t", gsl_matrix_get (c->cov, i, j));
+ }
+ fprintf (fp, "{");
+ for (j = 0; j < c->cov->size2 - 1; j++)
+ {
+ fprintf (fp, "%.15e, ", gsl_matrix_get (c->cov, c->cov->size1 - 1, j));
+ }
+ fprintf (fp, "%.15e}\n\t", gsl_matrix_get (c->cov, c->cov->size1 - 1, c->cov->size2 - 1));
+ fprintf (fp, "};\n\tint n_vars = %d;\n\tint i;\n\tint j;\n\t", c->n_indeps);
+ fprintf (fp, "double unshuffled_vals[%d];\n\t",c->n_indeps);
+ fprintf (fp, "%s", reg_variance);
+ fprintf (fp, "%s", reg_export_confidence_interval);
+ tmp = c->mse * c->mse;
+ fprintf (fp, "%s %.15e", reg_export_prediction_interval_1, tmp);
+ fprintf (fp, "%s %.15e", reg_export_prediction_interval_2, tmp);
+ fprintf (fp, "%s", reg_export_prediction_interval_3);
+ fclose (fp);
+ fp = fopen ("pspp_model_reg.h", "w");
+ fprintf (fp, "%s", reg_header);
fclose (fp);
}
}
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