Fixed assignment of the intercept

[pspp-builds.git] / src / regression.q

diff --git a/src/regression.q b/src/regression.q
index 02a675f74293cb04d11b9e95cb68b7b61f8472d2..b672897435040fb730b6ac92aa3b32044bca36af 100644 (file)
--- a/src/regression.q
+++ b/src/regression.q
@@ -40,8 +40,9 @@
 #include "var.h"
 #include "vfm.h"
 
-/* (headers) */
+#define REG_LARGE_DATA 1000
 
+/* (headers) */
 
 /* (specification)
    "REGRESSION" (regression_):
@@ -63,6 +64,7 @@
    f,
    defaults,
    all;
+   export=custom;
    ^dependent=varlist;
    ^method=enter.
 */
@@ -75,6 +77,12 @@ static struct cmd_regression cmd;
  */
 size_t *indep_vars;
 
+/*
+  File where the model will be saved if the EXPORT subcommand
+  is given. 
+ */
+struct file_handle *model_file;
+
 /*
   Return value for the procedure.
  */
@@ -463,6 +471,68 @@ subcommand_statistics (int *keywords, pspp_linreg_cache * c)
   statistics_keyword_output (reg_stats_tol, keywords[tol], c);
   statistics_keyword_output (reg_stats_selection, keywords[selection], c);
 }
+static void
+subcommand_export (int export, pspp_linreg_cache *c)
+{
+  FILE *fp;
+  size_t i;
+  struct pspp_linreg_coeff coeff;
+
+  if (export)
+    {
+      assert (c != NULL);
+      assert (model_file != NULL);
+      assert (fp != NULL);
+      fp = fopen (handle_get_filename (model_file), "w");
+      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++)
+       {
+         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);
+      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\t", coeff.estimate);
+       }
+      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, "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");
+      fclose (fp);
+    }
+}
+static int
+regression_custom_export (struct cmd_regression *cmd)
+{
+  /* 0 on failure, 1 on success, 2 on failure that should result in syntax error */
+  if (!lex_force_match ('('))
+    return 0;
+  
+  if (lex_match ('*'))
+    model_file = NULL;
+  else 
+    {
+      model_file = fh_parse ();
+      if (model_file == NULL)
+        return 0; 
+    }
+  
+  if (!lex_force_match (')'))
+    return 0;
+
+  return 1;
+}
 
 int
 cmd_regression (void)
@@ -644,11 +714,19 @@ run_regression (const struct casefile *cf, void *cmd_ UNUSED)
        (const struct variable *) design_matrix_col_to_var (X, i);
       assert (lcache->coeff[j].v != NULL);
     }
+  /*
+    For large data sets, use QR decomposition.
+   */
+  if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA)
+    {
+      lcache->method = PSPP_LINREG_SVD;
+    }
   /* 
      Find the least-squares estimates and other statistics.
    */
   pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, lcache);
   subcommand_statistics (cmd.a_statistics, lcache);
+  subcommand_export (cmd.sbc_export, lcache);
   gsl_vector_free (Y);
   design_matrix_destroy (X);
   pspp_linreg_cache_free (lcache);