X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;ds=inline;f=src%2Flanguage%2Fstats%2Fglm.c;h=dddf39144fc13656e48ccc609275ae500baf2651;hb=refs%2Fbuilds%2F20110924030502%2Fpspp;hp=0c85965ea8f92ce866056ed61460b8b450475a42;hpb=e3fa2fade9820dcb3c7ee3883839f8848d248559;p=pspp diff --git a/src/language/stats/glm.c b/src/language/stats/glm.c index 0c85965ea8..dddf39144f 100644 --- a/src/language/stats/glm.c +++ b/src/language/stats/glm.c @@ -18,6 +18,7 @@ #include #include +#include #include #include "data/case.h" @@ -54,16 +55,8 @@ struct glm_spec size_t n_factor_vars; const struct variable **factor_vars; - /* In the current implementation, design_vars will - normally be the same as factor_vars. - This will change once interactions, nested variables - and repeated measures become involved. - */ - size_t n_design_vars; - const struct variable **design_vars; - size_t n_interactions; - const struct interaction **interactions; + struct interaction **interactions; enum mv_class exclude; @@ -92,6 +85,37 @@ struct glm_workspace gsl_vector *ssq; }; + +/* Default design: all possible interactions */ +static void +design_full (struct glm_spec *glm) +{ + int sz; + int i = 0; + glm->n_interactions = (1 << glm->n_factor_vars) - 1; + + glm->interactions = xcalloc (glm->n_interactions, sizeof *glm->interactions); + + /* All subsets, with exception of the empty set, of [0, glm->n_factor_vars) */ + for (sz = 1; sz <= glm->n_factor_vars; ++sz) + { + gsl_combination *c = gsl_combination_calloc (glm->n_factor_vars, sz); + + do + { + struct interaction *iact = interaction_create (NULL); + int e; + for (e = 0 ; e < gsl_combination_k (c); ++e) + interaction_add_variable (iact, glm->factor_vars [gsl_combination_get (c, e)]); + + glm->interactions[i++] = iact; + } + while (gsl_combination_next (c) == GSL_SUCCESS); + + gsl_combination_free (c); + } +} + static void output_glm (const struct glm_spec *, const struct glm_workspace *ws); static void run_glm (struct glm_spec *cmd, struct casereader *input, @@ -104,18 +128,17 @@ static bool parse_design_spec (struct lexer *lexer, struct glm_spec *glm); int cmd_glm (struct lexer *lexer, struct dataset *ds) { + int i; struct const_var_set *factors = NULL; struct glm_spec glm; bool design = false; glm.dict = dataset_dict (ds); glm.n_dep_vars = 0; glm.n_factor_vars = 0; - glm.n_design_vars = 0; glm.n_interactions = 0; glm.interactions = NULL; glm.dep_vars = NULL; glm.factor_vars = NULL; - glm.design_vars = NULL; glm.exclude = MV_ANY; glm.intercept = true; glm.wv = dict_get_weight (glm.dict); @@ -257,14 +280,9 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) if (! parse_design_spec (lexer, &glm)) goto error; - - if ( glm.n_interactions == 0) - { - msg (ME, _("One or more design variables must be given")); - goto error; - } - - design = true; + + if (glm.n_interactions > 0) + design = true; } else { @@ -275,8 +293,7 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) if ( ! design ) { - lex_error (lexer, _("/DESIGN is mandatory in GLM")); - goto error; + design_full (&glm); } { @@ -293,6 +310,8 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) const_var_set_destroy (factors); free (glm.factor_vars); + for (i = 0 ; i < glm.n_interactions; ++i) + interaction_destroy (glm.interactions[i]); free (glm.interactions); free (glm.dep_vars); @@ -303,6 +322,9 @@ error: const_var_set_destroy (factors); free (glm.factor_vars); + for (i = 0 ; i < glm.n_interactions; ++i) + interaction_destroy (glm.interactions[i]); + free (glm.interactions); free (glm.dep_vars); @@ -313,7 +335,7 @@ static void get_ssq (struct covariance *, gsl_vector *, const struct glm_spec *); static bool -not_dropped (size_t j, size_t * dropped, size_t n_dropped) +not_dropped (size_t j, const size_t *dropped, size_t n_dropped) { size_t i; @@ -325,65 +347,137 @@ not_dropped (size_t j, size_t * dropped, size_t n_dropped) return true; } -static void -get_ssq (struct covariance *cov, gsl_vector * ssq, const struct glm_spec *cmd) +/* + Do the variables in X->VARS constitute a proper + subset of the variables in Y->VARS? + */ +static bool +is_subset (const struct interaction *x, const struct interaction *y) { - const struct variable **vars; - gsl_matrix *small_cov = NULL; - gsl_matrix *cm = covariance_calculate_unnormalized (cov); size_t i; size_t j; - size_t k; - size_t n; - size_t m; - size_t *dropped; - size_t n_dropped; + size_t n = 0; - dropped = xcalloc (covariance_dim (cov), sizeof (*dropped)); - vars = xcalloc (covariance_dim (cov), sizeof (*vars)); - covariance_get_var_indices (cov, vars); - - for (k = 0; k < cmd->n_design_vars; k++) + if (x->n_vars < y->n_vars) { - n_dropped = 0; - for (i = 1; i < covariance_dim (cov); i++) + for (i = 0; i < x->n_vars; i++) { - if (vars[i] == cmd->design_vars[k]) + for (j = 0; j < y->n_vars; j++) { - dropped[n_dropped++] = i; + if (x->vars [i] == y->vars [j]) + { + n++; + } } } - small_cov = - gsl_matrix_alloc (cm->size1 - n_dropped, cm->size2 - n_dropped); - gsl_matrix_set (small_cov, 0, 0, gsl_matrix_get (cm, 0, 0)); - n = 0; - m = 0; - for (i = 0; i < cm->size1; i++) - { - if (not_dropped (i, dropped, n_dropped)) + } + if (n >= x->n_vars) + return true; + return false; +} + +static bool +drop_from_submodel (const struct interaction *x, const struct interaction *y) +{ + size_t i; + size_t j; + size_t n = 0; + + if (is_subset (x, y)) + return true; + + for (i = 0; i < x->n_vars; i++) + for (j = 0; j < y->n_vars; j++) + { + if (x->vars [i] == y->vars [j]) + n++; + } + if (n == x->n_vars) + { + return true; + } + + return false; +} + +static void +fill_submatrix (gsl_matrix * cov, gsl_matrix * submatrix, size_t * dropped, + size_t n_dropped) +{ + size_t i; + size_t j; + size_t n = 0; + size_t m = 0; + + for (i = 0; i < cov->size1; i++) + { + if (not_dropped (i, dropped, n_dropped)) + { + m = 0; + for (j = 0; j < cov->size2; j++) { - m = 0; - for (j = 0; j < cm->size2; j++) + if (not_dropped (j, dropped, n_dropped)) { - if (not_dropped (j, dropped, n_dropped)) - { - gsl_matrix_set (small_cov, n, m, - gsl_matrix_get (cm, i, j)); - m++; - } - } - n++; + gsl_matrix_set (submatrix, n, m, + gsl_matrix_get (cov, i, j)); + m++; + } } + n++; } - reg_sweep (small_cov, 0); + } +} + +static void +get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd) +{ + gsl_matrix *cm = covariance_calculate_unnormalized (cov); + size_t i; + size_t k; + size_t *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped)); + size_t *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped)); + const struct categoricals *cats = covariance_get_categoricals (cov); + + for (k = 0; k < cmd->n_interactions; k++) + { + gsl_matrix *model_cov = NULL; + gsl_matrix *submodel_cov = NULL; + size_t n_dropped_model = 0; + size_t n_dropped_submodel = 0; + for (i = cmd->n_dep_vars; i < covariance_dim (cov); i++) + { + const struct interaction * x = + categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars); + if (is_subset (cmd->interactions [k], x)) + { + assert (n_dropped_model < covariance_dim (cov)); + model_dropped[n_dropped_model++] = i; + } + if (drop_from_submodel (cmd->interactions [k], x)) + { + assert (n_dropped_submodel < covariance_dim (cov)); + submodel_dropped[n_dropped_submodel++] = i; + } + } + model_cov = + gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model); + gsl_matrix_set (model_cov, 0, 0, gsl_matrix_get (cm, 0, 0)); + submodel_cov = + gsl_matrix_calloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel); + fill_submatrix (cm, model_cov, model_dropped, n_dropped_model); + fill_submatrix (cm, submodel_cov, submodel_dropped, n_dropped_submodel); + + reg_sweep (model_cov, 0); + reg_sweep (submodel_cov, 0); gsl_vector_set (ssq, k + 1, - gsl_matrix_get (small_cov, 0, 0) - - gsl_vector_get (ssq, 0)); - gsl_matrix_free (small_cov); + gsl_matrix_get (submodel_cov, 0, 0) + - gsl_matrix_get (model_cov, 0, 0)); + gsl_matrix_free (model_cov); + gsl_matrix_free (submodel_cov); } - free (dropped); - free (vars); + free (model_dropped); + free (submodel_dropped); gsl_matrix_free (cm); } @@ -402,7 +496,8 @@ run_glm (struct glm_spec *cmd, struct casereader *input, struct glm_workspace ws; struct covariance *cov; - ws.cats = categoricals_create (cmd->design_vars, cmd->n_design_vars, + + ws.cats = categoricals_create (cmd->interactions, cmd->n_interactions, cmd->wv, cmd->exclude, NULL, NULL, NULL, NULL); @@ -436,8 +531,6 @@ run_glm (struct glm_spec *cmd, struct casereader *input, } casereader_destroy (reader); - categoricals_done (ws.cats); - for (reader = input; (c = casereader_read (reader)) != NULL; case_unref (c)) { @@ -528,8 +621,7 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws) if (cmd->intercept) df_corr += 1.0; - for (f = 0; f < cmd->n_interactions; ++f) - df_corr += categoricals_n_count (ws->cats, f) - 1.0; + df_corr += categoricals_df_total (ws->cats); mse = gsl_vector_get (ws->ssq, 0) / (n_total - df_corr); @@ -556,7 +648,7 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws) for (f = 0; f < cmd->n_interactions; ++f) { struct string str = DS_EMPTY_INITIALIZER; - const double df = categoricals_n_count (ws->cats, f) - 1.0; + const double df = categoricals_df (ws->cats, f); const double ssq = gsl_vector_get (ws->ssq, f + 1); const double F = ssq / df / mse; interaction_to_string (cmd->interactions[f], &str); @@ -692,14 +784,9 @@ parse_design_interaction (struct lexer *lexer, struct glm_spec *glm, struct inte if ( lex_match (lexer, T_ASTERISK) || lex_match (lexer, T_BY)) { - lex_error (lexer, "Interactions are not yet implemented"); return false; return parse_design_interaction (lexer, glm, iact); } - glm->n_design_vars++; - glm->design_vars = xrealloc (glm->design_vars, sizeof (*glm->design_vars) * glm->n_design_vars); - glm->design_vars[glm->n_design_vars - 1] = v; - return true; }