X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;ds=sidebyside;f=src%2Fmath%2Flinreg.c;h=fe01ac39e4941969b8664d0dd8d08f7cf7c57d27;hb=7c6e9646a94126a410fab4d00714396b98923230;hp=e0083eca1b9d923d4f38d6f752287002537f6ca8;hpb=e80304e52b4c7cb2e2924570f97c34c2f69f8aae;p=pspp diff --git a/src/math/linreg.c b/src/math/linreg.c index e0083eca1b..fe01ac39e4 100644 --- a/src/math/linreg.c +++ b/src/math/linreg.c @@ -23,7 +23,6 @@ #include #include #include -#include #include #include #include @@ -75,6 +74,7 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c = xmalloc (sizeof (*c)); c->depvar = depvar; c->indep_vars = xnmalloc (p, sizeof (*indep_vars)); + c->dependent_column = p; for (i = 0; i < p; i++) { c->indep_vars[i] = indep_vars[i]; @@ -265,38 +265,12 @@ void linreg_set_indep_variable_mean (linreg *c, size_t j, double m) assert (c != NULL); gsl_vector_set (c->indep_means, j, m); } -static void invert_r (gsl_matrix *r, gsl_matrix *r_inv) -{ - size_t i; - size_t j; - size_t k; - size_t row; - double tmp; - - for (i = 0; i < r->size1; i++) - { - gsl_matrix_set (r_inv, i, i, 1.0 / gsl_matrix_get (r, i, i)); - } - for (i = 0; i < r->size1; i++) - { - row = 0; - for (j = row + 1 + i; j < r->size2; j++) - { - tmp = 0.0; - for (k = 1; k <= j - row; k++) - { - tmp += gsl_matrix_get (r, row, row + k) - * gsl_matrix_get (r_inv, row + k, j); - } - gsl_matrix_set (r_inv, row, j, -tmp / gsl_matrix_get (r, row, row)); - row++; - } - } -} static void linreg_fit_qr (const gsl_matrix *cov, linreg *l) { + double intcpt_coef = 0.0; + double intercept_variance = 0.0; gsl_matrix *xtx; gsl_matrix *q; gsl_matrix *r; @@ -341,7 +315,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) gsl_blas_dtrsm (CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, linreg_mse (l), r, q); /* Copy the lower triangle into the upper triangle. */ - double intercept_variance = 0.0; for (i = 0; i < q->size1; i++) { gsl_matrix_set (l->cov, i + 1, i + 1, gsl_matrix_get (q, i, i)); @@ -365,7 +338,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) /* Covariances related to the intercept. */ intercept_variance += linreg_mse (l) / linreg_n_obs (l); gsl_matrix_set (l->cov, 0, 0, intercept_variance); - double intcpt_coef = 0.0; for (i = 0; i < q->size1; i++) { for (j = 0; j < q->size2; j++) @@ -404,7 +376,7 @@ linreg_fit (const gsl_matrix *cov, linreg *l) gsl_matrix *params; params = gsl_matrix_calloc (cov->size1, cov->size2); gsl_matrix_memcpy (params, cov); - reg_sweep (params); + reg_sweep (params, l->dependent_column); post_sweep_computations (l, params); gsl_matrix_free (params); } @@ -489,3 +461,9 @@ linreg_get_depvar_mean (linreg *c) { return c->depvar_mean; } +static +linreg_set_dependent_column (linreg *c, int column) +{ + c->dependent_column = column; +} +