X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Fglm.c;h=3d71779ff6e35ddacef4e3de5e6f66518d1ac48d;hb=c91f650b47f33cfbd4b7ed45dbfa7eb012c7e6fb;hp=f0311f8249439edff1896af75adb689eaf1b1926;hpb=ff3d8d9bdcd9133f46918f39bfcef05a07628923;p=pspp

diff --git a/src/language/stats/glm.c b/src/language/stats/glm.c
index f0311f8249..3d71779ff6 100644
--- a/src/language/stats/glm.c
+++ b/src/language/stats/glm.c
@@ -1,5 +1,5 @@
 /* PSPP - a program for statistical analysis.
-   Copyright (C) 2010, 2011 Free Software Foundation, Inc.
+   Copyright (C) 2010, 2011, 2012 Free Software Foundation, Inc.
 
    This program is free software: you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
@@ -33,6 +33,7 @@
 #include "language/lexer/lexer.h"
 #include "language/lexer/value-parser.h"
 #include "language/lexer/variable-parser.h"
+#include "libpspp/assertion.h"
 #include "libpspp/ll.h"
 #include "libpspp/message.h"
 #include "libpspp/misc.h"
@@ -65,6 +66,7 @@ struct glm_spec
 
   const struct dictionary *dict;
 
+  int ss_type;
   bool intercept;
 
   double alpha;
@@ -146,6 +148,7 @@ cmd_glm (struct lexer *lexer, struct dataset *ds)
   glm.wv = dict_get_weight (glm.dict);
   glm.alpha = 0.05;
   glm.dump_coding = false;
+  glm.ss_type = 3;
 
   if (!parse_variables_const (lexer, glm.dict,
 			      &glm.dep_vars, &glm.n_dep_vars,
@@ -263,9 +266,10 @@ cmd_glm (struct lexer *lexer, struct dataset *ds)
 	      goto error;
 	    }
 
-	  if (3 != lex_integer (lexer))
+	  glm.ss_type = lex_integer (lexer);
+	  if (1 > glm.ss_type  && 3 < glm.ss_type )
 	    {
-	      msg (ME, _("Only type 3 sum of squares are currently implemented"));
+	      msg (ME, _("Only types 1, 2 & 3 sums of squares are currently implemented"));
 	      goto error;
 	    }
 
@@ -322,6 +326,7 @@ cmd_glm (struct lexer *lexer, struct dataset *ds)
   free (glm.factor_vars);
   for (i = 0 ; i < glm.n_interactions; ++i)
     interaction_destroy (glm.interactions[i]);
+
   free (glm.interactions);
   free (glm.dep_vars);
 
@@ -341,9 +346,6 @@ error:
   return CMD_FAILURE;
 }
 
-static void get_ssq (struct covariance *, gsl_vector *,
-		     const struct glm_spec *);
-
 static inline bool
 not_dropped (size_t j, const bool *ff)
 {
@@ -376,9 +378,84 @@ fill_submatrix (const gsl_matrix * cov, gsl_matrix * submatrix, bool *dropped_f)
 	}
     }
 }
-	      
+
+
+/* 
+   Type 1 sums of squares.
+   Populate SSQ with the Type 1 sums of squares according to COV
+ */
 static void
-get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
+ssq_type1 (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
+{
+  gsl_matrix *cm = covariance_calculate_unnormalized (cov);
+  size_t i;
+  size_t k;
+  bool *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped));
+  bool *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped));
+  const struct categoricals *cats = covariance_get_categoricals (cov);
+
+  size_t n_dropped_model = 0;
+  size_t n_dropped_submodel = 0;
+
+  for (i = cmd->n_dep_vars; i < covariance_dim (cov); i++)
+    {
+      n_dropped_model++;
+      n_dropped_submodel++;
+      model_dropped[i] = true;
+      submodel_dropped[i] = true;
+    }
+
+  for (k = 0; k < cmd->n_interactions; k++)
+    {
+      gsl_matrix *model_cov = NULL;
+      gsl_matrix *submodel_cov = NULL;
+      
+      n_dropped_submodel = n_dropped_model;
+      for (i = cmd->n_dep_vars; i < covariance_dim (cov); i++)
+	{
+	  submodel_dropped[i] = model_dropped[i];
+	}
+
+      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 ( x == cmd->interactions [k])
+	    {
+	      model_dropped[i] = false;
+	      n_dropped_model--;
+	    }
+	}
+
+      model_cov = gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model);
+      submodel_cov = gsl_matrix_alloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel);
+
+      fill_submatrix (cm, model_cov,    model_dropped);
+      fill_submatrix (cm, submodel_cov, submodel_dropped);
+
+      reg_sweep (model_cov, 0);
+      reg_sweep (submodel_cov, 0);
+
+      gsl_vector_set (ssq, k + 1,
+		      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 (model_dropped);
+  free (submodel_dropped);
+  gsl_matrix_free (cm);
+}
+
+/* 
+   Type 2 sums of squares.
+   Populate SSQ with the Type 2 sums of squares according to COV
+ */
+static void
+ssq_type2 (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
 {
   gsl_matrix *cm = covariance_calculate_unnormalized (cov);
   size_t i;
@@ -437,6 +514,66 @@ get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
   gsl_matrix_free (cm);
 }
 
+/* 
+   Type 3 sums of squares.
+   Populate SSQ with the Type 2 sums of squares according to COV
+ */
+static void
+ssq_type3 (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd)
+{
+  gsl_matrix *cm = covariance_calculate_unnormalized (cov);
+  size_t i;
+  size_t k;
+  bool *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped));
+  bool *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped));
+  const struct categoricals *cats = covariance_get_categoricals (cov);
+
+  double ss0;
+  gsl_matrix *submodel_cov = gsl_matrix_alloc (cm->size1, cm->size2);
+  fill_submatrix (cm, submodel_cov, submodel_dropped);
+  reg_sweep (submodel_cov, 0);
+  ss0 = gsl_matrix_get (submodel_cov, 0, 0);
+  gsl_matrix_free (submodel_cov);
+  free (submodel_dropped);
+
+  for (k = 0; k < cmd->n_interactions; k++)
+    {
+      gsl_matrix *model_cov = NULL;
+      size_t n_dropped_model = 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);
+
+	  model_dropped[i] = false;
+
+	  if ( cmd->interactions [k] == x)
+	    {
+	      assert (n_dropped_model < covariance_dim (cov));
+	      n_dropped_model++;
+	      model_dropped[i] = true;
+	    }
+	}
+
+      model_cov = gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model);
+
+      fill_submatrix (cm, model_cov,    model_dropped);
+
+      reg_sweep (model_cov, 0);
+
+      gsl_vector_set (ssq, k + 1,
+		      gsl_matrix_get (model_cov, 0, 0) - ss0);
+
+      gsl_matrix_free (model_cov);
+    }
+  free (model_dropped);
+
+  gsl_matrix_free (cm);
+}
+
+
+
 //static  void dump_matrix (const gsl_matrix *m);
 
 static void
@@ -454,8 +591,7 @@ run_glm (struct glm_spec *cmd, struct casereader *input,
   struct covariance *cov;
 
   ws.cats = categoricals_create (cmd->interactions, cmd->n_interactions,
-				 cmd->wv, cmd->exclude,
-				 NULL, NULL, NULL, NULL);
+				 cmd->wv, cmd->exclude, MV_ANY);
 
   cov = covariance_2pass_create (cmd->n_dep_vars, cmd->dep_vars,
 				 ws.cats, cmd->wv, cmd->exclude);
@@ -534,7 +670,21 @@ run_glm (struct glm_spec *cmd, struct casereader *input,
     */
     ws.ssq = gsl_vector_alloc (cm->size1);
     gsl_vector_set (ws.ssq, 0, gsl_matrix_get (cm, 0, 0));
-    get_ssq (cov, ws.ssq, cmd);
+    switch (cmd->ss_type)
+      {
+      case 1:
+	ssq_type1 (cov, ws.ssq, cmd);
+	break;
+      case 2:
+	ssq_type2 (cov, ws.ssq, cmd);
+	break;
+      case 3:
+	ssq_type3 (cov, ws.ssq, cmd);
+	break;
+      default:
+	NOT_REACHED ();
+	break;
+      }
     //    dump_matrix (cm);
 
     gsl_matrix_free (cm);
@@ -551,14 +701,25 @@ run_glm (struct glm_spec *cmd, struct casereader *input,
   taint_destroy (taint);
 }
 
+static const char *roman[] = 
+  {
+    "", /* The Romans had no concept of zero */
+    "I",
+    "II",
+    "III",
+    "IV"
+  };
+
 static void
 output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
 {
   const struct fmt_spec *wfmt =
     cmd->wv ? var_get_print_format (cmd->wv) : &F_8_0;
 
+  double intercept_ssq;
+  double ssq_effects;
   double n_total, mean;
-  double df_corr = 0.0;
+  double df_corr = 1.0;
   double mse = 0;
 
   int f;
@@ -568,9 +729,9 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
   struct tab_table *t;
 
   const int nc = 6;
-  int nr = heading_rows + 4 + cmd->n_interactions;
+  int nr = heading_rows + 3 + cmd->n_interactions;
   if (cmd->intercept)
-    nr++;
+    nr += 2;
 
   msg (MW, "GLM is experimental.  Do not rely on these results.");
   t = tab_create (nc, nr);
@@ -587,7 +748,8 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
 
   /* TRANSLATORS: The parameter is a roman numeral */
   tab_text_format (t, 1, 0, TAB_CENTER | TAT_TITLE,
-		   _("Type %s Sum of Squares"), "III");
+		   _("Type %s Sum of Squares"), 
+		   roman[cmd->ss_type]);
   tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("df"));
   tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Mean Square"));
   tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("F"));
@@ -595,27 +757,29 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
 
   moments_calculate (ws->totals, &n_total, &mean, NULL, NULL, NULL);
 
-  if (cmd->intercept)
-    df_corr += 1.0;
-
   df_corr += categoricals_df_total (ws->cats);
 
-  mse = gsl_vector_get (ws->ssq, 0) / (n_total - df_corr);
-
   r = heading_rows;
-  tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Model"));
+  if (cmd->intercept)
+    tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Model"));
+  else
+    tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Model"));
 
   r++;
 
+  mse = gsl_vector_get (ws->ssq, 0) / (n_total - df_corr);
+
+  intercept_ssq = pow2 (mean * n_total) / n_total;
+
+  ssq_effects = 0.0;
   if (cmd->intercept)
     {
-      const double intercept = pow2 (mean * n_total) / n_total;
       const double df = 1.0;
-      const double F = intercept / df / mse;
+      const double F = intercept_ssq / df / mse;
       tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Intercept"));
-      tab_double (t, 1, r, 0, intercept, NULL);
+      tab_double (t, 1, r, 0, intercept_ssq, NULL);
       tab_double (t, 2, r, 0, 1.00, wfmt);
-      tab_double (t, 3, r, 0, intercept / df, NULL);
+      tab_double (t, 3, r, 0, intercept_ssq / df, NULL);
       tab_double (t, 4, r, 0, F, NULL);
       tab_double (t, 5, r, 0, gsl_cdf_fdist_Q (F, df, n_total - df_corr),
 		  NULL);
@@ -625,9 +789,20 @@ 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_df (ws->cats, f);
-      const double ssq = gsl_vector_get (ws->ssq, f + 1);
-      const double F = ssq / df / mse;
+      double df = categoricals_df (ws->cats, f);
+
+      double ssq = gsl_vector_get (ws->ssq, f + 1);
+      double F;
+
+      ssq_effects += ssq;
+
+      if (! cmd->intercept) 
+	{
+	  df++;
+	  ssq += intercept_ssq;
+	}
+
+      F = ssq / df / mse;
       interaction_to_string (cmd->interactions[f], &str);
       tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, ds_cstr (&str));
       ds_destroy (&str);
@@ -643,10 +818,17 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
     }
 
   {
-    /* Corrected Model */
-    const double df = df_corr - 1.0;
-    const double ssq = ws->total_ssq - gsl_vector_get (ws->ssq, 0);
-    const double F = ssq / df / mse;
+    /* Model / Corrected Model */
+    double df = df_corr;
+    double ssq = ws->total_ssq - gsl_vector_get (ws->ssq, 0);
+    double F;
+
+    if ( cmd->intercept )
+      df --;
+    else
+      ssq += intercept_ssq;
+
+    F = ssq / df / mse;
     tab_double (t, 1, heading_rows, 0, ssq, NULL);
     tab_double (t, 2, heading_rows, 0, df, wfmt);
     tab_double (t, 3, heading_rows, 0, ssq / df, NULL);
@@ -666,24 +848,21 @@ output_glm (const struct glm_spec *cmd, const struct glm_workspace *ws)
     tab_double (t, 3, r++, 0, mse, NULL);
   }
 
+  {
+    tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Total"));
+    tab_double (t, 1, r, 0, ws->total_ssq + intercept_ssq, NULL);
+    tab_double (t, 2, r, 0, n_total, wfmt);
+    
+    r++;
+  }
+
   if (cmd->intercept)
     {
-      const double intercept = pow2 (mean * n_total) / n_total;
-      const double ssq = intercept + ws->total_ssq;
-
-      tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Total"));
-      tab_double (t, 1, r, 0, ssq, NULL);
-      tab_double (t, 2, r, 0, n_total, wfmt);
-
-      r++;
+      tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Total"));
+      tab_double (t, 1, r, 0, ws->total_ssq, NULL);
+      tab_double (t, 2, r, 0, n_total - 1.0, wfmt);
     }
 
-  tab_text (t, 0, r, TAB_LEFT | TAT_TITLE, _("Corrected Total"));
-
-
-  tab_double (t, 1, r, 0, ws->total_ssq, NULL);
-  tab_double (t, 2, r, 0, n_total - 1.0, wfmt);
-
   tab_submit (t);
 }
 
@@ -707,71 +886,11 @@ dump_matrix (const gsl_matrix * m)
 
 
 
-
-/* Match a variable.
-   If the match succeeds, the variable will be placed in VAR.
-   Returns true if successful */
-static bool
-lex_match_variable (struct lexer *lexer, const struct glm_spec *glm, const struct variable **var)
-{
-  if (lex_token (lexer) !=  T_ID)
-    return false;
-
-  *var = parse_variable_const  (lexer, glm->dict);
-
-  if ( *var == NULL)
-    return false;
-  return true;
-}
-
-/* An interaction is a variable followed by {*, BY} followed by an interaction */
-static bool
-parse_design_interaction (struct lexer *lexer, struct glm_spec *glm, struct interaction **iact)
-{
-  const struct variable *v = NULL;
-  assert (iact);
-
-  switch  (lex_next_token (lexer, 1))
-    {
-    case T_ENDCMD:
-    case T_SLASH:
-    case T_COMMA:
-    case T_ID:
-    case T_BY:
-    case T_ASTERISK:
-      break;
-    default:
-      return false;
-      break;
-    }
-
-  if (! lex_match_variable (lexer, glm, &v))
-    {
-      interaction_destroy (*iact);
-      *iact = NULL;
-      return false;
-    }
-  
-  assert (v);
-
-  if ( *iact == NULL)
-    *iact = interaction_create (v);
-  else
-    interaction_add_variable (*iact, v);
-
-  if ( lex_match (lexer, T_ASTERISK) || lex_match (lexer, T_BY))
-    {
-      return parse_design_interaction (lexer, glm, iact);
-    }
-
-  return true;
-}
-
 static bool
 parse_nested_variable (struct lexer *lexer, struct glm_spec *glm)
 {
   const struct variable *v = NULL;
-  if ( ! lex_match_variable (lexer, glm, &v))
+  if ( ! lex_match_variable (lexer, glm->dict, &v))
     return false;
 
   if (lex_match (lexer, T_LPAREN))
@@ -792,7 +911,7 @@ static bool
 parse_design_term (struct lexer *lexer, struct glm_spec *glm)
 {
   struct interaction *iact = NULL;
-  if (parse_design_interaction (lexer, glm, &iact))
+  if (parse_design_interaction (lexer, glm->dict, &iact))
     {
       /* Interaction parsing successful.  Add to list of interactions */
       glm->interactions = xrealloc (glm->interactions, sizeof *glm->interactions * ++glm->n_interactions);