X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Fglm.q;h=0d792df898bd36efdbbd5e1b872f1245012401f4;hb=c360fff4fd3e4a98cfe02441f43c27725cead44b;hp=d3a286090fe0ad6bf625ba546b5500fda38a6a16;hpb=9f255a7d7f35f2bbde3e0f79886ea17931933d35;p=pspp diff --git a/src/language/stats/glm.q b/src/language/stats/glm.q index d3a286090f..0d792df898 100644 --- a/src/language/stats/glm.q +++ b/src/language/stats/glm.q @@ -23,7 +23,6 @@ #include #include -#include #include #include #include @@ -37,13 +36,12 @@ #include #include #include -#include #include -#include -#include +#include +#include #include #include -#include +#include #include "xalloc.h" #include "gettext.h" @@ -95,7 +93,53 @@ int cmd_glm (struct lexer *lexer, struct dataset *ds); static bool run_glm (struct casereader *, struct cmd_glm *, const struct dataset *); +/* + If the DESIGN subcommand was not specified, specify all possible + two-way interactions. + */ +static void +check_interactions (struct dataset *ds, struct cmd_glm *cmd) +{ + size_t i; + size_t j; + size_t k = 0; + struct variable **interaction_vars; + /* + User did not specify the design matrix, so we + specify it here. + */ + n_inter = (cmd->n_by + cmd->n_with) * (cmd->n_by + cmd->n_with - 1) / 2; + interactions = xnmalloc (n_inter, sizeof (*interactions)); + interaction_vars = xnmalloc (2, sizeof (*interaction_vars)); + for (i = 0; i < cmd->n_by; i++) + { + for (j = i + 1; j < cmd->n_by; j++) + { + interaction_vars[0] = cmd->v_by[i]; + interaction_vars[1] = cmd->v_by[j]; + interactions[k] = interaction_variable_create (interaction_vars, 2); + k++; + } + for (j = 0; j < cmd->n_with; j++) + { + interaction_vars[0] = cmd->v_by[i]; + interaction_vars[1] = cmd->v_with[j]; + interactions[k] = interaction_variable_create (interaction_vars, 2); + k++; + } + } + for (i = 0; i < cmd->n_with; i++) + { + for (j = i + 1; j < cmd->n_with; j++) + { + interaction_vars[0] = cmd->v_with[i]; + interaction_vars[1] = cmd->v_with[j]; + interactions[k] = interaction_variable_create (interaction_vars, 2); + k++; + } + } +} int cmd_glm (struct lexer *lexer, struct dataset *ds) { @@ -107,7 +151,11 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) if (!parse_glm (lexer, ds, &cmd, NULL)) return CMD_FAILURE; - /* Data pass. */ + if (!lex_match_id (lexer, "DESIGN")) + { + check_interactions (ds, &cmd); + } + /* Data pass. */ grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds)); while (casegrouper_get_next_group (grouper, &group)) { @@ -119,6 +167,7 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) free (v_dependent); return ok ? CMD_SUCCESS : CMD_FAILURE; } + static int parse_interactions (struct lexer *lexer, const struct variable **interaction_vars, int n_members, int max_members, struct dataset *ds) @@ -140,14 +189,13 @@ static int glm_custom_design (struct lexer *lexer, struct dataset *ds, struct cmd_glm *cmd UNUSED, void *aux UNUSED) { - size_t n_inter = 0; size_t n_allocated = 2; size_t n_members; struct variable **interaction_vars; struct variable *this_var; interactions = xnmalloc (n_allocated, sizeof (*interactions)); - + n_inter = 1; while (lex_token (lexer) != T_STOP && lex_token (lexer) != '.') { this_var = parse_variable (lexer, dataset_dict (ds)); @@ -157,7 +205,6 @@ glm_custom_design (struct lexer *lexer, struct dataset *ds, } else if (lex_match (lexer, '*')) { - n_members = 1; interaction_vars = xnmalloc (2 * n_inter, sizeof (*interaction_vars)); n_members = parse_interactions (lexer, interaction_vars, 1, 2 * n_inter, ds); if (n_allocated < n_inter) @@ -179,18 +226,22 @@ glm_custom_dependent (struct lexer *lexer, struct dataset *ds, struct cmd_glm *cmd UNUSED, void *aux UNUSED) { const struct dictionary *dict = dataset_dict (ds); + size_t i; if ((lex_token (lexer) != T_ID || dict_lookup_var (dict, lex_tokid (lexer)) == NULL) && lex_token (lexer) != T_ALL) return 2; - if (!parse_variables_const - (lexer, dict, &v_dependent, &n_dependent, PV_NONE)) + if (!parse_variables_const (lexer, dict, &v_dependent, &n_dependent, PV_NONE)) { free (v_dependent); return 0; } + for (i = 0; i < n_dependent; i++) + { + assert (var_is_numeric (v_dependent[i])); + } assert (n_dependent); if (n_dependent > 1) msg (SE, _("Multivariate GLM not yet supported")); @@ -199,29 +250,13 @@ glm_custom_dependent (struct lexer *lexer, struct dataset *ds, return 1; } -/* - COV is the covariance matrix for variables included in the - model. That means the dependent variable is in there, too. - */ -static void -coeff_init (pspp_linreg_cache * c, const struct design_matrix *cov) -{ - c->coeff = xnmalloc (cov->m->size2, sizeof (*c->coeff)); - c->n_coeffs = cov->m->size2 - 1; - pspp_coeff_init (c->coeff, cov); -} - - -static pspp_linreg_cache * -fit_model (const struct covariance_matrix *cov, +static linreg * +fit_model (const struct covariance *cov, const struct variable *dep_var, const struct variable ** indep_vars, size_t n_data, size_t n_indep) { - pspp_linreg_cache *result = NULL; - result = pspp_linreg_cache_alloc (dep_var, indep_vars, n_data, n_indep); - coeff_init (result, covariance_to_design (cov)); - pspp_linreg_with_cov (cov, result); + linreg *result = NULL; return result; } @@ -232,17 +267,18 @@ run_glm (struct casereader *input, const struct dataset *ds) { casenumber row; - const struct variable **indep_vars; - const struct variable **all_vars; + const struct variable **numerics = NULL; + const struct variable **categoricals = NULL; int n_indep = 0; - pspp_linreg_cache *model = NULL; + linreg *model = NULL; pspp_linreg_opts lopts; struct ccase *c; size_t i; - size_t n_all_vars; size_t n_data; /* Number of valid cases. */ + size_t n_categoricals = 0; + size_t n_numerics; struct casereader *reader; - struct covariance_matrix *cov; + struct covariance *cov; c = casereader_peek (input, 0); if (c == NULL) @@ -262,64 +298,100 @@ run_glm (struct casereader *input, lopts.get_depvar_mean_std = 1; lopts.get_indep_mean_std = xnmalloc (n_dependent, sizeof (int)); - indep_vars = xnmalloc (cmd->n_by, sizeof *indep_vars); - n_all_vars = cmd->n_by + n_dependent; - all_vars = xnmalloc (n_all_vars, sizeof *all_vars); - for (i = 0; i < n_dependent; i++) + + n_numerics = n_dependent; + for (i = 0; i < cmd->n_with; i++) { - all_vars[i] = v_dependent[i]; + if (var_is_alpha (cmd->v_with[i])) + { + n_categoricals++; + } + else + { + n_numerics++; + } } for (i = 0; i < cmd->n_by; i++) { - indep_vars[i] = cmd->v_by[i]; - all_vars[i + n_dependent] = cmd->v_by[i]; + if (var_is_alpha (cmd->v_by[i])) + { + n_categoricals++; + } + else + { + n_numerics++; + } } - n_indep = cmd->n_by; - - reader = casereader_clone (input); - reader = casereader_create_filter_missing (reader, indep_vars, n_indep, - MV_ANY, NULL, NULL); - reader = casereader_create_filter_missing (reader, v_dependent, 1, - MV_ANY, NULL, NULL); - - if (n_indep > 0) + numerics = xnmalloc (n_numerics, sizeof *numerics); + categoricals = xnmalloc (n_categoricals, sizeof (*categoricals)); + size_t j = 0; + size_t k = 0; + for (i = 0; i < cmd->n_by; i++) + { + if (var_is_alpha (cmd->v_by[i])) + { + categoricals[j] = cmd->v_by[i]; + j++; + } + else + { + numerics[k] = cmd->v_by[i]; + k++; + } + } + for (i = 0; i < cmd->n_with; i++) { - for (i = 0; i < n_all_vars; i++) - if (var_is_alpha (all_vars[i])) - cat_stored_values_create (all_vars[i]); - - cov = covariance_matrix_init (n_all_vars, all_vars, ONE_PASS, PAIRWISE, MV_ANY); - - reader = casereader_create_counter (reader, &row, -1); - - for (i = 0; i < n_inter; i++) - if (var_is_alpha (interaction_get_variable (interactions[i]))) - cat_stored_values_create (interaction_get_variable (interactions[i])); - covariance_interaction_set (cov, interactions, 1); - for (; (c = casereader_read (reader)) != NULL; case_unref (c)) + if (var_is_alpha (cmd->v_with[i])) { - /* - Accumulate the covariance matrix. - */ - covariance_matrix_accumulate (cov, c, interactions, 1); - n_data++; + categoricals[j] = cmd->v_with[i]; + j++; } - covariance_matrix_compute (cov); - for (i = 0; i < n_dependent; i++) + else { - model = fit_model (cov, v_dependent[i], indep_vars, n_data, n_indep); - pspp_linreg_cache_free (model); + numerics[k] = cmd->v_with[i]; + k++; } + } + for (i = 0; i < n_dependent; i++) + { + numerics[k] = v_dependent[i]; + k++; + } + + struct categoricals *cats = + categoricals_create (categoricals, n_categoricals, + NULL, MV_NEVER, + NULL, NULL, NULL); + + cov = covariance_2pass_create (n_numerics, numerics, + cats, + NULL, MV_NEVER); - casereader_destroy (reader); - covariance_matrix_destroy (cov); + reader = casereader_clone (input); + reader = casereader_create_filter_missing (reader, numerics, n_numerics, + MV_ANY, NULL, NULL); + reader = casereader_create_filter_missing (reader, categoricals, n_categoricals, + MV_ANY, NULL, NULL); + struct casereader *r = casereader_clone (reader); + + reader = casereader_create_counter (reader, &row, -1); + + for (; (c = casereader_read (reader)) != NULL; case_unref (c)) + { + covariance_accumulate_pass1 (cov, c); } - else + for (; (c = casereader_read (r)) != NULL; case_unref (c)) { - msg (SE, gettext ("No valid data found. This command was skipped.")); + covariance_accumulate_pass2 (cov, c); } - free (indep_vars); + + covariance_destroy (cov); + casereader_destroy (reader); + casereader_destroy (r); + + free (numerics); + free (categoricals); free (lopts.get_indep_mean_std); casereader_destroy (input);