X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Fregression.q;h=d923a35b00770ed3e09c04f9cc5cffcf8834c98b;hb=ce16a4a594e7ddfc277afc4abb7faaeb1a03d233;hp=2944cefc9407de72dd79e58f4fb0d913aeddc160;hpb=0db7a98b55853dd99701c95dffb3ecb97cee5343;p=pspp-builds.git diff --git a/src/language/stats/regression.q b/src/language/stats/regression.q index 2944cefc..d923a35b 100644 --- a/src/language/stats/regression.q +++ b/src/language/stats/regression.q @@ -1,20 +1,18 @@ -/* PSPP - linear regression. +/* PSPP - a program for statistical analysis. Copyright (C) 2005 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 the Free Software Foundation; either version 2 of the - License, or (at your option) any later version. + 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 + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. - This program is distributed in the hope that it will be useful, but - WITHOUT ANY WARRANTY; without even the implied warranty of - MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU - General Public License for more details. + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. You should have received a copy of the GNU General Public License - along with this program; if not, write to the Free Software - Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA - 02110-1301, USA. */ + along with this program. If not, see . */ #include @@ -26,8 +24,8 @@ #include "regression-export.h" #include -#include -#include +#include +#include #include #include #include @@ -42,12 +40,15 @@ #include #include #include +#include #include #include #include +#include #include #include "gettext.h" +#define _(msgid) gettext (msgid) #define REG_LARGE_DATA 1000 @@ -82,8 +83,14 @@ /* (functions) */ static struct cmd_regression cmd; -/* Linear regression models. */ -static pspp_linreg_cache **models = NULL; +/* + Moments for each of the variables used. + */ +struct moments_var +{ + struct moments1 *m; + const struct variable *v; +}; /* Transformations for saving predicted values @@ -98,7 +105,7 @@ struct reg_trns /* Variables used (both explanatory and response). */ -static struct variable **v_variables; +static const struct variable **v_variables; /* Number of variables. @@ -107,20 +114,14 @@ static size_t n_variables; /* File where the model will be saved if the EXPORT subcommand - is given. + is given. */ static struct file_handle *model_file; -/* - Return value for the procedure. - */ -static int pspp_reg_rc = CMD_SUCCESS; +static bool run_regression (struct casereader *, struct cmd_regression *, + struct dataset *, pspp_linreg_cache **); -static bool run_regression (const struct ccase *, - const struct casefile *, void *, - const struct dataset *); - -/* +/* STATISTICS subcommand output functions. */ static void reg_stats_r (pspp_linreg_cache *); @@ -269,7 +270,9 @@ reg_stats_coeff (pspp_linreg_cache * c) /* P values for the test statistic above. */ - pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), 1.0); + pval = + 2 * gsl_cdf_tdist_Q (fabs (t_stat), + (double) (c->n_obs - c->n_coeffs)); tab_float (t, 6, j + 1, 0, pval, 10, 2); } tab_title (t, _("Coefficients")); @@ -446,8 +449,8 @@ statistics_keyword_output (void (*function) (pspp_linreg_cache *), static void subcommand_statistics (int *keywords, pspp_linreg_cache * c) { - /* - The order here must match the order in which the STATISTICS + /* + The order here must match the order in which the STATISTICS keywords appear in the specification section above. */ enum @@ -553,7 +556,7 @@ regression_trns_pred_proc (void *t_, struct ccase *c, pspp_linreg_cache *model; union value *output = NULL; const union value **vals = NULL; - struct variable **vars = NULL; + const struct variable **vars = NULL; assert (trns != NULL); model = trns->c; @@ -593,7 +596,7 @@ regression_trns_resid_proc (void *t_, struct ccase *c, union value *output = NULL; const union value **vals = NULL; const union value *obs = NULL; - struct variable **vars = NULL; + const struct variable **vars = NULL; assert (trns != NULL); model = trns->c; @@ -620,7 +623,7 @@ regression_trns_resid_proc (void *t_, struct ccase *c, return TRNS_CONTINUE; } -/* +/* Returns false if NAME is a duplicate of any existing variable name. */ static bool @@ -633,7 +636,8 @@ try_name (const struct dictionary *dict, const char *name) } static void -reg_get_name (const struct dictionary *dict, char name[LONG_NAME_LEN], const char prefix[LONG_NAME_LEN]) +reg_get_name (const struct dictionary *dict, char name[LONG_NAME_LEN], + const char prefix[LONG_NAME_LEN]) { int i = 1; @@ -708,8 +712,10 @@ subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models) { for (lc = models; lc < models + cmd.n_dependent; lc++) { - assert (*lc != NULL); - pspp_linreg_cache_free (*lc); + if (*lc != NULL) + { + pspp_linreg_cache_free (*lc); + } } } } @@ -765,21 +771,19 @@ reg_print_categorical_encoding (FILE * fp, pspp_linreg_cache * c) for (i = 0; i < n_vars; i++) { - size_t n_categories = cat_get_n_categories (varlist[i]); - size_t j; - + int n_categories = cat_get_n_categories (varlist[i]); + int j; + fprintf (fp, "%s.name = \"%s\";\n\t", - var_get_name (varlist[i]), - var_get_name (varlist[i])); + var_get_name (varlist[i]), var_get_name (varlist[i])); fprintf (fp, "%s.n_vals = %d;\n\t", - var_get_name (varlist[i]), - n_categories); + var_get_name (varlist[i]), n_categories); for (j = 0; j < n_categories; j++) { - union value *val = cat_subscript_to_value (j, varlist[i]); + const union value *val = cat_subscript_to_value (j, varlist[i]); fprintf (fp, "%s.values[%d] = \"%s\";\n\t", - var_get_name (varlist[i]), j, + var_get_name (varlist[i]), j, var_get_value_name (varlist[i], val)); } } @@ -825,7 +829,7 @@ reg_has_categorical (pspp_linreg_cache * c) { v = pspp_coeff_get_var (c->coeff[i], 0); if (var_is_alpha (v)) - return 1; + return 1; } return 0; } @@ -914,7 +918,8 @@ subcommand_export (int export, pspp_linreg_cache * c) } static int -regression_custom_export (struct lexer *lexer, struct dataset *ds UNUSED, struct cmd_regression *cmd UNUSED, void *aux UNUSED) +regression_custom_export (struct lexer *lexer, struct dataset *ds UNUSED, + struct cmd_regression *cmd UNUSED, void *aux UNUSED) { /* 0 on failure, 1 on success, 2 on failure that should result in syntax error */ if (!lex_force_match (lexer, '(')) @@ -938,16 +943,32 @@ regression_custom_export (struct lexer *lexer, struct dataset *ds UNUSED, struct int cmd_regression (struct lexer *lexer, struct dataset *ds) { + struct casegrouper *grouper; + struct casereader *group; + pspp_linreg_cache **models; + bool ok; + size_t i; + if (!parse_regression (lexer, ds, &cmd, NULL)) return CMD_FAILURE; models = xnmalloc (cmd.n_dependent, sizeof *models); - if (!multipass_procedure_with_splits (ds, run_regression, &cmd)) - return CMD_CASCADING_FAILURE; + for (i = 0; i < cmd.n_dependent; i++) + { + models[i] = NULL; + } + + /* Data pass. */ + grouper = casegrouper_create_splits (proc_open (ds), dataset_dict (ds)); + while (casegrouper_get_next_group (grouper, &group)) + run_regression (group, &cmd, ds, models); + ok = casegrouper_destroy (grouper); + ok = proc_commit (ds) && ok; + subcommand_save (ds, cmd.sbc_save, models); free (v_variables); free (models); - return pspp_reg_rc; + return ok ? CMD_SUCCESS : CMD_FAILURE; } /* @@ -959,43 +980,9 @@ is_depvar (size_t k, const struct variable *v) return v == v_variables[k]; } -/* - Mark missing cases. Return the number of non-missing cases. - */ -static size_t -mark_missing_cases (const struct casefile *cf, struct variable *v, - int *is_missing_case, double n_data) -{ - struct casereader *r; - struct ccase c; - size_t row; - const union value *val; - - for (r = casefile_get_reader (cf, NULL); - casereader_read (r, &c); case_destroy (&c)) - { - row = casereader_cnum (r) - 1; - - val = case_data (&c, v); - cat_value_update (v, val); - if (var_is_value_missing (v, val)) - { - if (!is_missing_case[row]) - { - /* Now it is missing. */ - n_data--; - is_missing_case[row] = 1; - } - } - } - casereader_destroy (r); - - return n_data; -} - /* Parser for the variables sub command */ static int -regression_custom_variables (struct lexer *lexer, struct dataset *ds, +regression_custom_variables (struct lexer *lexer, struct dataset *ds, struct cmd_regression *cmd UNUSED, void *aux UNUSED) { @@ -1003,12 +990,14 @@ regression_custom_variables (struct lexer *lexer, struct dataset *ds, lex_match (lexer, '='); - if ((lex_token (lexer) != T_ID || dict_lookup_var (dict, lex_tokid (lexer)) == NULL) + if ((lex_token (lexer) != T_ID + || dict_lookup_var (dict, lex_tokid (lexer)) == NULL) && lex_token (lexer) != T_ALL) return 2; - if (!parse_variables (lexer, dict, &v_variables, &n_variables, PV_NONE)) + if (!parse_variables_const + (lexer, dict, &v_variables, &n_variables, PV_NONE)) { free (v_variables); return 0; @@ -1018,67 +1007,75 @@ regression_custom_variables (struct lexer *lexer, struct dataset *ds, return 1; } -/* - Count the explanatory variables. The user may or may - not have specified a response variable in the syntax. - */ +/* Identify the explanatory variables in v_variables. Returns + the number of independent variables. */ static int -get_n_indep (const struct variable *v) +identify_indep_vars (const struct variable **indep_vars, + const struct variable *depvar) { - int result; - int i = 0; + int n_indep_vars = 0; + int i; - result = n_variables; - while (i < n_variables) + for (i = 0; i < n_variables; i++) + if (!is_depvar (i, depvar)) + indep_vars[n_indep_vars++] = v_variables[i]; + if ((n_indep_vars < 2) && is_depvar (0, depvar)) { - if (is_depvar (i, v)) - { - result--; - i = n_variables; - } - i++; + /* + There is only one independent variable, and it is the same + as the dependent variable. Print a warning and continue. + */ + msg (SE, + gettext ("The dependent variable is equal to the independent variable." + "The least squares line is therefore Y=X." + "Standard errors and related statistics may be meaningless.")); + n_indep_vars = 1; + indep_vars[0] = v_variables[0]; } - return result; + return n_indep_vars; } -/* - Read from the active file. Identify the explanatory variables in - v_variables. Encode categorical variables. Drop cases with missing - values. -*/ +/* Encode categorical variables. + Returns number of valid cases. */ static int -prepare_data (int n_data, int is_missing_case[], - struct variable **indep_vars, - struct variable *depvar, const struct casefile *cf) +prepare_categories (struct casereader *input, + const struct variable **vars, size_t n_vars, + struct moments_var *mom) { - int i; - int j; + int n_data; + struct ccase c; + size_t i; - assert (indep_vars != NULL); - j = 0; - for (i = 0; i < n_variables; i++) + assert (vars != NULL); + assert (mom != NULL); + + for (i = 0; i < n_vars; i++) + if (var_is_alpha (vars[i])) + cat_stored_values_create (vars[i]); + + n_data = 0; + for (; casereader_read (input, &c); case_destroy (&c)) { - if (!is_depvar (i, depvar)) + /* + The second condition ensures the program will run even if + there is only one variable to act as both explanatory and + response. + */ + for (i = 0; i < n_vars; i++) { - indep_vars[j] = v_variables[i]; - j++; - if (var_is_alpha (v_variables[i])) - { - /* Make a place to hold the binary vectors - corresponding to this variable's values. */ - cat_stored_values_create (v_variables[i]); - } - n_data = - mark_missing_cases (cf, v_variables[i], is_missing_case, n_data); + const union value *val = case_data (&c, vars[i]); + if (var_is_alpha (vars[i])) + cat_value_update (vars[i], val); + else + moments1_add (mom[i].m, val->f, 1.0); } + n_data++; } - /* - Mark missing cases for the dependent variable. - */ - n_data = mark_missing_cases (cf, depvar, is_missing_case, n_data); + casereader_destroy (input); return n_data; } + static void coeff_init (pspp_linreg_cache * c, struct design_matrix *dm) { @@ -1088,33 +1085,63 @@ coeff_init (pspp_linreg_cache * c, struct design_matrix *dm) pspp_coeff_init (c->coeff + 1, dm); } +/* + Put the moments in the linreg cache. + */ +static void +compute_moments (pspp_linreg_cache * c, struct moments_var *mom, + struct design_matrix *dm, size_t n) +{ + size_t i; + size_t j; + double weight; + double mean; + double variance; + double skewness; + double kurtosis; + /* + Scan the variable names in the columns of the design matrix. + When we find the variable we need, insert its mean in the cache. + */ + for (i = 0; i < dm->m->size2; i++) + { + for (j = 0; j < n; j++) + { + if (design_matrix_col_to_var (dm, i) == (mom + j)->v) + { + moments1_calculate ((mom + j)->m, &weight, &mean, &variance, + &skewness, &kurtosis); + gsl_vector_set (c->indep_means, i, mean); + gsl_vector_set (c->indep_std, i, sqrt (variance)); + } + } + } +} + static bool -run_regression (const struct ccase *first, - const struct casefile *cf, void *cmd_ UNUSED, const struct dataset *ds) +run_regression (struct casereader *input, struct cmd_regression *cmd, + struct dataset *ds, pspp_linreg_cache **models) { size_t i; - size_t n_data = 0; /* Number of valide cases. */ - size_t n_cases; /* Number of cases. */ - size_t row; - size_t case_num; int n_indep = 0; int k; - /* - Keep track of the missing cases. - */ - int *is_missing_case; - const union value *val; - struct casereader *r; struct ccase c; - struct variable **indep_vars; + const struct variable **indep_vars; struct design_matrix *X; + struct moments_var *mom; gsl_vector *Y; pspp_linreg_opts lopts; assert (models != NULL); - output_split_file_values (ds, first); + if (!casereader_peek (input, 0, &c)) + { + casereader_destroy (input); + return true; + } + output_split_file_values (ds, &c); + case_destroy (&c); if (!v_variables) { @@ -1122,129 +1149,125 @@ run_regression (const struct ccase *first, 1u << DC_SYSTEM); } - n_cases = casefile_get_case_cnt (cf); - - for (i = 0; i < cmd.n_dependent; i++) + for (i = 0; i < cmd->n_dependent; i++) { - if (!var_is_numeric (cmd.v_dependent[i])) + if (!var_is_numeric (cmd->v_dependent[i])) { - msg (SE, gettext ("Dependent variable must be numeric.")); - pspp_reg_rc = CMD_FAILURE; - return true; + msg (SE, _("Dependent variable must be numeric.")); + return false; } } - is_missing_case = xnmalloc (n_cases, sizeof (*is_missing_case)); - + mom = xnmalloc (n_variables, sizeof (*mom)); + for (i = 0; i < n_variables; i++) + { + (mom + i)->m = moments1_create (MOMENT_VARIANCE); + (mom + i)->v = v_variables[i]; + } lopts.get_depvar_mean_std = 1; - for (k = 0; k < cmd.n_dependent; k++) - { - n_indep = get_n_indep ((const struct variable *) cmd.v_dependent[k]); - lopts.get_indep_mean_std = xnmalloc (n_indep, sizeof (int)); - indep_vars = xnmalloc (n_indep, sizeof *indep_vars); - assert (indep_vars != NULL); + lopts.get_indep_mean_std = xnmalloc (n_variables, sizeof (int)); + indep_vars = xnmalloc (n_variables, sizeof *indep_vars); - for (i = 0; i < n_cases; i++) - { - is_missing_case[i] = 0; - } - n_data = prepare_data (n_cases, is_missing_case, indep_vars, - cmd.v_dependent[k], - (const struct casefile *) cf); - Y = gsl_vector_alloc (n_data); - - X = - design_matrix_create (n_indep, (const struct variable **) indep_vars, - n_data); - for (i = 0; i < X->m->size2; i++) - { - lopts.get_indep_mean_std[i] = 1; - } - models[k] = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); - models[k]->indep_means = gsl_vector_alloc (X->m->size2); - models[k]->indep_std = gsl_vector_alloc (X->m->size2); - models[k]->depvar = (const struct variable *) cmd.v_dependent[k]; - /* - For large data sets, use QR decomposition. - */ - if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) + for (k = 0; k < cmd->n_dependent; k++) + { + const struct variable *dep_var; + struct casereader *reader; + casenumber row; + struct ccase c; + size_t n_data; /* Number of valid cases. */ + + dep_var = cmd->v_dependent[k]; + n_indep = identify_indep_vars (indep_vars, dep_var); + reader = casereader_clone (input); + reader = casereader_create_filter_missing (reader, indep_vars, n_indep, + MV_ANY, NULL); + reader = casereader_create_filter_missing (reader, &dep_var, 1, + MV_ANY, NULL); + n_data = prepare_categories (casereader_clone (reader), + indep_vars, n_indep, mom); + + if ((n_data > 0) && (n_indep > 0)) { - models[k]->method = PSPP_LINREG_SVD; - } + Y = gsl_vector_alloc (n_data); + X = + design_matrix_create (n_indep, + (const struct variable **) indep_vars, + n_data); + for (i = 0; i < X->m->size2; i++) + { + lopts.get_indep_mean_std[i] = 1; + } + models[k] = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); + models[k]->depvar = dep_var; + /* + For large data sets, use QR decomposition. + */ + if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) + { + models[k]->method = PSPP_LINREG_QR; + } - /* - The second pass fills the design matrix. - */ - row = 0; - for (r = casefile_get_reader (cf, NULL); casereader_read (r, &c); - case_destroy (&c)) - /* Iterate over the cases. */ - { - case_num = casereader_cnum (r) - 1; - if (!is_missing_case[case_num]) + /* + The second pass fills the design matrix. + */ + reader = casereader_create_counter (reader, &row, -1); + for (; casereader_read (reader, &c); case_destroy (&c)) { - for (i = 0; i < n_variables; ++i) /* Iterate over the - variables for the - current case. - */ + for (i = 0; i < n_indep; ++i) { - val = case_data (&c, v_variables[i]); - /* - Independent/dependent variable separation. The - 'variables' subcommand specifies a varlist which contains - both dependent and independent variables. The dependent - variables are specified with the 'dependent' - subcommand, and maybe also in the 'variables' subcommand. - We need to separate the two. - */ - if (!is_depvar (i, cmd.v_dependent[k])) - { - if (var_is_alpha (v_variables[i])) - { - design_matrix_set_categorical (X, row, - v_variables[i], val); - } - else - { - design_matrix_set_numeric (X, row, v_variables[i], - val); - } - } + const struct variable *v = indep_vars[i]; + const union value *val = case_data (&c, v); + if (var_is_alpha (v)) + design_matrix_set_categorical (X, row, v, val); + else + design_matrix_set_numeric (X, row, v, val); } - val = case_data (&c, cmd.v_dependent[k]); - gsl_vector_set (Y, row, val->f); - row++; + gsl_vector_set (Y, row, case_num (&c, dep_var)); } - } - /* - Now that we know the number of coefficients, allocate space - and store pointers to the variables that correspond to the - coefficients. - */ - coeff_init (models[k], X); + /* + Now that we know the number of coefficients, allocate space + and store pointers to the variables that correspond to the + coefficients. + */ + coeff_init (models[k], X); - /* - Find the least-squares estimates and other statistics. - */ - pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, models[k]); - subcommand_statistics (cmd.a_statistics, models[k]); - subcommand_export (cmd.sbc_export, models[k]); - - gsl_vector_free (Y); - design_matrix_destroy (X); - free (indep_vars); - free (lopts.get_indep_mean_std); - casereader_destroy (r); - } + /* + Find the least-squares estimates and other statistics. + */ + pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, models[k]); + compute_moments (models[k], mom, X, n_variables); + + if (!taint_has_tainted_successor (casereader_get_taint (input))) + { + subcommand_statistics (cmd->a_statistics, models[k]); + subcommand_export (cmd->sbc_export, models[k]); + } - free (is_missing_case); + gsl_vector_free (Y); + design_matrix_destroy (X); + } + else + { + msg (SE, + gettext ("No valid data found. This command was skipped.")); + } + casereader_destroy (reader); + } + for (i = 0; i < n_variables; i++) + { + moments1_destroy ((mom + i)->m); + } + free (mom); + free (indep_vars); + free (lopts.get_indep_mean_std); + casereader_destroy (input); return true; } /* - Local Variables: + Local Variables: mode: c End: */