X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg%2Flinreg.h;h=a3b0c780e24023e261d34542d8ac4f1f3d373576;hb=4d12096b7b029b064fce4df4e3b1e153ed932b9a;hp=63f980b1876569b27dd65b840be9abd1cf56946e;hpb=4f8599928787c4b9da99caff29b27724c2e3298d;p=pspp-builds.git diff --git a/src/math/linreg/linreg.h b/src/math/linreg/linreg.h index 63f980b1..a3b0c780 100644 --- a/src/math/linreg/linreg.h +++ b/src/math/linreg/linreg.h @@ -1,34 +1,33 @@ -/* lib/linreg/linreg.h - - Copyright (C) 2005 Free Software Foundation, Inc. - Written by Jason H. Stover. - - 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 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 - 02111-1307, USA. +/* + lib/linreg/linreg.h + + Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H. Stover. + + 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 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 02111-1307, USA. */ #ifndef LINREG_H #define LINREG_H - - +#include +#include #include #include -struct variable ; +struct variable; struct pspp_linreg_coeff; - +union value; enum { @@ -46,20 +45,26 @@ struct pspp_linreg_opts_struct int resid; /* Should the residuals be returned? */ int get_depvar_mean_std; - int *get_indep_mean_std; /* Array of booleans dictating which - independent variables need their means - and standard deviations computed within - pspp_linreg. This array MUST be of - length n_indeps. If element i is 1, - pspp_linreg will compute the mean and - variance of indpendent variable i. If - element i is 0, it will not compute the - mean and standard deviation, and assume - the values are stored. - cache->indep_mean[i] is the mean and - cache->indep_std[i] is the sample - standard deviation. - */ + int *get_indep_mean_std; /* Array of booleans + dictating which + independent variables need + their means and standard + deviations computed within + pspp_linreg. This array + MUST be of length + n_indeps. If element i is + 1, pspp_linreg will + compute the mean and + variance of indpendent + variable i. If element i + is 0, it will not compute + the mean and standard + deviation, and assume the + values are stored. + cache->indep_mean[i] is + the mean and + cache->indep_std[i] is the + sample standard deviation. */ }; typedef struct pspp_linreg_opts_struct pspp_linreg_opts; @@ -69,7 +74,7 @@ typedef struct pspp_linreg_opts_struct pspp_linreg_opts; Y = Xb + Z - where Y is an n-by-1 column vector, X is an n-by-p matrix of + where Y is an n-by-1 column vector, X is an n-by-p matrix of independent variables, b is a p-by-1 vector of regression coefficients, and Z is an n-by-1 normally-distributed random vector with independent identically distributed components with mean 0. @@ -97,11 +102,10 @@ struct pspp_linreg_cache_struct int n_indeps; /* Number of independent variables. */ int n_coeffs; - /* - The variable struct is ignored during estimation. - It is here so the calling procedure can - find the variable used in the model. - */ + /* + The variable struct is ignored during estimation. It is here so + the calling procedure can find the variable used in the model. + */ const struct variable *depvar; gsl_vector *residuals; @@ -125,19 +129,19 @@ struct pspp_linreg_cache_struct Sums of squares. */ double ssm; /* Sums of squares for the overall model. */ - gsl_vector *ss_indeps; /* Sums of squares from each - independent variable. - */ + gsl_vector *ss_indeps; /* Sums of squares from each + independent variable. */ double sst; /* Sum of squares total. */ double sse; /* Sum of squares error. */ - double mse; /* Mean squared error. This is just sse / dfe, but - since it is the best unbiased estimate of the population - variance, it has its own entry here. - */ - gsl_vector *ssx; /* Centered sums of squares for independent variables, - i.e. \sum (x[i] - mean(x))^2. - */ - double ssy; /* Centered sums of squares for dependent variable. */ + double mse; /* Mean squared error. This is just sse / + dfe, but since it is the best unbiased + estimate of the population variance, it + has its own entry here. */ + gsl_vector *ssx; /* Centered sums of squares for independent + variables, i.e. \sum (x[i] - mean(x))^2. */ + double ssy; /* Centered sums of squares for dependent + variable. + */ /* Covariance matrix of the parameter estimates. */ @@ -154,6 +158,13 @@ struct pspp_linreg_cache_struct design matrix. */ gsl_matrix *hat; + + double (*predict) (const struct variable **, const union value **, + const void *, int); + double (*residual) (const struct variable **, + const union value **, + const union value *, + const void *, int); }; typedef struct pspp_linreg_cache_struct pspp_linreg_cache; @@ -162,21 +173,26 @@ typedef struct pspp_linreg_cache_struct pspp_linreg_cache; /* Allocate a pspp_linreg_cache and return a pointer - to it. n is the number of cases, p is the number of + to it. n is the number of cases, p is the number of independent variables. */ -pspp_linreg_cache * pspp_linreg_cache_alloc (size_t n, size_t p); +pspp_linreg_cache *pspp_linreg_cache_alloc (size_t n, size_t p); -void pspp_linreg_cache_free (pspp_linreg_cache * c); +bool pspp_linreg_cache_free (void *); /* Fit the linear model via least squares. All pointers passed to pspp_linreg are assumed to be allocated to the correct size and initialized to the - values as indicated by opts. + values as indicated by opts. */ -int pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, - const pspp_linreg_opts * opts, - pspp_linreg_cache * cache); - - +int +pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, + const pspp_linreg_opts * opts, pspp_linreg_cache * cache); + +double +pspp_linreg_predict (const struct variable **, const union value **, + const void *, int); +double +pspp_linreg_residual (const struct variable **, const union value **, + const union value *, const void *, int); #endif