X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg.c;h=4a943e8a31fd7c2d966ecd223961fe038ae0425c;hb=edd5c738dfef01c90d02e06a33b93fc9d38320b8;hp=98816243e7368a889d27cc2d1ebc8f6248763d59;hpb=14e65c1dacdf2cc41d308cab8d408d8de26fc1c7;p=pspp diff --git a/src/math/linreg.c b/src/math/linreg.c index 98816243e7..4a943e8a31 100644 --- a/src/math/linreg.c +++ b/src/math/linreg.c @@ -1,5 +1,5 @@ /* PSPP - a program for statistical analysis. - Copyright (C) 2005, 2010, 2011 Free Software Foundation, Inc. + Copyright (C) 2005, 2010, 2011, 2017 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 @@ -70,7 +70,7 @@ linreg_get_vars (const linreg *c) */ linreg * linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, - double n, size_t p) + double n, size_t p, bool origin) { linreg *c; size_t i; @@ -91,7 +91,10 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->n_coeffs = p; c->coeff = xnmalloc (p, sizeof (*c->coeff)); c->cov = gsl_matrix_calloc (c->n_coeffs + 1, c->n_coeffs + 1); - c->dft = n - 1; + c->dft = n; + if (!origin) + c->dft--; + c->dfm = p; c->dfe = c->dft - c->dfm; c->intercept = 0.0; @@ -103,6 +106,8 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->refcnt = 1; + c->origin = origin; + return c; } @@ -130,9 +135,6 @@ linreg_unref (linreg *c) static void post_sweep_computations (linreg *l, gsl_matrix *sw) { - gsl_matrix *xm; - gsl_matrix_view xtx; - gsl_matrix_view xmxtx; double m; size_t i; size_t j; @@ -168,37 +170,44 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) double tmp = -1.0 * l->mse * gsl_matrix_get (sw, i, j); gsl_matrix_set (l->cov, i + 1, j + 1, tmp); } - /* - Get the covariances related to the intercept. - */ - xtx = gsl_matrix_submatrix (sw, 0, 0, l->n_indeps, l->n_indeps); - xmxtx = gsl_matrix_submatrix (l->cov, 0, 1, 1, l->n_indeps); - xm = gsl_matrix_calloc (1, l->n_indeps); - for (i = 0; i < xm->size2; i++) - { - gsl_matrix_set (xm, 0, i, - linreg_get_indep_variable_mean (l, i)); - } - rc = gsl_blas_dsymm (CblasRight, CblasUpper, l->mse, - &xtx.matrix, xm, 0.0, &xmxtx.matrix); - gsl_matrix_free (xm); - if (rc == GSL_SUCCESS) + + if (! l->origin) { - double tmp = l->mse / l->n_obs; - for (i = 1; i < 1 + l->n_indeps; i++) + gsl_matrix *xm; + gsl_matrix_view xtx; + gsl_matrix_view xmxtx; + /* + Get the covariances related to the intercept. + */ + xtx = gsl_matrix_submatrix (sw, 0, 0, l->n_indeps, l->n_indeps); + xmxtx = gsl_matrix_submatrix (l->cov, 0, 1, 1, l->n_indeps); + xm = gsl_matrix_calloc (1, l->n_indeps); + for (i = 0; i < xm->size2; i++) { - tmp -= gsl_matrix_get (l->cov, 0, i) - * linreg_get_indep_variable_mean (l, i - 1); + gsl_matrix_set (xm, 0, i, + linreg_get_indep_variable_mean (l, i)); + } + rc = gsl_blas_dsymm (CblasRight, CblasUpper, l->mse, + &xtx.matrix, xm, 0.0, &xmxtx.matrix); + gsl_matrix_free (xm); + if (rc == GSL_SUCCESS) + { + double tmp = l->mse / l->n_obs; + for (i = 1; i < 1 + l->n_indeps; i++) + { + tmp -= gsl_matrix_get (l->cov, 0, i) + * linreg_get_indep_variable_mean (l, i - 1); + } + gsl_matrix_set (l->cov, 0, 0, tmp); + + l->intercept = m; + } + else + { + fprintf (stderr, "%s:%d:gsl_blas_dsymm: %s\n", + __FILE__, __LINE__, gsl_strerror (rc)); + exit (rc); } - gsl_matrix_set (l->cov, 0, 0, tmp); - - l->intercept = m; - } - else - { - fprintf (stderr, "%s:%d:gsl_blas_dsymm: %s\n", - __FILE__, __LINE__, gsl_strerror (rc)); - exit (rc); } }