X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg.c;h=7c85634a50fd28e558cdb8cfef0d38d30da79838;hb=59c87092f400493fbc95ee72e5cd8bf02468ce01;hp=e0083eca1b9d923d4f38d6f752287002537f6ca8;hpb=e80304e52b4c7cb2e2924570f97c34c2f69f8aae;p=pspp

diff --git a/src/math/linreg.c b/src/math/linreg.c
index e0083eca1b..7c85634a50 100644
--- a/src/math/linreg.c
+++ b/src/math/linreg.c
@@ -1,5 +1,5 @@
 /* PSPP - a program for statistical analysis.
-   Copyright (C) 2005 Free Software Foundation, Inc. 
+   Copyright (C) 2005, 2010, 2011 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
@@ -15,18 +15,21 @@
    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
 
 #include <config.h>
+
+#include "math/linreg.h"
+
 #include <gsl/gsl_blas.h>
 #include <gsl/gsl_cblas.h>
 #include <gsl/gsl_errno.h>
 #include <gsl/gsl_fit.h>
 #include <gsl/gsl_linalg.h>
 #include <gsl/gsl_multifit.h>
-#include <linreg/sweep.h>
-#include <math/linreg.h>
-#include <src/data/category.h>
-#include <src/data/variable.h>
-#include <src/data/value.h>
-#include <gl/xalloc.h>
+
+#include "data/value.h"
+#include "data/variable.h"
+#include "linreg/sweep.h"
+
+#include "gl/xalloc.h"
 
 /*
   Find the least-squares estimate of b for the linear model:
@@ -75,6 +78,7 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
   c = xmalloc (sizeof (*c));
   c->depvar = depvar;
   c->indep_vars = xnmalloc (p, sizeof (*indep_vars));
+  c->dependent_column = p;
   for (i = 0; i < p; i++)
     {
       c->indep_vars[i] = indep_vars[i];
@@ -114,6 +118,7 @@ linreg_free (void *m)
     {
       gsl_vector_free (c->indep_means);
       gsl_vector_free (c->indep_std);
+      gsl_vector_free (c->ss_indeps);
       gsl_matrix_free (c->cov);
       free (c->indep_vars);
       free (c->coeff);
@@ -265,38 +270,12 @@ void linreg_set_indep_variable_mean (linreg *c, size_t j, double m)
   assert (c != NULL);
   gsl_vector_set (c->indep_means, j, m);
 }
-static void invert_r (gsl_matrix *r, gsl_matrix *r_inv)
-{
-  size_t i;
-  size_t j;
-  size_t k;
-  size_t row;
-  double tmp;
-
-  for (i = 0; i < r->size1; i++)
-    {
-      gsl_matrix_set (r_inv, i, i, 1.0 / gsl_matrix_get (r, i, i));
-    }
-  for (i = 0; i < r->size1; i++)
-    {
-      row = 0;
-      for (j = row + 1 + i; j < r->size2; j++)
-	{
-	  tmp = 0.0;
-	  for (k = 1; k <= j - row; k++)
-	    {
-	      tmp += gsl_matrix_get (r, row, row + k) 
-		* gsl_matrix_get (r_inv, row + k, j);
-	    }
-	  gsl_matrix_set (r_inv, row, j, -tmp / gsl_matrix_get (r, row, row));
-	  row++;
-	}
-    }
-}
 
 static void
 linreg_fit_qr (const gsl_matrix *cov, linreg *l)
 {
+  double intcpt_coef = 0.0;
+  double intercept_variance = 0.0;
   gsl_matrix *xtx;
   gsl_matrix *q;
   gsl_matrix *r;
@@ -341,7 +320,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l)
   gsl_blas_dtrsm (CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, linreg_mse (l),
 		  r, q);
   /* Copy the lower triangle into the upper triangle. */
-  double intercept_variance = 0.0;
   for (i = 0; i < q->size1; i++)
     {
       gsl_matrix_set (l->cov, i + 1, i + 1, gsl_matrix_get (q, i, i));
@@ -365,7 +343,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l)
   /* Covariances related to the intercept. */
   intercept_variance += linreg_mse (l) / linreg_n_obs (l);
   gsl_matrix_set (l->cov, 0, 0, intercept_variance);  
-  double intcpt_coef = 0.0;
   for (i = 0; i < q->size1; i++)
     {
       for (j = 0; j < q->size2; j++)
@@ -404,7 +381,7 @@ linreg_fit (const gsl_matrix *cov, linreg *l)
       gsl_matrix *params;
       params = gsl_matrix_calloc (cov->size1, cov->size2);
       gsl_matrix_memcpy (params, cov);
-      reg_sweep (params);
+      reg_sweep (params, l->dependent_column);
       post_sweep_computations (l, params);  
       gsl_matrix_free (params);
     }