X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg.c;h=98816243e7368a889d27cc2d1ebc8f6248763d59;hb=cc62e6937ff0410a356682b5757cf99788faa888;hp=7c85634a50fd28e558cdb8cfef0d38d30da79838;hpb=f481fd69631024bcdc7dc2369bbc1592d7a43ac7;p=pspp diff --git a/src/math/linreg.c b/src/math/linreg.c index 7c85634a50..98816243e7 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 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 @@ -86,9 +86,6 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->indep_means = gsl_vector_alloc (p); c->indep_std = gsl_vector_alloc (p); - c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the - model parameters. - */ c->n_obs = n; c->n_indeps = p; c->n_coeffs = p; @@ -99,32 +96,35 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->dfe = c->dft - c->dfm; c->intercept = 0.0; c->depvar_mean = 0.0; - c->depvar_std = 0.0; /* Default settings. */ c->method = LINREG_SWEEP; - c->pred = NULL; - c->resid = NULL; + + c->refcnt = 1; return c; } -bool -linreg_free (void *m) + +void +linreg_ref (linreg *c) +{ + c->refcnt++; +} + +void +linreg_unref (linreg *c) { - linreg *c = m; - if (c != NULL) + if (--c->refcnt == 0) { 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); free (c); } - return true; } static void @@ -134,11 +134,10 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) gsl_matrix_view xtx; gsl_matrix_view xmxtx; double m; - double tmp; size_t i; size_t j; int rc; - + assert (sw != NULL); assert (l != NULL); @@ -150,7 +149,7 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) m = l->depvar_mean; for (i = 0; i < l->n_indeps; i++) { - tmp = gsl_matrix_get (sw, i, l->n_indeps); + double tmp = gsl_matrix_get (sw, i, l->n_indeps); l->coeff[i] = tmp; m -= tmp * linreg_get_indep_variable_mean (l, i); } @@ -158,7 +157,7 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) Get the covariance matrix of the parameter estimates. Only the upper triangle is necessary. */ - + /* The loops below do not compute the entries related to the estimated intercept. @@ -166,7 +165,7 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) for (i = 0; i < l->n_indeps; i++) for (j = i; j < l->n_indeps; j++) { - tmp = -1.0 * l->mse * gsl_matrix_get (sw, i, j); + double tmp = -1.0 * l->mse * gsl_matrix_get (sw, i, j); gsl_matrix_set (l->cov, i + 1, j + 1, tmp); } /* @@ -177,7 +176,7 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) xm = gsl_matrix_calloc (1, l->n_indeps); for (i = 0; i < xm->size2; i++) { - gsl_matrix_set (xm, 0, i, + gsl_matrix_set (xm, 0, i, linreg_get_indep_variable_mean (l, i)); } rc = gsl_blas_dsymm (CblasRight, CblasUpper, l->mse, @@ -185,14 +184,14 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) gsl_matrix_free (xm); if (rc == GSL_SUCCESS) { - tmp = l->mse / l->n_obs; + 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 @@ -201,7 +200,7 @@ post_sweep_computations (linreg *l, gsl_matrix *sw) __FILE__, __LINE__, gsl_strerror (rc)); exit (rc); } -} +} /* Predict the value of the dependent variable with the new set of @@ -244,22 +243,10 @@ linreg_residual (const linreg *c, double obs, const double *vals, size_t n_vals) return (obs - linreg_predict (c, vals, n_vals)); } -double linreg_get_indep_variable_sd (linreg *c, size_t j) -{ - assert (c != NULL); - return gsl_vector_get (c->indep_std, j); -} - -void linreg_set_indep_variable_sd (linreg *c, size_t j, double s) -{ - assert (c != NULL); - gsl_vector_set (c->indep_std, j, s); -} - /* Mean of the independent variable. */ -double linreg_get_indep_variable_mean (linreg *c, size_t j) +double linreg_get_indep_variable_mean (const linreg *c, size_t j) { assert (c != NULL); return gsl_vector_get (c->indep_means, j); @@ -282,7 +269,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) gsl_vector *xty; gsl_vector *tau; gsl_vector *params; - double tmp = 0.0; size_t i; size_t j; @@ -332,29 +318,28 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) } } l->intercept = linreg_get_depvar_mean (l); - tmp = 0.0; for (i = 0; i < l->n_indeps; i++) { - tmp = linreg_get_indep_variable_mean (l, i); + double tmp = linreg_get_indep_variable_mean (l, i); l->intercept -= l->coeff[i] * tmp; intercept_variance += tmp * tmp * gsl_matrix_get (q, i, i); } /* Covariances related to the intercept. */ intercept_variance += linreg_mse (l) / linreg_n_obs (l); - gsl_matrix_set (l->cov, 0, 0, intercept_variance); + gsl_matrix_set (l->cov, 0, 0, intercept_variance); for (i = 0; i < q->size1; i++) { for (j = 0; j < q->size2; j++) { - intcpt_coef -= gsl_matrix_get (q, i, j) + intcpt_coef -= gsl_matrix_get (q, i, j) * linreg_get_indep_variable_mean (l, j); } gsl_matrix_set (l->cov, 0, i + 1, intcpt_coef); gsl_matrix_set (l->cov, i + 1, 0, intcpt_coef); intcpt_coef = 0.0; } - + gsl_matrix_free (q); gsl_matrix_free (r); gsl_vector_free (xty); @@ -382,7 +367,7 @@ linreg_fit (const gsl_matrix *cov, linreg *l) params = gsl_matrix_calloc (cov->size1, cov->size2); gsl_matrix_memcpy (params, cov); reg_sweep (params, l->dependent_column); - post_sweep_computations (l, params); + post_sweep_computations (l, params); gsl_matrix_free (params); } else if (l->method == LINREG_QR) @@ -402,13 +387,13 @@ double linreg_intercept (const linreg *c) return c->intercept; } -gsl_matrix * +const gsl_matrix * linreg_cov (const linreg *c) { return c->cov; } -double +double linreg_coeff (const linreg *c, size_t i) { return (c->coeff[i]); @@ -420,7 +405,7 @@ linreg_indep_var (const linreg *c, size_t i) return (c->indep_vars[i]); } -size_t +size_t linreg_n_coeffs (const linreg *c) { return c->n_coeffs; @@ -449,7 +434,7 @@ double linreg_sst (const linreg *c) return c->sst; } -double +double linreg_dfmodel ( const linreg *c) { return c->dfm; @@ -461,8 +446,8 @@ linreg_set_depvar_mean (linreg *c, double x) c->depvar_mean = x; } -double -linreg_get_depvar_mean (linreg *c) +double +linreg_get_depvar_mean (const linreg *c) { return c->depvar_mean; }