X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg.h;h=88da7f6227f2ede2b7080883e2d28e1127c2bbe2;hb=91dc3fe3d4ae4e0f9dee5adb11dd0d7c4b78c515;hp=e53a02956e2077e91f58ede8268ed68ab71fd60d;hpb=0588c3c250fbb2b63187b782fa08b39d8e2cee06;p=pspp diff --git a/src/math/linreg.h b/src/math/linreg.h index e53a02956e..88da7f6227 100644 --- a/src/math/linreg.h +++ b/src/math/linreg.h @@ -17,50 +17,9 @@ #ifndef LINREG_H #define LINREG_H -#include #include -#include #include -enum -{ - LINREG_CONDITIONAL_INVERSE, - LINREG_QR, - LINREG_SWEEP, -}; - - - -/* - Options describing what special values should be computed. - */ -struct pspp_linreg_opts_struct -{ - 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. */ -}; -typedef struct pspp_linreg_opts_struct pspp_linreg_opts; - - /* Find the least-squares estimate of b for the linear model: @@ -87,114 +46,48 @@ typedef struct pspp_linreg_opts_struct pspp_linreg_opts; Springer. 1998. ISBN 0-387-98542-5. */ +struct variable; -struct linreg_struct -{ - int refcnt; - double n_obs; /* Number of observations. */ - int n_indeps; /* Number of independent variables. */ - int n_coeffs; /* The intercept is not considered a - coefficient here. */ - - /* - Pointers to the variables. - */ - const struct variable *depvar; - const struct variable **indep_vars; - - double *coeff; - double intercept; - int method; /* Method to use to estimate parameters. */ - /* - Means and standard deviations of the variables. - If these pointers are null when pspp_linreg() is - called, pspp_linreg() will compute their values. - - Entry i of indep_means is the mean of independent - variable i, whose observations are stored in the ith - column of the design matrix. - */ - double depvar_mean; - double depvar_std; - gsl_vector *indep_means; - gsl_vector *indep_std; - - /* - Sums of squares. - */ - double ssm; /* Sums of squares for the overall model. */ - 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. */ - /* - Covariance matrix of the parameter estimates. - */ - gsl_matrix *cov; - /* - Degrees of freedom. - */ - double dft; - double dfe; - double dfm; - - struct variable *pred; - struct variable *resid; - int dependent_column; /* Column containing the dependent variable. Defaults to last column. */ -}; - -typedef struct linreg_struct linreg; - - - -linreg *linreg_alloc (const struct variable *, const struct variable **, - double, size_t); - -void linreg_unref (linreg *); -void linreg_ref (linreg *c); +struct linreg *linreg_alloc (const struct variable *, const struct variable **, + double, size_t, bool); -/* - 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. - */ -void -linreg_fit (const gsl_matrix *, linreg *); +void linreg_unref (struct linreg *); +void linreg_ref (struct linreg *); -double -linreg_predict (const linreg *, const double *, size_t); -double -linreg_residual (const linreg *, double, const double *, size_t); -const struct variable ** linreg_get_vars (const linreg *); +int linreg_n_indeps (const struct linreg *c); /* - Return or set the standard deviation of the independent variable. - */ -double linreg_get_indep_variable_sd (linreg *, size_t); -void linreg_set_indep_variable_sd (linreg *, size_t, double); + Fit the linear model via least squares. +*/ +void linreg_fit (const gsl_matrix *, struct linreg *); + +double linreg_predict (const struct linreg *, const double *, size_t); +double linreg_residual (const struct linreg *, double, const double *, size_t); +const struct variable ** linreg_get_vars (const struct linreg *); + /* Mean of the independent variable. */ -double linreg_get_indep_variable_mean (linreg *, size_t); -void linreg_set_indep_variable_mean (linreg *, size_t, double); - -double linreg_mse (const linreg *); - -double linreg_intercept (const linreg *); - -gsl_matrix * linreg_cov (const linreg *); -double linreg_coeff (const linreg *, size_t); -const struct variable * linreg_indep_var (const linreg *, size_t); -size_t linreg_n_coeffs (const linreg *); -double linreg_n_obs (const linreg *); -double linreg_sse (const linreg *); -double linreg_ssreg (const linreg *); -double linreg_dfmodel (const linreg *); -double linreg_sst (const linreg *); -void linreg_set_depvar_mean (linreg *, double); -double linreg_get_depvar_mean (linreg *); +double linreg_get_indep_variable_mean (const struct linreg *, size_t); +void linreg_set_indep_variable_mean (struct linreg *, size_t, double); + +double linreg_mse (const struct linreg *); + +double linreg_intercept (const struct linreg *); + +const gsl_matrix * linreg_cov (const struct linreg *); +double linreg_coeff (const struct linreg *, size_t); +const struct variable * linreg_indep_var (const struct linreg *, size_t); +const struct variable * linreg_dep_var (const struct linreg *); +size_t linreg_n_coeffs (const struct linreg *); +double linreg_n_obs (const struct linreg *); +double linreg_sse (const struct linreg *); +double linreg_ssreg (const struct linreg *); +double linreg_dfmodel (const struct linreg *); +double linreg_dferror (const struct linreg *); +double linreg_dftotal (const struct linreg *); +double linreg_sst (const struct linreg *); +void linreg_set_depvar_mean (struct linreg *, double); +double linreg_get_depvar_mean (const struct linreg *); + #endif