FACTOR: Add printout of the covariance matrix and add a test

diff --git a/src/language/stats/factor.c b/src/language/stats/factor.c
index 3043fced29cb69d8e5cd5215475f5820817e6dfe..6db35f34e36681944e7a583d837ee98a826d414f 100644 (file)
--- a/src/language/stats/factor.c
+++ b/src/language/stats/factor.c
@@ -1380,11 +1380,10 @@ cmd_factor (struct lexer *lexer, struct dataset *ds)
                {
                  factor.print |= PRINT_CORRELATION;
                }
-#if FACTOR_FULLY_IMPLEMENTED
              else if (lex_match_id (lexer, "COVARIANCE"))
                {
+                 factor.print |= PRINT_COVARIANCE;
                }
-#endif
              else if (lex_match_id (lexer, "ROTATION"))
                {
                  factor.print |= PRINT_ROTATION;
@@ -2100,6 +2099,91 @@ show_correlation_matrix (const struct cmd_factor *factor, const struct idata *id
   tab_submit (t);
 }
 
+static void
+show_covariance_matrix (const struct cmd_factor *factor, const struct idata *idata)
+{
+  struct tab_table *t ;
+  size_t i, j;
+  int y_pos_corr = -1;
+  int y_pos_sig = -1;
+  int suffix_rows = 0;
+
+  const int heading_rows = 1;
+  const int heading_columns = 1;
+
+  int nc = heading_columns ;
+  int nr = heading_rows ;
+  int n_data_sets = 0;
+
+  if (factor->print & PRINT_COVARIANCE)
+    {
+      y_pos_corr = n_data_sets;
+      n_data_sets++;
+      nc = heading_columns + factor->n_vars;
+    }
+
+  nr += n_data_sets * factor->n_vars;
+
+  /* If the table would contain only headings, don't bother rendering it */
+  if (nr <= heading_rows && suffix_rows == 0)
+    return;
+
+  t = tab_create (nc, nr + suffix_rows);
+
+  tab_title (t, _("Covariance Matrix"));
+
+  tab_hline (t, TAL_1, 0, nc - 1, heading_rows);
+
+  if (nr > heading_rows)
+    {
+      tab_headers (t, heading_columns, 0, heading_rows, 0);
+
+      tab_vline (t, TAL_2, heading_columns, 0, nr - 1);
+
+      /* Outline the box */
+      tab_box (t,
+              TAL_2, TAL_2,
+              -1, -1,
+              0, 0,
+              nc - 1, nr - 1);
+
+      /* Vertical lines */
+      tab_box (t,
+              -1, -1,
+              -1, TAL_1,
+              heading_columns, 0,
+              nc - 1, nr - 1);
+
+
+      for (i = 0; i < factor->n_vars; ++i)
+       tab_text (t, heading_columns + i, 0, TAT_TITLE, var_to_string (factor->vars[i]));
+
+
+      for (i = 0 ; i < n_data_sets; ++i)
+       {
+         int y = heading_rows + i * factor->n_vars;
+         size_t v;
+         for (v = 0; v < factor->n_vars; ++v)
+           tab_text (t, heading_columns -1, y + v, TAT_TITLE, var_to_string (factor->vars[v]));
+
+         tab_hline (t, TAL_1, 0, nc - 1, y);
+       }
+
+      if (factor->print & PRINT_COVARIANCE)
+       {
+         const double y = heading_rows + y_pos_corr;
+
+         for (i = 0; i < factor->n_vars; ++i)
+           {
+             for (j = 0; j < factor->n_vars; ++j)
+               tab_double (t, heading_columns + i,  y + j, 0, gsl_matrix_get (idata->mm.cov, i, j), NULL, RC_OTHER);
+           }
+       }
+    }
+
+  tab_submit (t);
+}
+
 
 static void
 do_factor (const struct cmd_factor *factor, struct casereader *r)
@@ -2295,6 +2379,7 @@ do_factor_by_matrix (const struct cmd_factor *factor, struct idata *idata)
     }
 
   show_correlation_matrix (factor, idata);
+  show_covariance_matrix (factor, idata);
   if (idata->cvm)
     covariance_destroy (idata->cvm);
 

diff --git a/tests/language/stats/factor.at b/tests/language/stats/factor.at
index 9ac08b52c70a3e0d8ee2aefeb0cf334c3fe34988..32378e1f6db008fbb791f284daffb928a15dcb9f 100644 (file)
--- a/tests/language/stats/factor.at
+++ b/tests/language/stats/factor.at
@@ -2065,3 +2065,93 @@ Factor,1,2,3,4
 
 
 AT_CLEANUP
+
+
+
+
+
+
+AT_SETUP([FACTOR covariance matrix])
+
+AT_DATA([covariance-matrix.sps], [dnl
+set format = F10.3.
+matrix data
+    variables = rowtype_  var01 var02 var03 var04 var05 var06 var07 var08
+    / format = lower diagonal .
+begin data
+mean     24.3  5.4  69.7  20.1  13.4  2.7  27.9  3.7  
+sd        5.7  1.5  23.5  5.8    2.8  4.5   5.4  1.5  
+n        92   92    92   92     92   92    92   92   
+cov   32.490000 
+cov   1.539000 2.250000 
+cov   -29.469000 -5.992500 552.250000 
+cov   11.901600 2.697000 -19.082000 33.640000 
+cov   4.309200 0.672000 -7.896000 3.572800 7.840000 
+cov   8.464500 1.012500 -17.977500 6.264000 2.646000 20.250000 
+cov   15.390000 2.349000 -25.380000 10.022400 1.814400 9.234000 29.160000 
+cov   1.453500 0.652500 -1.762500 1.740000 1.134000 1.350000 0.324000 2.250000 
+end data.
+
+factor matrix in (cov = *)
+    / method = covariance
+    / print = initial covariance kmo
+    / extraction = pc
+    / rotation = norotate.
+])
+
+AT_CHECK([pspp -O format=csv covariance-matrix.sps], [0], [dnl
+Table: KMO and Bartlett's Test
+Kaiser-Meyer-Olkin Measure of Sampling Adequacy,,.741
+Bartlett's Test of Sphericity,Approx. Chi-Square,104.810
+,df,28
+,Sig.,.000
+
+Table: Covariance Matrix
+,var01,var02,var03,var04,var05,var06,var07,var08
+var01,32.490,1.539,-29.469,11.902,4.309,8.464,15.390,1.454
+var02,1.539,2.250,-5.992,2.697,.672,1.013,2.349,.653
+var03,-29.469,-5.992,552.250,-19.082,-7.896,-17.977,-25.380,-1.763
+var04,11.902,2.697,-19.082,33.640,3.573,6.264,10.022,1.740
+var05,4.309,.672,-7.896,3.573,7.840,2.646,1.814,1.134
+var06,8.464,1.013,-17.977,6.264,2.646,20.250,9.234,1.350
+var07,15.390,2.349,-25.380,10.022,1.814,9.234,29.160,.324
+var08,1.454,.653,-1.763,1.740,1.134,1.350,.324,2.250
+
+Table: Communalities
+,Initial
+var01,32.490
+var02,2.250
+var03,552.250
+var04,33.640
+var05,7.840
+var06,20.250
+var07,29.160
+var08,2.250
+
+Table: Total Variance Explained
+,Initial Eigenvalues,,
+Component,Total,% of Variance,Cumulative %
+1,556.895,81.881,81.881
+2,57.963,8.522,90.403
+3,23.576,3.466,93.869
+4,16.446,2.418,96.288
+5,14.603,2.147,98.435
+6,6.831,1.004,99.439
+7,2.375,.349,99.788
+8,1.440,.212,100.000
+
+Table: Component Matrix
+,Component,,,,,,
+,1,2,3,4,5,6,7
+var01,1.394,4.388,1.513,-2.851,.849,.396,.033
+var02,.269,.460,-.173,.147,-.146,-.213,.872
+var03,-23.489,.725,.058,.003,.022,-.012,.006
+var04,.926,4.007,-4.068,.241,-.253,.218,-.026
+var05,.363,.829,-.172,-.255,.805,-2.492,.058
+var06,.843,2.354,.971,2.425,2.649,.392,.046
+var07,1.205,3.948,1.926,1.515,-2.450,-.317,-.087
+var08,.085,.319,-.157,-.011,.353,-.341,-.816
+])
+
+
+AT_CLEANUP