+++ /dev/null
-/* PSPP - Comments for C files generated by REGRESSION's EXPORT subcommand.
- Copyright (C) 2005 Free Software Foundation, Inc.
- Written by Jason H Stover <jason@sakla.net>.
-
- 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 the Free Software Foundation; either version 2 of the
- License, or (at your option) any later version.
-
- This program is distributed in the hope that it will be useful, but
- WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- General Public License for more details.
-
- You should have received a copy of the GNU General Public License
- along with this program; if not, write to the Free Software
- Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
- 02110-1301, USA. */
-
-/*
- Exported C code for a regression model. The EXPORT subcommand causes PSPP
- to save a model as a small C program. This file contains some of the code
- of that saved program.
- */
-#ifndef REG_EXPORT_COMMENTS_H
-#define REG_EXPORT_COMMENTS_H
-const char reg_preamble[] = "/*\n This program contains functions which return estimates\n"
-" and confidence intervals for a linear model. The EXPORT subcommand\n"
-" of the REGRESSION procedure of GNU PSPP generated this program.\n*/\n\n";
-
-const char reg_mean_cmt[] = "/*\n Estimate the mean of Y, the dependent variable for\n"
-" the linear model of the form \n\n"
-" Y = b0 + b1 * X1 + b2 * X2 + ... + bk * Xk + error\n\n"
-" where X1, ..., Xk are the independent variables\n"
-" whose values are stored in var_vals and whose names, \n"
-" as known by PSPP, are stored in var_names. The estimated \n"
-" regression coefficients (i.e., the estimates of b0,...,bk) \n"
-" are stored in model_coeffs.\n*/\n";
-
-const char reg_getvar[] = "{\n\t\tj = pspp_reg_getvar (var_names[i]);\n"
-"\t\testimate += var_vals[j] * model_coeffs[j];\n"
-"\t}\n\t\n\treturn estimate;\n}\n\n"
-"/*\n Variance of an estimated mean of this form:\n\t"
-"Y = b0 + b1 * X1 + ... + bk * Xk\n where X1,...Xk are the dependent variables,"
-" stored in\n var_vals and b0,...,bk are the estimated regression coefficients.\n*/\n"
-"double\npspp_reg_variance (const double *var_vals, "
-"const char *var_names[])\n{\n\t";
-
-const char reg_export_t_quantiles_1[] = "/*\n Quantiles for the T distribution.\n*/\n"
-"static int\npspp_reg_t_quantile "
-"(double prob)\n{\n\n\tint i;\n\tdouble quantiles[] = {\n\t\t";
-
-const char reg_export_t_quantiles_2[] = "i = (int) 100.0 * prob;\n\treturn quantiles[i];\n}\n";
-
-const char reg_variance[] = "double result = 0.0;\n\n\tfor(i = 0; i < n_vars; i++)\n\t"
-"{\n\t\tj = pspp_reg_getvar (var_names[i]);\n\t\t"
-"unshuffled_vals[j] = var_vals[i];\n\t}\n\t"
-"for (i = 0; i < n_vars; i++)\n\t"
-"{\n\t\tresult += cov[i][i] * unshuffled_vals[i] * unshuffled_vals[i];\n\t\t"
-"for (j = i + 1; j < n_vars; j++)\n\t\t{\n\t\t\t"
-"result += 2.0 * cov[i][j] * unshuffled_vals[i] * unshuffled_vals[j];"
-"\n\t\t}\n\t}\n\treturn result;\n}\n";
-
-const char reg_export_confidence_interval[] = "/*\n Upper confidence limit for an "
-"estimated mean b0 + b1 * X1 + ... + bk * Xk.\n The confidence interval is a "
-"100 * p percent confidence interval.\n*/\n"
-"double pspp_reg_confidence_interval_U "
-"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
-"double result;\n\t"
-"result = sqrt (pspp_reg_variance (var_vals, var_names);\n\treturn result;\n\t"
-"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
-"result += pspp_reg_estimate (var_vals, var_names);\n}\n"
-"/*\n Lower confidence limit for an "
-"estimated mean b0 + b1 * X1 + ... + bk * Xk.\n The confidence interval is a "
-"100 * p percent confidence interval.\n*/\n"
-"double pspp_reg_confidence_interval_L "
-"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
-"double result;\n\t"
-"result = -sqrt (pspp_reg_variance (var_vals, var_names);\n\treturn result;\n\t"
-"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
-"result += pspp_reg_estimate (var_vals, var_names);\n}\n";
-
-const char reg_export_prediction_interval[] = "/*\n Upper prediction limit for a "
-"predicted value b0 + b1 * X1 + ... + bk * Xk.\n The prediction interval is a "
-"100 * p percent prediction interval.\n*/\n"
-"double pspp_reg_prediction_interval_U "
-"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
-"double result;\n\t"
-"result = 1 + sqrt (pspp_reg_variance (var_vals, var_names);\n\treturn result;\n\t"
-"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
-"result += pspp_reg_estimate (var_vals, var_names);\n}\n"
-"/*\n Lower prediction limit for a "
-"predicted value b0 + b1 * X1 + ... + bk * Xk.\n The prediction interval is a "
-"100 * p percent prediction interval.\n*/\n"
-"double pspp_reg_prediction_interval_L "
-"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
-"double result;\n\t"
-"result = -1.0 - sqrt (pspp_reg_variance (var_vals, var_names);\n\treturn result;\n\t"
-"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
-"result += pspp_reg_estimate (var_vals, var_names);\n}\n";
-
-#endif
--- /dev/null
+/* PSPP - Comments for C files generated by REGRESSION's EXPORT subcommand.
+ Copyright (C) 2005 Free Software Foundation, Inc.
+ Written by Jason H Stover <jason@sakla.net>.
+
+ 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 the Free Software Foundation; either version 2 of the
+ License, or (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful, but
+ WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ General Public License for more details.
+
+ You should have received a copy of the GNU General Public License
+ along with this program; if not, write to the Free Software
+ Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+ 02110-1301, USA. */
+
+/*
+ Exported C code for a regression model. The EXPORT subcommand causes PSPP
+ to save a model as a small C program. This file contains some of the code
+ of that saved program.
+ */
+#ifndef REG_EXPORT_COMMENTS_H
+#define REG_EXPORT_COMMENTS_H
+const char reg_header[] = "#ifndef REG_EXPORT_COMMENTS_H\n#define REG_EXPORT_COMMENTS_H\n"
+"double pspp_reg_estimate (const double *, const char *[]);\n\n"
+"double pspp_reg_variance (const double *var_vals, const char *[]);\n\n"
+"double pspp_reg_confidence_interval_U "
+"(const double *var_vals, const char *var_names[], double p);\n\n"
+"double pspp_reg_confidence_interval_L "
+"(const double *var_vals, const char *var_names[], double p);\n\n"
+"double pspp_reg_prediction_interval_U "
+"(const double *var_vals, const char *var_names[], double p);\n\n"
+"double pspp_reg_prediction_interval_L "
+"(const double *var_vals, const char *var_names[], double p);\n"
+"#endif\n";
+
+const char reg_preamble[] = "/*\n This program contains functions which return estimates\n"
+" and confidence intervals for a linear model. The EXPORT subcommand\n"
+" of the REGRESSION procedure of GNU PSPP generated this program.\n*/\n\n";
+
+const char reg_mean_cmt[] = "/*\n Estimate the mean of Y, the dependent variable for\n"
+" the linear model of the form \n\n"
+" Y = b0 + b1 * X1 + b2 * X2 + ... + bk * Xk + error\n\n"
+" where X1, ..., Xk are the independent variables\n"
+" whose values are stored in var_vals and whose names, \n"
+" as known by PSPP, are stored in var_names. The estimated \n"
+" regression coefficients (i.e., the estimates of b0,...,bk) \n"
+" are stored in model_coeffs.\n*/\n";
+
+const char reg_getvar[] = "{\n\t\tj = pspp_reg_getvar (var_names[i]);\n"
+"\t\testimate += var_vals[j] * model_coeffs[j];\n"
+"\t}\n\t\n\treturn estimate;\n}\n\n"
+"/*\n Variance of an estimated mean of this form:\n\t"
+"Y = b0 + b1 * X1 + ... + bk * Xk\n where X1,...Xk are the dependent variables,"
+" stored in\n var_vals and b0,...,bk are the estimated regression coefficients.\n*/\n"
+"double\npspp_reg_variance (const double *var_vals, "
+"const char *var_names[])\n{\n\t";
+
+const char reg_export_t_quantiles_1[] = "/*\n Quantiles for the T distribution.\n*/\n"
+"static int\npspp_reg_t_quantile "
+"(double prob)\n{\n\n\tint i;\n\tdouble quantiles[] = {\n\t\t";
+
+const char reg_export_t_quantiles_2[] = "i = (int) 100.0 * prob;\n\treturn quantiles[i];\n}\n";
+
+const char reg_variance[] = "double result = 0.0;\n\n\tfor(i = 0; i < n_vars; i++)\n\t"
+"{\n\t\tj = pspp_reg_getvar (var_names[i]);\n\t\t"
+"unshuffled_vals[j] = var_vals[i];\n\t}\n\t"
+"for (i = 0; i < n_vars; i++)\n\t"
+"{\n\t\tresult += cov[i][i] * unshuffled_vals[i] * unshuffled_vals[i];\n\t\t"
+"for (j = i + 1; j < n_vars; j++)\n\t\t{\n\t\t\t"
+"result += 2.0 * cov[i][j] * unshuffled_vals[i] * unshuffled_vals[j];"
+"\n\t\t}\n\t}\n\treturn result;\n}\n";
+
+const char reg_export_confidence_interval[] = "/*\n Upper confidence limit for an "
+"estimated mean b0 + b1 * X1 + ... + bk * Xk.\n The confidence interval is a "
+"100 * p percent confidence interval.\n*/\n"
+"double pspp_reg_confidence_interval_U "
+"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
+"double result;\n\t"
+"result = sqrt (pspp_reg_variance (var_vals, var_names));\n\t"
+"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
+"result += pspp_reg_estimate (var_vals, var_names);\n\treturn result;\n}\n"
+"/*\n Lower confidence limit for an "
+"estimated mean b0 + b1 * X1 + ... + bk * Xk.\n The confidence interval is a "
+"100 * p percent confidence interval.\n*/\n"
+"double pspp_reg_confidence_interval_L "
+"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
+"double result;\n\t"
+"result = -sqrt (pspp_reg_variance (var_vals, var_names));\n\t"
+"result *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
+"result += pspp_reg_estimate (var_vals, var_names);\n\treturn result;\n}\n";
+
+const char reg_export_prediction_interval_1[] = "/*\n Upper prediction limit for a "
+"predicted value b0 + b1 * X1 + ... + bk * Xk.\n The prediction interval is a "
+"100 * p percent prediction interval.\n*/\n"
+"double pspp_reg_prediction_interval_U "
+"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
+"double result;\n\tresult = sqrt (";
+
+const char reg_export_prediction_interval_2[] = " + pspp_reg_variance (var_vals, var_names));\n"
+"\tresult *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
+"result += pspp_reg_estimate (var_vals, var_names);\n\treturn result;\n}\n"
+"/*\n Lower prediction limit for a "
+"predicted value b0 + b1 * X1 + ... + bk * Xk.\n The prediction interval is a "
+"100 * p percent prediction interval.\n*/\n"
+"double pspp_reg_prediction_interval_L "
+"(const double *var_vals, const char *var_names[], double p)\n{\n\t"
+"double result;\n\t"
+"result = -sqrt (";
+
+const char reg_export_prediction_interval_3[] = " + pspp_reg_variance (var_vals, var_names));"
+"\n\tresult *= pspp_reg_t_quantile ((1.0 + p) / 2.0);\n\t"
+"result += pspp_reg_estimate (var_vals, var_names);\n\treturn result;\n}\n";
+
+#endif