moved src/math/linreg/coefficient.* to src/math

diff --git a/src/math/coefficient.c b/src/math/coefficient.c
new file mode 100644 (file)
index 0000000..f5d0eb5
--- /dev/null
+++ b/src/math/coefficient.c
@@ -0,0 +1,246 @@
+/*
+  lib/linreg/coefficient.c
+  
+  Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H Stover.
+  
+  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 02111-1307, USA.
+*/
+
+/*
+  Accessor functions for matching coefficients and variables.
+ */
+#include <math/coefficient.h>
+#include <math/linreg/linreg.h>
+#include "src/math/design-matrix.h"
+
+#include <gl/xalloc.h>
+
+
+struct varinfo
+{
+  const struct variable *v;    /* Variable associated with this
+                                  coefficient. Note this variable
+                                  may not be unique. In other words,
+                                  a coefficient structure may have
+                                  other v_info's, each with its own
+                                  variable. */
+  const union value *val;      /* Value of the variable v which this varinfo
+                                  refers to. This member is relevant only to
+                                  categorical variables. */
+};
+
+void
+pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
+{
+  free (c->v_info);
+  free (c);
+}
+
+/*
+  Initialize the variable and value pointers inside the
+  coefficient structures for the linear model.
+ */
+void
+pspp_linreg_coeff_init (pspp_linreg_cache * c, struct design_matrix *X)
+{
+  size_t i;
+  size_t j;
+  int n_vals = 1;
+  struct pspp_linreg_coeff *coeff;
+
+  c->coeff = xnmalloc (X->m->size2 + 1, sizeof (*c->coeff));
+  c->coeff[0] = xmalloc (sizeof (*c->coeff[0]));
+  c->coeff[0]->v_info = NULL;  /* Intercept has no associated variable. */
+  for (i = 0; i < X->m->size2; i++)
+    {
+      j = i + 1;               /* The first coefficient is the intercept. */
+      c->coeff[j] = xmalloc (sizeof (*c->coeff[j]));
+      coeff = c->coeff[j];
+      coeff->n_vars = n_vals;  /* Currently, no procedures allow
+                                  interactions.  This line will have to
+                                  change when procedures that allow
+                                  interaction terms are written. 
+                                */
+      coeff->v_info = xnmalloc (coeff->n_vars, sizeof (*coeff->v_info));
+      assert (coeff->v_info != NULL);
+      coeff->v_info->v =
+       (const struct variable *) design_matrix_col_to_var (X, i);
+
+      if (coeff->v_info->v->type == ALPHA)
+       {
+         size_t k;
+         k = design_matrix_var_to_column (X, coeff->v_info->v);
+         assert (k <= i);
+         k = i - k;
+         coeff->v_info->val =
+           cat_subscript_to_value (k, (struct variable *) coeff->v_info->v);
+       }
+    }
+}
+void
+pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *c, double estimate)
+{
+  c->estimate = estimate;
+}
+
+void
+pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *c, double std_err)
+{
+  c->std_err = std_err;
+}
+
+/*
+  Return the estimated value of the coefficient.
+ */
+double
+pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *c)
+{
+  if (c == NULL)
+    {
+      return 0.0;
+    }
+  return c->estimate;
+}
+
+/*
+  Return the standard error of the estimated coefficient.
+*/
+double
+pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *c)
+{
+  if (c == NULL)
+    {
+      return 0.0;
+    }
+  return c->std_err;
+}
+
+/*
+  How many variables are associated with this coefficient?
+ */
+int
+pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *c)
+{
+  if (c == NULL)
+    {
+      return 0;
+    }
+  return c->n_vars;
+}
+
+/*
+  Which variable does this coefficient match? I should be
+  0 unless the coefficient refers to an interaction term.
+ */
+const struct variable *
+pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *c, int i)
+{
+  if (c == NULL)
+    {
+      return NULL;
+    }
+  assert (i < c->n_vars);
+  return (c->v_info + i)->v;
+}
+
+/*
+  Which value is associated with this coefficient/variable combination?
+ */
+const union value *
+pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *c,
+                            const struct variable *v)
+{
+  int i = 0;
+  const struct variable *candidate;
+
+  if (c == NULL || v == NULL)
+    {
+      return NULL;
+    }
+  if (v->type == NUMERIC)
+    {
+      return NULL;
+    }
+  while (i < c->n_vars)
+    {
+      candidate = pspp_linreg_coeff_get_var (c, i);
+      if (v->index == candidate->index)
+       {
+         return (c->v_info + i)->val;
+       }
+      i++;
+    }
+  return NULL;
+}
+
+/*
+  Which coefficient is associated with V? The VAL argument is relevant
+  only to categorical variables.
+ */
+const struct pspp_linreg_coeff *
+pspp_linreg_get_coeff (const pspp_linreg_cache * c,
+                      const struct variable *v, const union value *val)
+{
+  int i = 1;
+  struct pspp_linreg_coeff *result = NULL;
+  const struct variable *tmp = NULL;
+
+  if (c == NULL)
+    {
+      return NULL;
+    }
+  if (c->coeff == NULL || c->n_indeps == 0 || v == NULL)
+    {
+      return NULL;
+    }
+
+  result = c->coeff[i];
+  tmp = pspp_linreg_coeff_get_var (result, 0);
+  while (tmp->index != v->index && i < c->n_coeffs)
+    {
+      result = c->coeff[i];
+      tmp = pspp_linreg_coeff_get_var (result, 0);
+      i++;
+    }
+  if (i > c->n_coeffs)
+    {
+      return NULL;
+    }
+  if (v->type == NUMERIC)
+    {
+      return result;
+    }
+  else if (val != NULL)
+    {
+      /*
+         If v is categorical, we need to ensure the coefficient
+         matches the VAL.
+       */
+      while (tmp->index != v->index && i < c->n_coeffs
+            && compare_values (pspp_linreg_coeff_get_value (result, tmp),
+                               val, v->width))
+       {                       /* FIX THIS */
+         i++;
+         result = c->coeff[i];
+         tmp = pspp_linreg_coeff_get_var (result, 0);
+       }
+      if (i == c->n_coeffs)
+       {
+         return NULL;
+       }
+      return result;
+    }
+  return NULL;
+}

diff --git a/src/math/coefficient.h b/src/math/coefficient.h
new file mode 100644 (file)
index 0000000..0dc1a03
--- /dev/null
+++ b/src/math/coefficient.h
@@ -0,0 +1,110 @@
+/*
+  lib/linreg/coefficient.c
+  
+  Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H Stover.
+  
+  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 02111-1307, USA.
+*/
+
+
+#ifndef COEFFICIENT_H
+#define COEFFICIENT_H
+
+#include <assert.h>
+#include <math/linreg/linreg.h>
+#include <src/data/variable.h>
+#include <src/data/value.h>
+
+struct design_matrix;
+
+/*
+  Cache for the relevant data from the model. There are several
+  members which the caller might not use, and which could use a lot of
+  storage. Therefore non-essential members of the struct will be
+  allocated only when requested.
+ */
+struct pspp_linreg_coeff
+{
+  double estimate;             /* Estimated coefficient. */
+  double std_err;              /* Standard error of the estimate. */
+  struct varinfo *v_info;      /* Information pertaining to the variable(s)
+                                  associated with this coefficient.  The
+                                  calling function should initialize this
+                                  value with the functions in coefficient.c.
+                                  The estimation procedure ignores this
+                                  member. It is here so the caller can match
+                                  parameters with relevant variables and
+                                  values. If the coefficient is associated
+                                  with an interaction, then v_info contains
+                                  information for multiple variables. */
+  int n_vars;                  /* Number of variables associated with this
+                                  coefficient. Coefficients corresponding to
+                                  interaction terms will have more than one
+                                  variable. */
+};
+
+
+void pspp_linreg_coeff_free (struct pspp_linreg_coeff *);
+
+/*
+  Initialize the variable and value pointers inside the
+  coefficient structures for the linear model.
+ */
+void pspp_linreg_coeff_init (pspp_linreg_cache *, struct design_matrix *);
+
+
+void
+pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *, double estimate);
+
+void
+pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *, double std_err);
+
+/*
+  Accessor functions for matching coefficients and variables.
+ */
+
+/*
+  Return the estimated value of the coefficient.
+ */
+double pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *);
+
+/*
+  Return the standard error of the estimated coefficient.
+*/
+double pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *);
+
+/*
+  How many variables are associated with this coefficient?
+ */
+int pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *);
+
+/*
+  Which variable does this coefficient match? The int argument is usually
+  0, unless the coefficient refers to an interaction.
+ */
+const struct variable *pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *,
+                                                 int);
+/*
+  Which value is associated with this coefficient/variable comination?
+ */
+const union value *pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *,
+                                               const struct variable *);
+
+const struct pspp_linreg_coeff *pspp_linreg_get_coeff (const pspp_linreg_cache
+                                                      *,
+                                                      const struct variable
+                                                      *,
+                                                      const union value *);
+#endif