From: Jason Stover Date: Fri, 19 May 2006 20:00:23 +0000 (+0000) Subject: moved src/math/linreg/coefficient.* to src/math X-Git-Tag: v0.6.0~844 X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=commitdiff_plain;h=c21a0f82e238fe80b61d8ab00e21ec32c753ca2f;p=pspp-builds.git moved src/math/linreg/coefficient.* to src/math --- diff --git a/src/math/coefficient.c b/src/math/coefficient.c new file mode 100644 index 00000000..f5d0eb56 --- /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 +#include +#include "src/math/design-matrix.h" + +#include + + +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 index 00000000..0dc1a035 --- /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 +#include +#include +#include + +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