From 03c479ee72dab7093e476d7cc977384ec3a7d97f Mon Sep 17 00:00:00 2001 From: Jason Stover Date: Sun, 9 Apr 2006 13:39:07 +0000 Subject: [PATCH] initialize prediction method --- src/math/linreg/linreg.c | 65 +++++++++++++++++++--------------------- 1 file changed, 31 insertions(+), 34 deletions(-) diff --git a/src/math/linreg/linreg.c b/src/math/linreg/linreg.c index e3d02345f7..b2c3c0d76d 100644 --- a/src/math/linreg/linreg.c +++ b/src/math/linreg/linreg.c @@ -1,23 +1,22 @@ -/* lib/linreg/linreg.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. -*/ +/* + * lib/linreg/linreg.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. + */ #include #include @@ -32,7 +31,7 @@ Y = Xb + Z - where Y is an n-by-1 column vector, X is an n-by-p matrix of + where Y is an n-by-1 column vector, X is an n-by-p matrix of independent variables, b is a p-by-1 vector of regression coefficients, and Z is an n-by-1 normally-distributed random vector with independent identically distributed components with mean 0. @@ -91,7 +90,7 @@ linreg_mean_std (gsl_vector_const_view v, double *mp, double *sp, double *ssp) /* Allocate a pspp_linreg_cache and return a pointer - to it. n is the number of cases, p is the number of + to it. n is the number of cases, p is the number of independent variables. */ pspp_linreg_cache * @@ -102,12 +101,10 @@ pspp_linreg_cache_alloc (size_t n, size_t p) c = (pspp_linreg_cache *) malloc (sizeof (pspp_linreg_cache)); c->indep_means = gsl_vector_alloc (p); c->indep_std = gsl_vector_alloc (p); - c->ssx = gsl_vector_alloc (p); /* Sums of squares for the independent - variables. - */ - c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the model - parameters. - */ + c->ssx = gsl_vector_alloc (p); /* Sums of squares for the + * independent variables. */ + c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the + * model parameters. */ c->cov = gsl_matrix_alloc (p + 1, p + 1); /* Covariance matrix. */ c->n_obs = n; c->n_indeps = p; @@ -115,6 +112,7 @@ pspp_linreg_cache_alloc (size_t n, size_t p) Default settings. */ c->method = PSPP_LINREG_SWEEP; + c->predict = pspp_linreg_predict; return c; } @@ -133,7 +131,7 @@ pspp_linreg_cache_free (pspp_linreg_cache * c) /* 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. + values as indicated by opts. */ int pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, @@ -181,9 +179,8 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, cache->dft = cache->n_obs - 1; cache->dfm = cache->n_indeps; cache->dfe = cache->dft - cache->dfm; - cache->n_coeffs = X->size2 + 1; /* Adjust this later to allow for regression - through the origin. - */ + cache->n_coeffs = X->size2 + 1; /* Adjust this later to allow for + * regression through the origin. */ if (cache->method == PSPP_LINREG_SWEEP) { gsl_matrix *sw; @@ -262,7 +259,7 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, } /* Get the covariance matrix of the parameter estimates. - Only the upper triangle is necessary. + Only the upper triangle is necessary. */ /* @@ -305,7 +302,7 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X, } else { - gsl_multifit_linear_workspace *wk ; + gsl_multifit_linear_workspace *wk; /* Use QR decomposition via GSL. */ -- 2.30.2