From e385eeb8a2ea75fb2d9c1c628619baa03c914dae Mon Sep 17 00:00:00 2001
From: Jason H Stover <jhs@math.gcsu.edu>
Date: Fri, 5 Feb 2010 15:21:17 -0500
Subject: [PATCH] Set final element in covariance matrix. Use accessor
functions for linreg struct. Initialize total sums of squares.
---
src/language/stats/regression.q | 12 +++++++-----
src/math/linreg.c | 20 ++++++++++++++++----
src/math/linreg.h | 5 +++--
3 files changed, 26 insertions(+), 11 deletions(-)
diff --git a/src/language/stats/regression.q b/src/language/stats/regression.q
index 4841c66e..0718b8d4 100644
--- a/src/language/stats/regression.q
+++ b/src/language/stats/regression.q
@@ -144,8 +144,8 @@ reg_stats_r (linreg * c)
double std_error;
assert (c != NULL);
- rsq = c->ssm / c->sst;
- adjrsq = 1.0 - (1.0 - rsq) * (c->n_obs - 1.0) / (c->n_obs - c->n_indeps);
+ rsq = linreg_ssreg (c) / linreg_sst (c);
+ adjrsq = 1.0 - (1.0 - rsq) * (linreg_n_obs (c) - 1.0) / (linreg_n_obs (c) - linreg_n_coeffs (c));
std_error = sqrt (linreg_mse (c));
t = tab_create (n_cols, n_rows, 0);
tab_dim (t, tab_natural_dimensions, NULL);
@@ -293,9 +293,9 @@ reg_stats_anova (linreg * c)
tab_text (t, 1, 3, TAB_LEFT | TAT_TITLE, _("Total"));
/* Sums of Squares */
- tab_double (t, 2, 1, 0, c->ssm, NULL);
- tab_double (t, 2, 3, 0, c->sst, NULL);
- tab_double (t, 2, 2, 0, c->sse, NULL);
+ tab_double (t, 2, 1, 0, linreg_ssreg (c), NULL);
+ tab_double (t, 2, 3, 0, linreg_sst (c), NULL);
+ tab_double (t, 2, 2, 0, linreg_sse (c), NULL);
/* Degrees of freedom */
@@ -858,6 +858,8 @@ fill_covariance (gsl_matrix *cov, struct covariance *all_cov,
result = gsl_matrix_get (ssizes, rows[i], dep_subscript);
}
}
+ gsl_matrix_set (cov, cov->size1 - 1, cov->size1 - 1,
+ gsl_matrix_get (cm, dep_subscript, dep_subscript));
free (rows);
return result;
}
diff --git a/src/math/linreg.c b/src/math/linreg.c
index c5ecf5ac..6a0d57f4 100644
--- a/src/math/linreg.c
+++ b/src/math/linreg.c
@@ -72,7 +72,7 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
linreg *c;
size_t i;
- c = xmalloc (sizeof (linreg));
+ c = xmalloc (sizeof (*c));
c->depvar = depvar;
c->indep_vars = xnmalloc (p, sizeof (*indep_vars));
for (i = 0; i < p; i++)
@@ -100,8 +100,8 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars,
Default settings.
*/
c->method = LINREG_SWEEP;
- c->resid = NULL; /* The variable storing my residuals. */
- c->pred = NULL; /* The variable storing my predicted values. */
+ c->pred = NULL;
+ c->resid = NULL;
return c;
}
@@ -365,6 +365,7 @@ linreg_fit (const gsl_matrix *cov, linreg *l)
params = gsl_matrix_calloc (cov->size1, cov->size2);
gsl_matrix_memcpy (params, cov);
+ l->sst = gsl_matrix_get (cov, cov->size1 - 1, cov->size2 - 1);
if (l->method == LINREG_SWEEP)
{
@@ -419,10 +420,21 @@ linreg_n_obs (const linreg *c)
return c->n_obs;
}
+double
+linreg_sse (const linreg *c)
+{
+ return c->sse;
+}
+
double
linreg_ssreg (const linreg *c)
{
- return c->ssm;
+ return (c->sst - c->sse);
+}
+
+double linreg_sst (const linreg *c)
+{
+ return c->sst;
}
double
diff --git a/src/math/linreg.h b/src/math/linreg.h
index f6c7e2e8..17fe3c73 100644
--- a/src/math/linreg.h
+++ b/src/math/linreg.h
@@ -151,9 +151,8 @@ struct linreg_struct
*/
gsl_matrix *hat;
- struct variable *resid;
struct variable *pred;
-
+ struct variable *resid;
};
typedef struct linreg_struct linreg;
@@ -199,6 +198,8 @@ double linreg_coeff (const linreg *, size_t);
const struct variable * linreg_indep_var (const linreg *, size_t);
size_t linreg_n_coeffs (const linreg *);
size_t linreg_n_obs (const linreg *);
+double linreg_sse (const linreg *);
double linreg_ssreg (const linreg *);
double linreg_dfmodel (const linreg *);
+double linreg_sst (const linreg *);
#endif
--
2.30.2