Do not use const in pspp_linreg_get_vars. Use correct covariance

[pspp-builds.git] / src / language / stats / glm.q

diff --git a/src/language/stats/glm.q b/src/language/stats/glm.q
index 1b91ba8166c389bb0e40bb002ac9bc984b0364e9..ad8bf55e9dfd5dfee172289eb099e42c8922ab22 100644 (file)
--- a/src/language/stats/glm.q
+++ b/src/language/stats/glm.q
@@ -47,7 +47,7 @@
 #include "xalloc.h"
 #include "gettext.h"
 
-#define GLM_LARGE_DATA 1000
+#define GLM_LARGE_DATA 10000
 
 /* (headers) */
 
@@ -339,6 +339,17 @@ run_glm (struct casereader *input,
                }
            }
        }
+      model = pspp_linreg_cache_alloc (n_data, n_indep);
+      model->depvar = v_dependent;
+      /*
+       For large data sets, use QR decomposition.
+      */
+      if (n_data > sqrt (n_indep) && n_data > GLM_LARGE_DATA)
+       {
+         model->method = PSPP_LINREG_QR;
+       }
+      coeff_init (model, X);
+      pspp_linreg_with_cov (X, model);
       casereader_destroy (reader);
       for (i = 0; i < n_all_vars; i++)
        {
@@ -357,6 +368,7 @@ run_glm (struct casereader *input,
     }
   free (indep_vars);
   free (lopts.get_indep_mean_std);
+  pspp_linreg_cache_free (model);
   casereader_destroy (input);
 
   return true;