-/*
- 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.
-*/
+/* PSPP - a program for statistical analysis.
+ Copyright (C) 2005, 2009 Free Software Foundation, Inc.
+
+ 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 3 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, see <http://www.gnu.org/licenses/>. */
/*
Accessor functions for matching coefficients and variables.
*/
+#include <config.h>
#include <math/coefficient.h>
-#include <math/linreg/linreg.h>
#include "src/math/design-matrix.h"
#include <gl/xalloc.h>
const union value *val; /* Value of the variable v which this varinfo
refers to. This member is relevant only to
categorical variables. */
+ double mean; /* Mean for this variable */
+ double sd; /* Standard deviation for this variable */
};
void
-pspp_linreg_coeff_free (struct pspp_linreg_coeff *c)
+pspp_coeff_free (struct pspp_coeff *c)
{
free (c->v_info);
free (c);
/*
Initialize the variable and value pointers inside the
- coefficient structures for the linear model.
+ coefficient structures for the model.
*/
void
-pspp_linreg_coeff_init (pspp_linreg_cache * c, struct design_matrix *X)
+pspp_coeff_init (struct pspp_coeff ** coeff, const 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. */
+ assert (coeff != NULL);
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)
+ coeff[i] = xmalloc (sizeof (*coeff[i]));
+ coeff[i]->n_vars = n_vals; /* Currently, no procedures allow
+ interactions. This line will have to
+ change when procedures that allow
+ interaction terms are written.
+ */
+ coeff[i]->v_info = xnmalloc (coeff[i]->n_vars, sizeof (*coeff[i]->v_info));
+ assert (coeff[i]->v_info != NULL);
+ coeff[i]->v_info->v = design_matrix_col_to_var (X, i);
+
+ if (var_is_alpha (coeff[i]->v_info->v))
{
size_t k;
- k = design_matrix_var_to_column (X, coeff->v_info->v);
+ k = design_matrix_var_to_column (X, coeff[i]->v_info->v);
assert (k <= i);
k = i - k;
- coeff->v_info->val =
- cat_subscript_to_value (k, (struct variable *) coeff->v_info->v);
+ coeff[i]->v_info->val =
+ cat_subscript_to_value (k, coeff[i]->v_info->v);
}
+ coeff[i]->v_info->mean = 0.0;
+ coeff[i]->v_info->sd = 0.0;
}
}
void
-pspp_linreg_coeff_set_estimate (struct pspp_linreg_coeff *c, double estimate)
+pspp_coeff_set_estimate (struct pspp_coeff *coef, double estimate)
{
- c->estimate = estimate;
+ coef->estimate = estimate;
}
void
-pspp_linreg_coeff_set_std_err (struct pspp_linreg_coeff *c, double std_err)
+pspp_coeff_set_std_err (struct pspp_coeff *coef, double std_err)
{
- c->std_err = std_err;
+ coef->std_err = std_err;
}
/*
Return the estimated value of the coefficient.
*/
double
-pspp_linreg_coeff_get_est (const struct pspp_linreg_coeff *c)
+pspp_coeff_get_est (const struct pspp_coeff *coef)
{
- if (c == NULL)
+ if (coef == NULL)
{
return 0.0;
}
- return c->estimate;
+ return coef->estimate;
}
/*
Return the standard error of the estimated coefficient.
*/
double
-pspp_linreg_coeff_get_std_err (const struct pspp_linreg_coeff *c)
+pspp_coeff_get_std_err (const struct pspp_coeff *coef)
{
- if (c == NULL)
+ if (coef == NULL)
{
return 0.0;
}
- return c->std_err;
+ return coef->std_err;
}
/*
How many variables are associated with this coefficient?
*/
int
-pspp_linreg_coeff_get_n_vars (struct pspp_linreg_coeff *c)
+pspp_coeff_get_n_vars (struct pspp_coeff *coef)
{
- if (c == NULL)
+ if (coef == NULL)
{
return 0;
}
- return c->n_vars;
+ return coef->n_vars;
}
/*
0 unless the coefficient refers to an interaction term.
*/
const struct variable *
-pspp_linreg_coeff_get_var (struct pspp_linreg_coeff *c, int i)
+pspp_coeff_get_var (struct pspp_coeff *coef, int i)
{
- if (c == NULL)
+ if (coef == NULL)
{
return NULL;
}
- assert (i < c->n_vars);
- return (c->v_info + i)->v;
+ assert (i < coef->n_vars);
+ return (coef->v_info + i)->v;
+}
+
+/*
+ Which coefficient does this variable match? If the variable is
+ categorical, and has more than one coefficient, use the VAL to find
+ its coefficient.
+ */
+struct pspp_coeff *
+pspp_coeff_var_to_coeff (const struct variable *v, struct pspp_coeff **coefs,
+ size_t n_coef, const union value *val)
+{
+ size_t i = 0;
+ size_t j = 0;
+ size_t v_idx;
+
+ struct pspp_coeff *result = NULL;
+
+ if (v != NULL)
+ {
+ v_idx = var_get_dict_index (v);
+ while (i < n_coef)
+ {
+ if (coefs[i]->v_info != NULL)
+ {
+ if (var_get_dict_index (coefs[i]->v_info->v) == v_idx)
+ {
+ break;
+ }
+ }
+ i++;
+ }
+ result = coefs[i];
+ if (var_is_alpha (v))
+ {
+ /*
+ Use the VAL to find the coefficient.
+ */
+ if (val != NULL)
+ {
+ int width = var_get_width (v);
+
+ j = i;
+ while (j < n_coef
+ && value_compare_3way (pspp_coeff_get_value (coefs[j], v),
+ val, width) != 0)
+ {
+ j++;
+ }
+ result = ((j < n_coef) ? coefs[j] : NULL);
+ }
+ }
+ }
+ return result;
}
/*
Which value is associated with this coefficient/variable combination?
*/
const union value *
-pspp_linreg_coeff_get_value (struct pspp_linreg_coeff *c,
+pspp_coeff_get_value (struct pspp_coeff *coef,
const struct variable *v)
{
int i = 0;
const struct variable *candidate;
- if (c == NULL || v == NULL)
+ if (coef == NULL || v == NULL)
{
return NULL;
}
- if (v->type == NUMERIC)
+ if (var_is_numeric (v))
{
return NULL;
}
- while (i < c->n_vars)
+ while (i < coef->n_vars)
{
- candidate = pspp_linreg_coeff_get_var (c, i);
- if (v->index == candidate->index)
+ candidate = pspp_coeff_get_var (coef, i);
+ if (v == candidate)
{
- return (c->v_info + i)->val;
+ return (coef->v_info + i)->val;
}
i++;
}
}
/*
- Which coefficient is associated with V? The VAL argument is relevant
- only to categorical variables.
+ Get or set the standard deviation of the variable associated with this coefficient.
*/
-const struct pspp_linreg_coeff *
-pspp_linreg_get_coeff (const pspp_linreg_cache * c,
- const struct variable *v, const union value *val)
+double pspp_coeff_get_sd (const struct pspp_coeff *coef)
+{
+ return coef->v_info->sd;
+}
+void pspp_coeff_set_sd (struct pspp_coeff *coef, double s)
{
- int i = 1;
- struct pspp_linreg_coeff *result = NULL;
- const struct variable *tmp = NULL;
+ coef->v_info->sd = s;
+}
- if (c == NULL)
- {
- return NULL;
- }
- if (c->coeff == NULL || c->n_indeps == 0 || v == NULL)
- {
- return NULL;
- }
+/*
+ Get or set the mean for the variable associated with this coefficient.
+*/
+double pspp_coeff_get_mean (const struct pspp_coeff *coef)
+{
+ return coef->v_info->mean;
+}
- 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;
+void pspp_coeff_set_mean (struct pspp_coeff *coef, double m)
+{
+ coef->v_info->mean = m;
}
+
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