struct moments1 **m1;
struct moments **m;
const struct variable **v_variables;
+ const struct interaction_variable **interactions;
size_t n_variables;
+ size_t n_intr;
int n_pass;
int missing_handling;
enum mv_class missing_value;
result->ca = covariance_hsh_create (&result->n_variables);
result->m = NULL;
result->m1 = NULL;
+ result->n_intr = 0;
result->missing_handling = missing_handling;
result->missing_value = missing_value;
result->accumulate = (result->missing_handling == LISTWISE) ?
return result;
}
+void
+covariance_interaction_set (struct covariance_matrix *cov,
+ const struct interaction_variable **intr, size_t n_intr)
+{
+ cov->interactions = intr;
+ cov->n_intr = n_intr;
+}
+
static size_t
get_n_rows (size_t n_variables, const struct variable *v_variables[])
{
return design_matrix_create (n_variables, v_variables, n_rows);
}
+static size_t
+get_n_rows_s (const struct variable *var)
+{
+ size_t result = 0;
+ if (var_is_numeric (var))
+ {
+ result++;
+ }
+ else
+ {
+ result += cat_get_n_categories (var) - 1;
+ }
+ return result;
+}
+static struct design_matrix *
+covariance_matrix_create_s (struct covariance_matrix *cov)
+{
+ struct variable **v_variables;
+ size_t n_variables;
+ size_t n_rows = 0;
+ size_t i;
+ size_t j;
+
+ n_variables = cov->n_variables + cov->n_intr;
+ v_variables = xnmalloc (n_variables, sizeof (*v_variables));
+ for (i = 0; i < cov->n_variables; i++)
+ {
+ v_variables[i] = cov->v_variables[i];
+ n_rows += get_n_rows_s (v_variables[i]);
+ }
+ for (j = 0; j < cov->n_intr; j++)
+ {
+ v_variables[i + j] = interaction_get_variable (cov->interactions[j]);
+ n_rows += get_n_rows_s (v_variables[i]);
+ }
+ return design_matrix_create (n_variables, v_variables, n_rows);
+}
+
static void
update_moments1 (struct covariance_matrix *cov, size_t i, double x)
{
}
static void
-update_hash_entry (struct hsh_table *c,
- const struct variable *v1,
- const struct variable *v2,
- const union value *val1, const union value *val2,
- const struct interaction_value *i_val1,
- const struct interaction_value *i_val2)
+update_hash_entry_intr (struct hsh_table *c,
+ const struct variable *v1,
+ const struct variable *v2,
+ const union value *val1, const union value *val2,
+ const struct interaction_value *i_val1,
+ const struct interaction_value *i_val2)
{
struct covariance_accumulator *ca;
struct covariance_accumulator *new_entry;
}
}
+static void
+update_hash_entry (struct hsh_table *c,
+ const struct variable *v1,
+ const struct variable *v2,
+ const union value *val1, const union value *val2)
+{
+ struct covariance_accumulator *ca;
+ struct covariance_accumulator *new_entry;
+
+ ca = get_new_covariance_accumulator (v1, v2, val1, val2);
+ ca->dot_product = update_product (ca->v1, ca->v2, ca->val1, ca->val2);
+ ca->sum1 = update_sum (ca->v1, ca->val1, 1.0);
+ ca->sum2 = update_sum (ca->v2, ca->val2, 1.0);
+ ca->ssize = 1.0;
+ new_entry = hsh_insert (c, ca);
+
+ if (new_entry != NULL)
+ {
+ new_entry->dot_product += ca->dot_product;
+ new_entry->ssize += 1.0;
+ new_entry->sum1 += ca->sum1;
+ new_entry->sum2 += ca->sum2;
+ /*
+ If DOT_PRODUCT is null, CA was not already in the hash
+ hable, so we don't free it because it was just inserted.
+ If DOT_PRODUCT was not null, CA is already in the hash table.
+ Unnecessary now, it must be freed here.
+ */
+ free (ca);
+ }
+}
+
+static void
+inner_intr_loop (struct covariance_matrix *cov, const struct ccase *ccase, const struct variable *var1,
+ const union value *val1, const struct interaction_variable **i_var,
+ const struct interaction_value *i_val1, size_t j)
+{
+ struct variable *var2;
+ union value *val2;
+ struct interaction_value *i_val2;
+
+ var2 = interaction_get_variable (i_var[j]);
+ i_val2 = interaction_case_data (ccase, i_var[j]);
+ val2 = interaction_value_get (i_val2);
+
+ if (!var_is_value_missing (var2, val2, cov->missing_value))
+ {
+ update_hash_entry_intr (cov->ca, var1, var2, val1, val2, i_val1, i_val2);
+ }
+}
/*
Compute the covariance matrix in a single data-pass. Cases with
missing values are dropped pairwise, in other words, only if one of
const union value *val1;
const union value *val2;
const struct variable **v_variables;
+ const struct variable *var1;
+ const struct variable *var2;
struct interaction_value *i_val1 = NULL;
struct interaction_value *i_val2 = NULL;
for (i = 0; i < cov->n_variables; ++i)
{
- if (is_interaction (v_variables[i], i_var, n_intr))
- {
- i_val1 = interaction_case_data (ccase, v_variables[i], i_var, n_intr);
- val1 = interaction_value_get (i_val1);
- }
- else
- {
- val1 = case_data (ccase, v_variables[i]);
- }
- if (!var_is_value_missing (v_variables[i], val1, cov->missing_value))
+ var1 = v_variables[i];
+ val1 = case_data (ccase, var1);
+ if (!var_is_value_missing (var1, val1, cov->missing_value))
{
- cat_value_update (v_variables[i], val1);
- if (var_is_numeric (v_variables[i]))
+ cat_value_update (var1, val1);
+ if (var_is_numeric (var1))
cov->update_moments (cov, i, val1->f);
for (j = i; j < cov->n_variables; j++)
{
- if (is_interaction (v_variables[j], i_var, n_intr))
- {
- i_val2 = interaction_case_data (ccase, v_variables[j], i_var, n_intr);
- val2 = interaction_value_get (i_val2);
- }
- else
- {
- val2 = case_data (ccase, v_variables[j]);
- }
+ var2 = v_variables[j];
+ val2 = case_data (ccase, var2);
if (!var_is_value_missing
- (v_variables[j], val2, cov->missing_value))
+ (var2, val2, cov->missing_value))
{
- update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2, i_val1, i_val2);
+ update_hash_entry (cov->ca, var1, var2, val1, val2);
}
}
+ for (j = 0; j < cov->n_intr; j++)
+ {
+ inner_intr_loop (cov, ccase, var1, val1, i_var, i_val1, j);
+ }
+ }
+ }
+ for (i = 0; i < cov->n_intr; i++)
+ {
+ var1 = interaction_get_variable (i_var[i]);
+ i_val1 = interaction_case_data (ccase, i_var[i]);
+ val1 = interaction_value_get (i_val1);
+ cat_value_update (var1, val1);
+ if (!var_is_value_missing (var1, val1, cov->missing_value))
+ {
+ for (j = i; j < cov->n_intr; j++)
+ {
+ inner_intr_loop (cov, ccase, var1, val1, i_var, i_val1, j);
+ }
}
}
}
for (i = 0; i < cov->n_variables; ++i)
{
- if (is_interaction (v_variables[i], i_var, n_intr))
- {
- i_val1 = interaction_case_data (ccase, v_variables[i], i_var, n_intr);
- val1 = interaction_value_get (i_val1);
- }
- else
- {
- val1 = case_data (ccase, v_variables[i]);
- }
+ val1 = case_data (ccase, v_variables[i]);
cat_value_update (v_variables[i], val1);
if (var_is_numeric (v_variables[i]))
cov->update_moments (cov, i, val1->f);
for (j = i; j < cov->n_variables; j++)
{
- if (is_interaction (v_variables[j], i_var, n_intr))
- {
- i_val2 = interaction_case_data (ccase, v_variables[j], i_var, n_intr);
- val2 = interaction_value_get (i_val2);
- }
- else
- {
- val2 = case_data (ccase, v_variables[j]);
- }
update_hash_entry (cov->ca, v_variables[i], v_variables[j],
- val1, val2, i_val1, i_val2);
+ val1, val2);
}
}
}
else
{
k = 0;
- while (var_get_dict_index (cov->v_variables[k]) != var_get_dict_index (var))
+ while (cov->v_variables[k] != var && k < cov->n_variables)
{
k++;
}
- moments1_calculate (cov->m1[k], &n, &mean, NULL, NULL, NULL);
- return mean * n;
+ if (k < cov->n_variables)
+ {
+ moments1_calculate (cov->m1[k], &n, &mean, NULL, NULL, NULL);
+ return mean * n;
+ }
}
}
-
+
return 0.0;
}
static void
struct covariance_accumulator *entry;
struct hsh_iterator iter;
- cov->cov = covariance_matrix_create (cov->n_variables, cov->v_variables);
- cov->ssize = covariance_matrix_create (cov->n_variables, cov->v_variables);
+ cov->cov = covariance_matrix_create_s (cov);
+ cov->ssize = covariance_matrix_create_s (cov);
entry = hsh_first (cov->ca, &iter);
while (entry != NULL)
{
projects / pspp-builds.git / blobdiff