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[Pspp-cvs] pspp/src math/linreg/linreg.c math/linreg/linre...
|
From: |
Jason H Stover |
|
Subject: |
[Pspp-cvs] pspp/src math/linreg/linreg.c math/linreg/linre... |
|
Date: |
Tue, 11 Mar 2008 03:28:49 +0000 |
CVSROOT: /sources/pspp
Module name: pspp
Changes by: Jason H Stover <jstover> 08/03/11 03:28:49
Modified files:
src/math/linreg: linreg.c linreg.h predict.c ChangeLog
src/math : coefficient.c ChangeLog
src/language/stats: regression.q ChangeLog
Log message:
Removed use of coefficient 0 as intercept; removed subcommand EXPORT.
CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/linreg/linreg.c?cvsroot=pspp&r1=1.27&r2=1.28
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/linreg/linreg.h?cvsroot=pspp&r1=1.18&r2=1.19
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/linreg/predict.c?cvsroot=pspp&r1=1.16&r2=1.17
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/linreg/ChangeLog?cvsroot=pspp&r1=1.20&r2=1.21
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/coefficient.c?cvsroot=pspp&r1=1.11&r2=1.12
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ChangeLog?cvsroot=pspp&r1=1.16&r2=1.17
http://cvs.savannah.gnu.org/viewcvs/pspp/src/language/stats/regression.q?cvsroot=pspp&r1=1.69&r2=1.70
http://cvs.savannah.gnu.org/viewcvs/pspp/src/language/stats/ChangeLog?cvsroot=pspp&r1=1.72&r2=1.73
Patches:
Index: math/linreg/linreg.c
===================================================================
RCS file: /sources/pspp/pspp/src/math/linreg/linreg.c,v
retrieving revision 1.27
retrieving revision 1.28
diff -u -b -r1.27 -r1.28
--- math/linreg/linreg.c 8 Mar 2008 18:58:58 -0000 1.27
+++ math/linreg/linreg.c 11 Mar 2008 03:28:48 -0000 1.28
@@ -107,10 +107,7 @@
{
v[i] = NULL;
}
- /*
- Start at c->coeff[1] to avoid the intercept.
- */
- for (j = 1; j < c->n_coeffs; j++)
+ for (j = 0; j < c->n_coeffs; j++)
{
tmp = pspp_coeff_get_var (c->coeff[j], 0);
assert (tmp != NULL);
@@ -243,9 +240,9 @@
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;
+ cache->intercept = 0.0;
+
if (cache->method == PSPP_LINREG_SWEEP)
{
gsl_matrix *sw;
@@ -319,7 +316,7 @@
for (i = 0; i < cache->n_indeps; i++)
{
tmp = gsl_matrix_get (sw, i, cache->n_indeps);
- cache->coeff[i + 1]->estimate = tmp;
+ cache->coeff[i]->estimate = tmp;
m -= tmp * gsl_vector_get (cache->indep_means, i);
}
/*
@@ -355,7 +352,7 @@
}
gsl_matrix_set (cache->cov, 0, 0, tmp);
- cache->coeff[0]->estimate = m;
+ cache->intercept = m;
}
else
{
Index: math/linreg/linreg.h
===================================================================
RCS file: /sources/pspp/pspp/src/math/linreg/linreg.h,v
retrieving revision 1.18
retrieving revision 1.19
diff -u -b -r1.18 -r1.19
--- math/linreg/linreg.h 12 Aug 2007 02:36:50 -0000 1.18
+++ math/linreg/linreg.h 11 Mar 2008 03:28:48 -0000 1.19
@@ -95,7 +95,8 @@
{
int n_obs; /* Number of observations. */
int n_indeps; /* Number of independent variables. */
- int n_coeffs;
+ int n_coeffs; /* The intercept is not considered a
+ coefficient here. */
/*
The variable struct is ignored during estimation. It is here so
@@ -105,6 +106,7 @@
gsl_vector *residuals;
struct pspp_coeff **coeff;
+ double intercept;
int method; /* Method to use to estimate parameters. */
/*
Means and standard deviations of the variables.
Index: math/linreg/predict.c
===================================================================
RCS file: /sources/pspp/pspp/src/math/linreg/predict.c,v
retrieving revision 1.16
retrieving revision 1.17
diff -u -b -r1.16 -r1.17
--- math/linreg/predict.c 29 Feb 2008 02:22:48 -0000 1.16
+++ math/linreg/predict.c 11 Mar 2008 03:28:48 -0000 1.17
@@ -51,7 +51,7 @@
{
const pspp_linreg_cache *c = c_;
int j;
- size_t next_coef = 1;
+ size_t next_coef = 0;
const struct pspp_coeff **coef_list;
const struct pspp_coeff *coe;
double result;
@@ -67,8 +67,7 @@
return c->depvar_mean;
}
coef_list = xnmalloc (c->n_coeffs, sizeof (*coef_list));
- *coef_list = c->coeff[0];
- result = c->coeff[0]->estimate; /* Intercept. */
+ result = c->intercept;
/*
The loops guard against the possibility that the caller passed us
Index: math/linreg/ChangeLog
===================================================================
RCS file: /sources/pspp/pspp/src/math/linreg/ChangeLog,v
retrieving revision 1.20
retrieving revision 1.21
diff -u -b -r1.20 -r1.21
--- math/linreg/ChangeLog 8 Mar 2008 18:58:58 -0000 1.20
+++ math/linreg/ChangeLog 11 Mar 2008 03:28:48 -0000 1.21
@@ -1,3 +1,7 @@
+2008-03-10 Jason Stover <address@hidden>
+
+ * linreg.c (pspp_linreg): Remove use of coefficient 0 as intercept.
+
2008-03-08 Jason Stover <address@hidden>
* linreg.c (pspp_linreg_get_vars): Clean up the loop that searches
Index: math/coefficient.c
===================================================================
RCS file: /sources/pspp/pspp/src/math/coefficient.c,v
retrieving revision 1.11
retrieving revision 1.12
diff -u -b -r1.11 -r1.12
--- math/coefficient.c 1 Mar 2008 20:53:00 -0000 1.11
+++ math/coefficient.c 11 Mar 2008 03:28:48 -0000 1.12
@@ -195,11 +195,8 @@
{
return NULL;
}
- /*
- C->N_COEFFS == 1 means regression through the origin.
- */
- i = (c->n_coeffs > 1) ? 1 : 0;
- result = c->coeff[i];
+ i = 0;
+ result = c->coeff[0];
tmp = pspp_coeff_get_var (result, 0);
while (tmp != v && i < c->n_coeffs)
{
@@ -207,8 +204,11 @@
tmp = pspp_coeff_get_var (result, 0);
i++;
}
- if (i >= c->n_coeffs)
+ if (tmp != v)
{
+ /*
+ Not found.
+ */
return NULL;
}
if (var_is_numeric (v))
@@ -229,7 +229,7 @@
result = c->coeff[i];
tmp = pspp_coeff_get_var (result, 0);
}
- if (i == c->n_coeffs)
+ if (i == c->n_coeffs && tmp != v)
{
return NULL;
}
Index: math/ChangeLog
===================================================================
RCS file: /sources/pspp/pspp/src/math/ChangeLog,v
retrieving revision 1.16
retrieving revision 1.17
diff -u -b -r1.16 -r1.17
--- math/ChangeLog 1 Mar 2008 20:53:00 -0000 1.16
+++ math/ChangeLog 11 Mar 2008 03:28:48 -0000 1.17
@@ -1,3 +1,8 @@
+2008-03-10 Jason Stover <address@hidden>
+
+ * coefficient.c (pspp_linreg_get_coeff): Removed use of
+ coefficient 0 as intercept.
+
2008-03-01 Jason Stover <address@hidden>
* coefficient.c (pspp_coeff_init): Ensure first arg is not a null
Index: language/stats/regression.q
===================================================================
RCS file: /sources/pspp/pspp/src/language/stats/regression.q,v
retrieving revision 1.69
retrieving revision 1.70
diff -u -b -r1.69 -r1.70
--- language/stats/regression.q 2 Jan 2008 03:46:44 -0000 1.69
+++ language/stats/regression.q 11 Mar 2008 03:28:49 -0000 1.70
@@ -22,7 +22,6 @@
#include <math.h>
#include <stdlib.h>
-#include "regression-export.h"
#include <data/case.h>
#include <data/casegrouper.h>
#include <data/casereader.h>
@@ -75,7 +74,6 @@
f,
defaults,
all;
- export=custom;
^dependent=varlist;
+save[sv_]=resid,pred;
+method=enter.
@@ -113,12 +111,6 @@
*/
static size_t n_variables;
-/*
- File where the model will be saved if the EXPORT subcommand
- is given.
- */
-static struct file_handle *model_file;
-
static bool run_regression (struct casereader *, struct cmd_regression *,
struct dataset *, pspp_linreg_cache **);
@@ -185,6 +177,7 @@
size_t j;
int n_cols = 7;
int n_rows;
+ int this_row;
double t_stat;
double pval;
double coeff;
@@ -197,7 +190,7 @@
struct tab_table *t;
assert (c != NULL);
- n_rows = c->n_coeffs + 2;
+ n_rows = c->n_coeffs + 3;
t = tab_create (n_cols, n_rows, 0);
tab_headers (t, 2, 0, 1, 0);
@@ -213,18 +206,18 @@
tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Significance"));
tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(Constant)"));
- coeff = c->coeff[0]->estimate;
- tab_float (t, 2, 1, 0, coeff, 10, 2);
+ tab_float (t, 2, 1, 0, c->intercept, 10, 2);
std_err = sqrt (gsl_matrix_get (c->cov, 0, 0));
tab_float (t, 3, 1, 0, std_err, 10, 2);
- beta = coeff / c->depvar_std;
+ beta = c->intercept / c->depvar_std;
tab_float (t, 4, 1, 0, beta, 10, 2);
- t_stat = coeff / std_err;
+ t_stat = c->intercept / std_err;
tab_float (t, 5, 1, 0, t_stat, 10, 2);
pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), 1.0);
tab_float (t, 6, 1, 0, pval, 10, 2);
- for (j = 1; j <= c->n_indeps; j++)
+ for (j = 0; j < c->n_coeffs; j++)
{
+ this_row = j + 2;
struct string tstr;
ds_init_empty (&tstr);
@@ -245,37 +238,37 @@
var_append_value_name (v, val, &tstr);
}
- tab_text (t, 1, j + 1, TAB_CENTER, ds_cstr (&tstr));
+ tab_text (t, 1, this_row, TAB_CENTER, ds_cstr (&tstr));
/*
Regression coefficients.
*/
coeff = c->coeff[j]->estimate;
- tab_float (t, 2, j + 1, 0, coeff, 10, 2);
+ tab_float (t, 2, this_row, 0, coeff, 10, 2);
/*
Standard error of the coefficients.
*/
- std_err = sqrt (gsl_matrix_get (c->cov, j, j));
- tab_float (t, 3, j + 1, 0, std_err, 10, 2);
+ std_err = sqrt (gsl_matrix_get (c->cov, j + 1, j + 1));
+ tab_float (t, 3, this_row, 0, std_err, 10, 2);
/*
'Standardized' coefficient, i.e., regression coefficient
if all variables had unit variance.
*/
- beta = gsl_vector_get (c->indep_std, j);
+ beta = gsl_vector_get (c->indep_std, j + 1);
beta *= coeff / c->depvar_std;
- tab_float (t, 4, j + 1, 0, beta, 10, 2);
+ tab_float (t, 4, this_row, 0, beta, 10, 2);
/*
Test statistic for H0: coefficient is 0.
*/
t_stat = coeff / std_err;
- tab_float (t, 5, j + 1, 0, t_stat, 10, 2);
+ tab_float (t, 5, this_row, 0, t_stat, 10, 2);
/*
P values for the test statistic above.
*/
pval =
2 * gsl_cdf_tdist_Q (fabs (t_stat),
(double) (c->n_obs - c->n_coeffs));
- tab_float (t, 6, j + 1, 0, pval, 10, 2);
+ tab_float (t, 6, this_row, 0, pval, 10, 2);
ds_destroy (&tstr);
}
tab_title (t, _("Coefficients"));
@@ -395,7 +388,7 @@
tab_vline (t, TAL_0, 1, 0, 0);
tab_text (t, 0, 0, TAB_CENTER | TAT_TITLE, _("Model"));
tab_text (t, 1, 1, TAB_CENTER | TAT_TITLE, _("Covariances"));
- for (i = 1; i < c->n_coeffs; i++)
+ for (i = 0; i < c->n_coeffs; i++)
{
const struct variable *v = pspp_coeff_get_var (c->coeff[i], 0);
label = var_to_string (v);
@@ -672,7 +665,6 @@
add_transformation (ds, f, regression_trns_free, t);
trns_index++;
}
-
static void
subcommand_save (struct dataset *ds, int save, pspp_linreg_cache ** models)
{
@@ -722,232 +714,6 @@
}
}
-static int
-reg_inserted (const struct variable *v, struct variable **varlist, int n_vars)
-{
- int i;
-
- for (i = 0; i < n_vars; i++)
- {
- if (v == varlist[i])
- {
- return 1;
- }
- }
- return 0;
-}
-
-static void
-reg_print_categorical_encoding (FILE * fp, pspp_linreg_cache * c)
-{
- int i;
- int n_vars = 0;
- struct variable **varlist;
-
- fprintf (fp, "%s", reg_export_categorical_encode_1);
-
- varlist = xnmalloc (c->n_indeps, sizeof (*varlist));
- for (i = 1; i < c->n_indeps; i++) /* c->coeff[0] is the intercept. */
- {
- struct pspp_coeff *coeff = c->coeff[i];
- const struct variable *v = pspp_coeff_get_var (coeff, 0);
- if (var_is_alpha (v))
- {
- if (!reg_inserted (v, varlist, n_vars))
- {
- fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t",
- var_get_name (v));
- varlist[n_vars] = (struct variable *) v;
- n_vars++;
- }
- }
- }
- fprintf (fp, "int n_vars = %d;\n\t", n_vars);
- fprintf (fp, "struct pspp_reg_categorical_variable *varlist[%d] = {",
- n_vars);
- for (i = 0; i < n_vars - 1; i++)
- {
- fprintf (fp, "&%s,\n\t\t", var_get_name (varlist[i]));
- }
- fprintf (fp, "&%s};\n\t", var_get_name (varlist[i]));
-
- for (i = 0; i < n_vars; i++)
- {
- int n_categories = cat_get_n_categories (varlist[i]);
- int j;
-
- fprintf (fp, "%s.name = \"%s\";\n\t",
- var_get_name (varlist[i]), var_get_name (varlist[i]));
- fprintf (fp, "%s.n_vals = %d;\n\t",
- var_get_name (varlist[i]), n_categories);
-
- for (j = 0; j < n_categories; j++)
- {
- struct string vstr;
- const union value *val = cat_subscript_to_value (j, varlist[i]);
- ds_init_empty (&vstr);
- var_append_value_name (varlist[i], val, &vstr);
- fprintf (fp, "%s.values[%d] = \"%s\";\n\t",
- var_get_name (varlist[i]), j,
- ds_cstr (&vstr));
-
- ds_destroy (&vstr);
- }
- }
- fprintf (fp, "%s", reg_export_categorical_encode_2);
-}
-
-static void
-reg_print_depvars (FILE * fp, pspp_linreg_cache * c)
-{
- int i;
- struct pspp_coeff *coeff;
- const struct variable *v;
-
- fprintf (fp, "char *model_depvars[%d] = {", c->n_indeps);
- for (i = 1; i < c->n_indeps; i++)
- {
- coeff = c->coeff[i];
- v = pspp_coeff_get_var (coeff, 0);
- fprintf (fp, "\"%s\",\n\t\t", var_get_name (v));
- }
- coeff = c->coeff[i];
- v = pspp_coeff_get_var (coeff, 0);
- fprintf (fp, "\"%s\"};\n\t", var_get_name (v));
-}
-static void
-reg_print_getvar (FILE * fp, pspp_linreg_cache * c)
-{
- fprintf (fp, "static int\npspp_reg_getvar (char *v_name)\n{\n\t");
- fprintf (fp, "int i;\n\tint n_vars = %d;\n\t", c->n_indeps);
- reg_print_depvars (fp, c);
- fprintf (fp, "for (i = 0; i < n_vars; i++)\n\t{\n\t\t");
- fprintf (fp,
- "if (strncmp (v_name, model_depvars[i], PSPP_REG_MAXLEN) ==
0)\n\t\t{\n\t\t\t");
- fprintf (fp, "return i;\n\t\t}\n\t}\n}\n");
-}
-static int
-reg_has_categorical (pspp_linreg_cache * c)
-{
- int i;
- const struct variable *v;
-
- for (i = 1; i < c->n_coeffs; i++)
- {
- v = pspp_coeff_get_var (c->coeff[i], 0);
- if (var_is_alpha (v))
- return 1;
- }
- return 0;
-}
-
-static void
-subcommand_export (int export, pspp_linreg_cache * c)
-{
- FILE *fp;
- size_t i;
- size_t j;
- int n_quantiles = 100;
- double tmp;
- struct pspp_coeff *coeff;
-
- if (export)
- {
- assert (c != NULL);
- assert (model_file != NULL);
- fp = fopen (fh_get_file_name (model_file), "w");
- assert (fp != NULL);
- fprintf (fp, "%s", reg_preamble);
- reg_print_getvar (fp, c);
- if (reg_has_categorical (c))
- {
- reg_print_categorical_encoding (fp, c);
- }
- fprintf (fp, "%s", reg_export_t_quantiles_1);
- for (i = 0; i < n_quantiles - 1; i++)
- {
- tmp = 0.5 + 0.005 * (double) i;
- fprintf (fp, "%.15e,\n\t\t",
- gsl_cdf_tdist_Pinv (tmp, c->n_obs - c->n_indeps));
- }
- fprintf (fp, "%.15e};\n\t",
- gsl_cdf_tdist_Pinv (.9995, c->n_obs - c->n_indeps));
- fprintf (fp, "%s", reg_export_t_quantiles_2);
- fprintf (fp, "%s", reg_mean_cmt);
- fprintf (fp, "double\npspp_reg_estimate (const double *var_vals,");
- fprintf (fp, "const char *var_names[])\n{\n\t");
- fprintf (fp, "double model_coeffs[%d] = {", c->n_indeps);
- for (i = 1; i < c->n_indeps; i++)
- {
- coeff = c->coeff[i];
- fprintf (fp, "%.15e,\n\t\t", coeff->estimate);
- }
- coeff = c->coeff[i];
- fprintf (fp, "%.15e};\n\t", coeff->estimate);
- coeff = c->coeff[0];
- fprintf (fp, "double estimate = %.15e;\n\t", coeff->estimate);
- fprintf (fp, "int i;\n\tint j;\n\n\t");
- fprintf (fp, "for (i = 0; i < %d; i++)\n\t", c->n_indeps);
- fprintf (fp, "%s", reg_getvar);
- fprintf (fp, "const double cov[%d][%d] = {\n\t", c->n_coeffs,
- c->n_coeffs);
- for (i = 0; i < c->cov->size1 - 1; i++)
- {
- fprintf (fp, "{");
- for (j = 0; j < c->cov->size2 - 1; j++)
- {
- fprintf (fp, "%.15e, ", gsl_matrix_get (c->cov, i, j));
- }
- fprintf (fp, "%.15e},\n\t", gsl_matrix_get (c->cov, i, j));
- }
- fprintf (fp, "{");
- for (j = 0; j < c->cov->size2 - 1; j++)
- {
- fprintf (fp, "%.15e, ",
- gsl_matrix_get (c->cov, c->cov->size1 - 1, j));
- }
- fprintf (fp, "%.15e}\n\t",
- gsl_matrix_get (c->cov, c->cov->size1 - 1, c->cov->size2 - 1));
- fprintf (fp, "};\n\tint n_vars = %d;\n\tint i;\n\tint j;\n\t",
- c->n_indeps);
- fprintf (fp, "double unshuffled_vals[%d];\n\t", c->n_indeps);
- fprintf (fp, "%s", reg_variance);
- fprintf (fp, "%s", reg_export_confidence_interval);
- tmp = c->mse * c->mse;
- fprintf (fp, "%s %.15e", reg_export_prediction_interval_1, tmp);
- fprintf (fp, "%s %.15e", reg_export_prediction_interval_2, tmp);
- fprintf (fp, "%s", reg_export_prediction_interval_3);
- fclose (fp);
- fp = fopen ("pspp_model_reg.h", "w");
- fprintf (fp, "%s", reg_header);
- fclose (fp);
- }
-}
-
-static int
-regression_custom_export (struct lexer *lexer, struct dataset *ds UNUSED,
- struct cmd_regression *cmd UNUSED, void *aux UNUSED)
-{
- /* 0 on failure, 1 on success, 2 on failure that should result in syntax
error */
- if (!lex_force_match (lexer, '('))
- return 0;
-
- if (lex_match (lexer, '*'))
- model_file = NULL;
- else
- {
- fh_unref (model_file);
- model_file = fh_parse (lexer, FH_REF_FILE);
- if (model_file == NULL)
- return 0;
- }
-
- if (!lex_force_match (lexer, ')'))
- return 0;
-
- return 1;
-}
-
int
cmd_regression (struct lexer *lexer, struct dataset *ds)
{
@@ -957,10 +723,8 @@
bool ok;
size_t i;
- model_file = NULL;
if (!parse_regression (lexer, ds, &cmd, NULL))
{
- fh_unref (model_file);
return CMD_FAILURE;
}
@@ -981,7 +745,6 @@
free (v_variables);
free (models);
free_regression (&cmd);
- fh_unref (model_file);
return ok ? CMD_SUCCESS : CMD_FAILURE;
}
@@ -1094,10 +857,8 @@
static void
coeff_init (pspp_linreg_cache * c, struct design_matrix *dm)
{
- c->coeff = xnmalloc (dm->m->size2 + 1, sizeof (*c->coeff));
- c->coeff[0] = xmalloc (sizeof (*(c->coeff[0]))); /* The first
coefficient is the intercept. */
- c->coeff[0]->v_info = NULL; /* Intercept has no associated variable. */
- pspp_coeff_init (c->coeff + 1, dm);
+ c->coeff = xnmalloc (dm->m->size2, sizeof (*c->coeff));
+ pspp_coeff_init (c->coeff, dm);
}
/*
@@ -1255,7 +1016,6 @@
if (!taint_has_tainted_successor (casereader_get_taint (input)))
{
subcommand_statistics (cmd->a_statistics, models[k]);
- subcommand_export (cmd->sbc_export, models[k]);
}
gsl_vector_free (Y);
Index: language/stats/ChangeLog
===================================================================
RCS file: /sources/pspp/pspp/src/language/stats/ChangeLog,v
retrieving revision 1.72
retrieving revision 1.73
diff -u -b -r1.72 -r1.73
--- language/stats/ChangeLog 14 Feb 2008 12:08:39 -0000 1.72
+++ language/stats/ChangeLog 11 Mar 2008 03:28:49 -0000 1.73
@@ -1,3 +1,8 @@
+2008-03-10 Jason Stover <address@hidden>
+
+ * regression.q (run_regression): Removed code for EXPORT
+ subcommand. Remove use of coefficient 0 as the intercept.
+
2008-02-14 John Darrington <address@hidden>
* examine.q: Fixed counts of missing variables. Thanks to
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Jason H Stover <=