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[Pspp-cvs] pspp/src/math/linreg linreg.c
From: |
Jason H Stover |
Subject: |
[Pspp-cvs] pspp/src/math/linreg linreg.c |
Date: |
Sun, 09 Apr 2006 13:39:07 +0000 |
CVSROOT: /sources/pspp
Module name: pspp
Branch:
Changes by: Jason H Stover <address@hidden> 06/04/09 13:39:07
Modified files:
src/math/linreg: linreg.c
Log message:
initialize prediction method
CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/pspp/src/math/linreg/linreg.c.diff?tr1=1.3&tr2=1.4&r1=text&r2=text
Patches:
Index: pspp/src/math/linreg/linreg.c
diff -u pspp/src/math/linreg/linreg.c:1.3 pspp/src/math/linreg/linreg.c:1.4
--- pspp/src/math/linreg/linreg.c:1.3 Tue Apr 4 12:43:22 2006
+++ pspp/src/math/linreg/linreg.c Sun Apr 9 13:39:07 2006
@@ -1,23 +1,22 @@
-/* lib/linreg/linreg.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.
-*/
+/*
+ * lib/linreg/linreg.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.
+ */
#include <gsl/gsl_fit.h>
#include <gsl/gsl_multifit.h>
@@ -32,7 +31,7 @@
Y = Xb + Z
- where Y is an n-by-1 column vector, X is an n-by-p matrix of
+ where Y is an n-by-1 column vector, X is an n-by-p matrix of
independent variables, b is a p-by-1 vector of regression coefficients,
and Z is an n-by-1 normally-distributed random vector with independent
identically distributed components with mean 0.
@@ -91,7 +90,7 @@
/*
Allocate a pspp_linreg_cache and return a pointer
- to it. n is the number of cases, p is the number of
+ to it. n is the number of cases, p is the number of
independent variables.
*/
pspp_linreg_cache *
@@ -102,12 +101,10 @@
c = (pspp_linreg_cache *) malloc (sizeof (pspp_linreg_cache));
c->indep_means = gsl_vector_alloc (p);
c->indep_std = gsl_vector_alloc (p);
- c->ssx = gsl_vector_alloc (p); /* Sums of squares for the independent
- variables.
- */
- c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the model
- parameters.
- */
+ c->ssx = gsl_vector_alloc (p); /* Sums of squares for the
+ * independent variables. */
+ c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the
+ * model parameters. */
c->cov = gsl_matrix_alloc (p + 1, p + 1); /* Covariance matrix. */
c->n_obs = n;
c->n_indeps = p;
@@ -115,6 +112,7 @@
Default settings.
*/
c->method = PSPP_LINREG_SWEEP;
+ c->predict = pspp_linreg_predict;
return c;
}
@@ -133,7 +131,7 @@
/*
Fit the linear model via least squares. All pointers passed to pspp_linreg
are assumed to be allocated to the correct size and initialized to the
- values as indicated by opts.
+ values as indicated by opts.
*/
int
pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
@@ -181,9 +179,8 @@
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 + 1; /* Adjust this later to allow for
+ * regression through the origin. */
if (cache->method == PSPP_LINREG_SWEEP)
{
gsl_matrix *sw;
@@ -262,7 +259,7 @@
}
/*
Get the covariance matrix of the parameter estimates.
- Only the upper triangle is necessary.
+ Only the upper triangle is necessary.
*/
/*
@@ -305,7 +302,7 @@
}
else
{
- gsl_multifit_linear_workspace *wk ;
+ gsl_multifit_linear_workspace *wk;
/*
Use QR decomposition via GSL.
*/
- [Pspp-cvs] pspp/src/math/linreg linreg.c,
Jason H Stover <=