src/math/covariance.h

   1 /* PSPP - a program for statistical analysis.
   2    Copyright (C) 2009, 2010, 2011 Free Software Foundation, Inc.
   3
   4    This program is free software: you can redistribute it and/or modify
   5    it under the terms of the GNU General Public License as published by
   6    the Free Software Foundation, either version 3 of the License, or
   7    (at your option) any later version.
   8
   9    This program is distributed in the hope that it will be useful,
  10    but WITHOUT ANY WARRANTY; without even the implied warranty of
  11    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  12    GNU General Public License for more details.
  13
  14    You should have received a copy of the GNU General Public License
  15    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
  16
  17
  18 #ifndef COVARIANCE_H
  19 #define COVARIANCE_H
  20
  21 #include <gsl/gsl_matrix.h>
  22 #include <stddef.h>
  23 #include "data/missing-values.h"
  24
  25 struct covariance;
  26 struct variable;
  27 struct ccase ;
  28 struct categoricals;
  29
  30 struct covariance * covariance_1pass_create (size_t n_vars, const struct variable *const *vars,
  31                                              const struct variable *wv, enum mv_class excl);
  32
  33 struct covariance *
  34 covariance_2pass_create (size_t n_vars, const struct variable *const *vars,
  35                          struct categoricals *cats,
  36                          const struct variable *wv, enum mv_class excl);
  37
  38 void covariance_accumulate (struct covariance *, const struct ccase *);
  39 void covariance_accumulate_pass1 (struct covariance *, const struct ccase *);
  40 void covariance_accumulate_pass2 (struct covariance *, const struct ccase *);
  41
  42 gsl_matrix * covariance_calculate (struct covariance *);
  43 const gsl_matrix * covariance_calculate_unnormalized (struct covariance *);
  44
  45 void covariance_destroy (struct covariance *cov);
  46
  47 const gsl_matrix *covariance_moments (const struct covariance *cov, int m);
  48
  49 const struct categoricals * covariance_get_categoricals (const struct covariance *cov);
  50 size_t covariance_dim (const struct covariance * cov);
  51
  52 struct tab_table ;
  53 void
  54 covariance_dump_enc (const struct covariance *cov, const struct ccase *c,
  55                      struct tab_table *t);
  56
  57 struct tab_table *
  58 covariance_dump_enc_header (const struct covariance *cov, int length);
  59
  60
  61
  62 #endif