regress.h

it is regression Algorithm in C/C++.

/*----------------------------------------------------------------------
  File    : regress.h
  Contents: multivariate polynomial regression management
  Author  : Christian Borgelt
  History : 2001.10.13 file created
            2001.10.15 first version completed
            2001.10.19 function/macro reg_coeff added
            2001.10.20 function reg_solve redesigned
            2001.10.26 function reg_sse added, reg_solve modified
            2007.04.04 extended regression functions added
            2007.04.12 functions reg_parse and reg_parsex added
----------------------------------------------------------------------*/
#ifndef __REGRESS__
#define __REGRESS__
#include <stdio.h>
#include "matrix.h"
#ifdef REG_PARSE
#include "parse.h"
#endif
#ifdef REG_EXTFN
#include "attmap.h"
#endif

/*----------------------------------------------------------------------
  Preprocessor Definitions
----------------------------------------------------------------------*/
/* --- description modes --- */
#define REG_TITLE     0x0001    /* print a title (as a comment) */
#define REG_EXPOS     0x0002    /* print exponents of variables */

/*----------------------------------------------------------------------
  Type Definitions
----------------------------------------------------------------------*/
typedef struct _regress {       /* --- a regression object --- */
  int    dim;                   /* number of dimensions */
  int    deg;                   /* degree of polynomial */
  int    cnt;                   /* number of regression coefficients */
  int    *tab;                  /* table of section sizes */
  double *vec;                  /* buffer for an input vector */
  double *buf;                  /* buffer for the power products */
  MATRIX *mat;                  /* regression matrix */
  double *rhs;                  /* right hand side of equation system */
  double *cfs;                  /* regression coefficients */
  double so2;                   /* sum of squared output values */
  double max;                   /* maximum for logit transformation */
  double sse;                   /* sum of squared errors */
  #ifdef REG_EXTFN
  ATTSET *attset;               /* underlying attribute set */
  ATTMAP *attmap;               /* attribute map for numeric coding */
  ATT    *trgatt;               /* target attribute */
  #endif
} REGRESS;                      /* (regression object) */

/*----------------------------------------------------------------------
  Functions
----------------------------------------------------------------------*/
extern REGRESS* reg_create  (int dim, int deg);
extern void     reg_delete  (REGRESS *reg);
#ifdef REG_EXTFN
extern REGRESS* reg_createx (ATTMAP *attmap, int deg);
extern void     reg_deletex (REGRESS *reg, int delas);
extern ATTSET*  reg_attset  (REGRESS *reg);
extern ATT*     reg_trgatt  (REGRESS *reg);
extern int      reg_trgid   (const REGRESS *reg);
#endif
extern void     reg_setmax  (REGRESS *reg, double max);
extern double   reg_getmax  (REGRESS *reg);
extern void     reg_init    (REGRESS *reg);

extern int      reg_dim     (REGRESS *reg);
extern int      reg_deg     (REGRESS *reg);
extern int      reg_cnt     (REGRESS *reg);
extern double   reg_coeff   (REGRESS *reg, int index);
extern double   reg_wgtsum  (REGRESS *reg);

extern int      reg_aggr    (REGRESS *reg, double *vec, double wgt);
#ifdef REG_EXTFN
extern int      reg_aggrx   (REGRESS *reg, TUPLE *tpl);
#endif
extern int      reg_solve   (REGRESS *reg);
extern double   reg_sse     (REGRESS *reg);
extern double   reg_exec    (REGRESS *reg, double *vec);
#ifdef REG_EXTFN
extern double   reg_execx   (REGRESS *reg, TUPLE *tpl);
#endif

extern int      reg_desc    (REGRESS *reg, FILE *file,
                             int mode, int maxlen);
#ifdef REG_PARSE
extern REGRESS* reg_parse   (SCAN *scan);
#ifdef REG_EXTFN
extern REGRESS* reg_parsex  (SCAN *scan, ATTMAP *attmap);
#endif
#endif

/*----------------------------------------------------------------------
  Preprocessor Definitions
----------------------------------------------------------------------*/
#ifdef REG_EXTFN
#define reg_attset(r)       ((r)->attset)
#define reg_trgatt(r)       ((r)->trgatt)
#define reg_trgid(r)        (att_id((r)->trgatt))
#endif
#define reg_setmax(r,m)     ((r)->max = (m))
#define reg_getmax(r,m)     ((r)->max)
#define reg_dim(r)          ((r)->dim)
#define reg_deg(r)          ((r)->deg)
#define reg_cnt(r)          ((r)->cnt)
#define reg_coeff(r,i)      ((r)->cfs[i])
#define reg_wgtsum(r)       mat_wgtsum((r)->mat)

#endif