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LazStats: Refactor MultGenUnit. Add pdf help to chm. NOTE: The calculation yields different results than in pdf.
git-svn-id: https://svn.code.sf.net/p/lazarus-ccr/svn@7406 8e941d3f-bd1b-0410-a28a-d453659cc2b4
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@ -1431,6 +1431,7 @@
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</Item3>
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<Item4>
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<Name Value="EGridException"/>
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<Enabled Value="False"/>
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</Item4>
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<Item5>
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<Name Value="EConvertError"/>
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@ -4,9 +4,11 @@ object MultGenFrm: TMultGenFrm
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Top = 254
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Width = 581
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ActiveControl = NoVarsEdit
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AutoSize = True
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Caption = 'Multivariate Generator'
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ClientHeight = 396
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ClientWidth = 581
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OnActivate = FormActivate
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OnCreate = FormCreate
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OnShow = FormShow
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Position = poMainFormCenter
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@ -22,8 +24,7 @@ object MultGenFrm: TMultGenFrm
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Alignment = taRightJustify
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BorderSpacing.Left = 8
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BorderSpacing.Top = 8
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OnExit = NoVarsEditExit
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OnKeyPress = NoVarsEditKeyPress
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OnEditingDone = NoVarsEditEditingDone
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TabOrder = 0
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Text = 'NoVarsEdit'
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end
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@ -62,10 +63,10 @@ object MultGenFrm: TMultGenFrm
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Height = 23
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Top = 35
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Width = 45
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Alignment = taRightJustify
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Anchors = [akTop, akLeft, akRight]
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BorderSpacing.Top = 4
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OnExit = NoObsEditExit
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OnKeyPress = NoObsEditKeyPress
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OnEditingDone = NoObsEditEditingDone
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TabOrder = 1
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Text = 'NoObsEdit'
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end
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@ -77,9 +78,9 @@ object MultGenFrm: TMultGenFrm
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Left = 203
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Height = 19
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Top = 10
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Width = 106
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Width = 107
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BorderSpacing.Left = 32
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Caption = 'Print Parametes:'
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Caption = 'Print Parameters'
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TabOrder = 2
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end
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object SampleChk: TCheckBox
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@ -87,13 +88,13 @@ object MultGenFrm: TMultGenFrm
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AnchorSideLeft.Side = asrBottom
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AnchorSideTop.Control = ParmsChk
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AnchorSideTop.Side = asrCenter
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Left = 333
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Left = 334
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Height = 19
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Top = 10
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Width = 118
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Width = 115
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BorderSpacing.Left = 24
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BorderSpacing.Right = 8
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Caption = 'Print Sample Stats:'
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Caption = 'Print Sample Stats'
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TabOrder = 3
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end
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object PerturbChk: TCheckBox
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@ -109,72 +110,57 @@ object MultGenFrm: TMultGenFrm
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TabOrder = 4
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end
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object ResetBtn: TButton
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AnchorSideRight.Control = CancelBtn
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AnchorSideRight.Control = ComputeBtn
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 284
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Left = 372
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Height = 25
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Top = 363
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Width = 54
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Anchors = [akRight, akBottom]
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AutoSize = True
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BorderSpacing.Right = 12
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BorderSpacing.Left = 8
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BorderSpacing.Right = 8
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BorderSpacing.Bottom = 8
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Caption = 'Reset'
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OnClick = ResetBtnClick
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TabOrder = 7
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end
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object CancelBtn: TButton
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AnchorSideRight.Control = ComputeBtn
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 350
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Height = 25
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Top = 363
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Width = 62
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Anchors = [akRight, akBottom]
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AutoSize = True
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BorderSpacing.Right = 12
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BorderSpacing.Bottom = 8
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Caption = 'Cancel'
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ModalResult = 2
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OnClick = CancelBtnClick
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TabOrder = 8
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end
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object ComputeBtn: TButton
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AnchorSideRight.Control = ReturnBtn
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AnchorSideRight.Control = CloseBtn
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 424
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Left = 434
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Height = 25
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Top = 363
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Width = 76
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Anchors = [akRight, akBottom]
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AutoSize = True
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BorderSpacing.Right = 12
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BorderSpacing.Left = 8
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BorderSpacing.Right = 8
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BorderSpacing.Bottom = 8
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Caption = 'Compute'
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OnClick = ComputeBtnClick
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TabOrder = 9
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TabOrder = 8
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end
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object ReturnBtn: TButton
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object CloseBtn: TButton
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AnchorSideRight.Control = Owner
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AnchorSideRight.Side = asrBottom
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 512
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Left = 518
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Height = 25
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Top = 363
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Width = 61
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Width = 55
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Anchors = [akRight, akBottom]
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AutoSize = True
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BorderSpacing.Left = 8
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BorderSpacing.Top = 8
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BorderSpacing.Right = 8
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BorderSpacing.Bottom = 8
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Caption = 'Return'
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ModalResult = 1
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OnClick = ReturnBtnClick
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TabOrder = 10
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Caption = 'Close'
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ModalResult = 11
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TabOrder = 9
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end
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object Grid: TStringGrid
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AnchorSideLeft.Control = Owner
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@ -191,6 +177,7 @@ object MultGenFrm: TMultGenFrm
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BorderSpacing.Left = 8
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BorderSpacing.Top = 8
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BorderSpacing.Right = 8
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Constraints.MinHeight = 200
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Options = [goFixedVertLine, goFixedHorzLine, goVertLine, goHorzLine, goRangeSelect, goEditing, goTabs, goSmoothScroll]
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TabOrder = 5
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OnKeyPress = GridKeyPress
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@ -201,13 +188,14 @@ object MultGenFrm: TMultGenFrm
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AnchorSideRight.Control = ResetBtn
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AnchorSideBottom.Control = Owner
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AnchorSideBottom.Side = asrBottom
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Left = 221
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Left = 313
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Height = 25
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Top = 363
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Width = 51
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Anchors = [akRight, akBottom]
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AutoSize = True
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BorderSpacing.Right = 12
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BorderSpacing.Left = 8
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BorderSpacing.Right = 8
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BorderSpacing.Bottom = 8
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Caption = 'Help'
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OnClick = HelpBtnClick
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@ -217,7 +205,7 @@ object MultGenFrm: TMultGenFrm
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AnchorSideLeft.Control = Owner
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AnchorSideRight.Control = Owner
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AnchorSideRight.Side = asrBottom
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AnchorSideBottom.Control = ReturnBtn
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AnchorSideBottom.Control = CloseBtn
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Left = 0
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Height = 8
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Top = 347
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@ -1,3 +1,21 @@
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// No data file needed.
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//
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// Test input:
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// - Number of observables: 3
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// - Sample Size: 50
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// - Correlation VAR1/Var2: 0.8
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// - Correlation VAR1/VAR3: -0.3
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// - Correlation VAR2/VAR3: 0.5
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// - Mean VAR1: 50
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// - Mean VAR2: 20
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// - Mean VAR3: 100
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// - Std.Dev VAR1: 15
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// - Std.Dev VAR2: 10
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// - Std.Dev VAR3: 15
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//
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// NOTE:
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// THE RESULT OBTAINED DIFFER FROM THE RESULTS IN THE PDF HELP FILE GenMultiVar.pdf
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unit MultGenUnit;
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{$mode objfpc}{$H+}
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@ -17,9 +35,8 @@ type
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Bevel1: TBevel;
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HelpBtn: TButton;
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ResetBtn: TButton;
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CancelBtn: TButton;
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ComputeBtn: TButton;
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ReturnBtn: TButton;
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CloseBtn: TButton;
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PerturbChk: TCheckBox;
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SampleChk: TCheckBox;
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ParmsChk: TCheckBox;
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@ -28,25 +45,22 @@ type
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NoVarsEdit: TEdit;
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Label1: TLabel;
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Grid: TStringGrid;
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procedure CancelBtnClick(Sender: TObject);
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procedure ComputeBtnClick(Sender: TObject);
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procedure FormActivate(Sender: TObject);
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procedure FormCreate(Sender: TObject);
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procedure FormShow(Sender: TObject);
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procedure GridKeyPress(Sender: TObject; var Key: char);
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procedure GridSetEditText(Sender: TObject; ACol, ARow: Integer;
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const Value: string);
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procedure HelpBtnClick(Sender: TObject);
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procedure NoObsEditExit(Sender: TObject);
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procedure NoObsEditKeyPress(Sender: TObject; var Key: char);
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procedure NoVarsEditExit(Sender: TObject);
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procedure NoVarsEditKeyPress(Sender: TObject; var Key: char);
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procedure NoObsEditEditingDone(Sender: TObject);
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procedure NoVarsEditEditingDone(Sender: TObject);
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procedure ResetBtnClick(Sender: TObject);
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procedure ReturnBtnClick(Sender: TObject);
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private
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{ private declarations }
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NoVars : integer;
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NoObs : integer;
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gridrow, gridcol : integer;
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NoVars: integer;
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NoObs: integer;
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gridrow, gridcol: integer;
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public
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{ public declarations }
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@ -60,281 +74,376 @@ implementation
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{ TMultGenFrm }
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procedure TMultGenFrm.ResetBtnClick(Sender: TObject);
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VAR i, j : integer;
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var
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i, j: integer;
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begin
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NoVarsEdit.Text := '';
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NoObsEdit.Text := '';
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ParmsChk.Checked := true;
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SampleChk.Checked := true;
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Grid.RowCount := 2;
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Grid.ColCount := 2;
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for i := 0 to 1 do
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for j := 0 to 1 do Grid.Cells[i,j] := '';
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//CancelBtn.SetFocus; // <-- is this needed?
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end;
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procedure TMultGenFrm.ReturnBtnClick(Sender: TObject);
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begin
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exit;
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NoVarsEdit.Text := '';
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NoObsEdit.Text := '';
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ParmsChk.Checked := true;
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SampleChk.Checked := true;
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Grid.RowCount := 2;
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Grid.ColCount := 2;
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for i := 0 to 1 do
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for j := 0 to 1 do Grid.Cells[i,j] := '';
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end;
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procedure TMultGenFrm.FormShow(Sender: TObject);
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begin
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ResetBtnClick(self);
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ResetBtnClick(self);
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end;
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procedure TMultGenFrm.ComputeBtnClick(Sender: TObject);
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var
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RhoMat : DblDyneMat;
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SampMat : DblDyneMat;
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Mus : DblDyneVec;
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means : DblDyneVec;
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Sigmas : DblDyneVec;
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stddevs : DblDyneVec;
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i, j, k, i1, i2, n2, k1 : integer;
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determ, n3, r1, s8, s9, d2, x, y, mean : double;
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linestring : string;
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cellstring : string;
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title : string;
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RowLabels: StrDyneVec;
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ColLabels: StrDyneVec;
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RhoMat: DblDyneMat;
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SampMat: DblDyneMat;
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Mus: DblDyneVec;
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means: DblDyneVec;
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Sigmas: DblDyneVec;
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stddevs: DblDyneVec;
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i, j, k, i1, i2, n2, k1: integer;
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determ, n3, r1, s8, s9, d2, x, y, mean: double;
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cellstring: string;
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title: string;
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RowLabels: StrDyneVec;
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ColLabels: StrDyneVec;
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lReport: TStrings;
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begin
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OutputFrm.RichEdit.Clear;
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if (NoVarsEdit.Text = '') then begin
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NoVarsEdit.SetFocus;
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MessageDlg('Number of variables must be specified.', mtError, [mbOK], 0);
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exit;
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end;
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if not TryStrToInt(NoVarsEdit.Text, NoVars) or (NoVars <= 0) then
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begin
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NoVarsEdit.SetFocus;
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MessageDlg('Positive integer number required for Number of Variables.', mtError, [mbOK], 0);
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exit;
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end;
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// get memory allocations
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SetLength(RhoMat,NoVars,NoVars);
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SetLength(SampMat,NoVars,NoVars);
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SetLength(Mus,NoVars);
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SetLength(means,NoVars);
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SetLength(Sigmas,NoVars);
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SetLength(stddevs,NoVars);
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SetLength(RowLabels,NoVars);
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SetLength(ColLabels,NoVars);
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if (NoObsEdit.Text = '') then
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begin
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NoObsEdit.SetFocus;
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MessageDlg('Sample Size must be specified.', mtError, [mbOK], 0);
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exit;
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end;
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if not TryStrToInt(NoObsEdit.Text, NoObs) or (NoObs <= 0) then
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begin
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NoObsEdit.SetFocus;
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MessageDlg('Positive integer value required for Sample Size.', mtError, [mbOK], 0);
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exit;
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end;
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// get data from grid into arrays
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for i := 1 to NoVars do
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for j := 1 to NoVars do
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begin
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RhoMat[i-1,j-1] := StrToFloat(Grid.Cells[i,j]);
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end;
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for i := 1 to NoVars do
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for i:=1 to NoVars do
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begin
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for j := 1 to NoVars do
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begin
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Mus[i-1] := StrToFloat(Grid.Cells[i,NoVars+1]);
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Sigmas[i-1] := StrToFloat(Grid.Cells[i,NoVars+2]);
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RowLabels[i-1] := Grid.Cells[i,0];
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ColLabels[i-1] := RowLabels[i-1];
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if Grid.Cells[i, j] = '' then
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begin
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Grid.SetFocus;
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Grid.Col := i;
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Grid.Row := j;
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MessageDlg('Please specify the correlation between variable ' + Grid.Cells[i, 0] + ' and ' + Grid.Cells[0, j] + '.', mtError, [mbOK], 0);
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exit;
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end;
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if not TryStrToFloat(Grid.Cells[i, j], x) or (x < -1) or (x > 1) then begin
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Grid.SetFocus;
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grid.Col := i;
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Grid.Row := j;
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MessageDlg('The correlation must be a valid number between -1 and 1.', mtError, [mbOK], 0);
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exit;
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end;
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end;
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if Grid.Cells[i, NoVars+1] = '' then
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begin
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Grid.SetFocus;
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Grid.Col := i;
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Grid.Row := NoVars + 1;
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MessageDlg('Please specify the mean value of variable ' + Grid.Cells[i, 0] +'.', mtError, [mbOK], 0);
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exit;
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||||
end;
|
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if not TryStrToFloat(Grid.Cells[i, NoVars+1], x) then
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||||
begin
|
||||
Grid.SetFocus;
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Grid.Col := i;
|
||||
Grid.Row := NoVars + 1;
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||||
MessageDlg('Valid number expected.', mtError, [mbOK], 0);
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exit;
|
||||
end;
|
||||
if Grid.Cells[i, NoVars+2] = '' then
|
||||
begin
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Grid.SetFocus;
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||||
Grid.Col := i;
|
||||
Grid.Row := NoVars + 2;
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MessageDlg('Please specify the std. deviation of variable ' + Grid.Cells[i, 0] +'.', mtError, [mbOK], 0);
|
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exit;
|
||||
end;
|
||||
if not TryStrToFloat(Grid.Cells[i, NoVars+2], x) or (x < 0) then
|
||||
begin
|
||||
Grid.SetFocus;
|
||||
Grid.Col := i;
|
||||
Grid.Row := Novars + 2;
|
||||
MessageDlg('Valid positive number expected.', mtError, [mbOK], 0);
|
||||
exit;
|
||||
end;
|
||||
end;
|
||||
|
||||
// get memory allocations
|
||||
SetLength(RhoMat,NoVars,NoVars);
|
||||
SetLength(SampMat,NoVars,NoVars);
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||||
SetLength(Mus,NoVars);
|
||||
SetLength(means,NoVars);
|
||||
SetLength(Sigmas,NoVars);
|
||||
SetLength(stddevs,NoVars);
|
||||
SetLength(RowLabels,NoVars);
|
||||
SetLength(ColLabels,NoVars);
|
||||
|
||||
// get data from grid into arrays
|
||||
for i := 1 to NoVars do
|
||||
for j := 1 to NoVars do
|
||||
RhoMat[i-1,j-1] := StrToFloat(Grid.Cells[i,j]);
|
||||
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
Mus[i-1] := StrToFloat(Grid.Cells[i,NoVars+1]);
|
||||
Sigmas[i-1] := StrToFloat(Grid.Cells[i,NoVars+2]);
|
||||
RowLabels[i-1] := Grid.Cells[i,0];
|
||||
ColLabels[i-1] := RowLabels[i-1];
|
||||
end;
|
||||
|
||||
// get determinant of Rho matrix, i.e. check for singularity
|
||||
for i := 0 to NoVars-1 do
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
SampMat[i,j] := RhoMat[i,j] * Sigmas[i] * Sigmas[j];
|
||||
RhoMat[i,j] := SampMat[i,j];
|
||||
end;
|
||||
|
||||
// get determinant of Rho matrix, i.e. check for singularity
|
||||
for i := 0 to NoVars-1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
SampMat[i,j] := RhoMat[i,j] * Sigmas[i] * Sigmas[j];
|
||||
RhoMat[i,j] := SampMat[i,j];
|
||||
end;
|
||||
end;
|
||||
n2 := 1;
|
||||
i1 := 0;
|
||||
while (n2 < NoVars) do
|
||||
begin
|
||||
for i := n2 to NoVars - 1 do
|
||||
begin
|
||||
n3 := RhoMat[i,i1] / RhoMat[i1,i1];
|
||||
for j := n2 to NoVars - 1 do RhoMat[i,j] := RhoMat[i,j] - (RhoMat[i1,j] * n3);
|
||||
end;
|
||||
i1 := n2;
|
||||
n2 := N2 + 1;
|
||||
end;
|
||||
|
||||
n2 := 1;
|
||||
i1 := 0;
|
||||
while (n2 < NoVars) do
|
||||
begin
|
||||
for i := n2 to NoVars - 1 do
|
||||
begin
|
||||
n3 := RhoMat[i,i1] / RhoMat[i1,i1];
|
||||
for j := n2 to NoVars - 1 do RhoMat[i,j] := RhoMat[i,j] - (RhoMat[i1,j] * n3);
|
||||
end;
|
||||
i1 := n2;
|
||||
n2 := N2 + 1;
|
||||
end;
|
||||
determ := 1.0;
|
||||
for i := 0 to NoVars - 1 do determ := determ * RhoMat[i,i];
|
||||
linestring := format('Determinant of the population matrix = %10.4f',[determ]);
|
||||
OutputFrm.RichEdit.Lines.Add(linestring);
|
||||
determ := 1.0;
|
||||
for i := 0 to NoVars - 1 do
|
||||
determ := determ * RhoMat[i,i];
|
||||
|
||||
// triangular factorization
|
||||
if (abs(determ) > 0.00001) then
|
||||
begin
|
||||
if (SampMat[0,0] < 0.0) then SampMat[0,0] := 1.0;
|
||||
r1 := sqrt(SampMat[0,0]);
|
||||
for i := 0 to NoVars - 1 do
|
||||
lReport := TStringList.Create;
|
||||
try
|
||||
lReport.Add('Determinant of the population matrix: %.4f', [determ]);
|
||||
|
||||
// triangular factorization
|
||||
if (abs(determ) > 0.00001) then
|
||||
begin
|
||||
if (SampMat[0,0] < 0.0) then
|
||||
SampMat[0,0] := 1.0;
|
||||
r1 := sqrt(SampMat[0,0]);
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
RhoMat[i,0] := SampMat[i,0] / r1;
|
||||
for j := 1 to NoVars - 1 do RhoMat[i,j] := 0.0;
|
||||
end;
|
||||
for i := 1 to NoVars - 1 do
|
||||
begin
|
||||
s9 := 0.0;
|
||||
k1 := i - 1;
|
||||
for k := 0 to k1 - 1 do s9 := s9 + (RhoMat[i,k] * RhoMat[i,k]);
|
||||
d2 := SampMat[i,i] - s9;
|
||||
if (d2 > 0.0) then
|
||||
begin
|
||||
RhoMat[i,0] := SampMat[i,0] / r1;
|
||||
for j := 1 to NoVars - 1 do RhoMat[i,j] := 0.0;
|
||||
end;
|
||||
for i := 1 to NoVars - 1 do
|
||||
begin
|
||||
s9 := 0.0;
|
||||
k1 := i - 1;
|
||||
for k := 0 to k1 - 1 do s9 := s9 + (RhoMat[i,k] * RhoMat[i,k]);
|
||||
d2 := SampMat[i,i] - s9;
|
||||
if (d2 > 0.0) then
|
||||
RhoMat[i,i] := sqrt(d2);
|
||||
for j := 1 to i - 1 do
|
||||
begin
|
||||
if (j <> i) then
|
||||
begin
|
||||
RhoMat[i,i] := sqrt(d2);
|
||||
for j := 1 to i - 1 do
|
||||
begin
|
||||
if (j <> i) then
|
||||
begin
|
||||
s8 := 0.0;
|
||||
k1 := j - 1;
|
||||
for k := 0 to k1 - 1 do s8 := s8 + (RhoMat[i,k] * RhoMat[j,k]);
|
||||
RhoMat[i,j] := (SampMat[i,j] - s8) / RhoMat[j,j];
|
||||
end;
|
||||
end; // end j loop
|
||||
end; // end if d2 > 0
|
||||
end; // end i loop
|
||||
s8 := 0.0;
|
||||
k1 := j - 1;
|
||||
for k := 0 to k1 - 1 do
|
||||
s8 := s8 + (RhoMat[i,k] * RhoMat[j,k]);
|
||||
RhoMat[i,j] := (SampMat[i,j] - s8) / RhoMat[j,j];
|
||||
end;
|
||||
end; // end j loop
|
||||
end; // end if d2 > 0
|
||||
end; // end i loop
|
||||
|
||||
// title := 'Triangularized Matrix';
|
||||
// MAT_PRINT(RhoMat,NoVars,NoVars,title,RowLabels,ColLabels,NoObs);
|
||||
|
||||
// initialize variables for mainform grid
|
||||
NoVariables := 0;
|
||||
DictionaryFrm.DictGrid.RowCount := 1;
|
||||
DictionaryFrm.DictGrid.ColCount := 8;
|
||||
if not PerturbChk.Checked then
|
||||
// initialize variables for mainform grid
|
||||
NoVariables := 0;
|
||||
DictionaryFrm.DictGrid.RowCount := 1;
|
||||
DictionaryFrm.DictGrid.ColCount := 8;
|
||||
if not PerturbChk.Checked then
|
||||
begin
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
DictionaryFrm.NewVar(i);
|
||||
DictionaryFrm.NewVar(i);
|
||||
// NoVariables := NoVariables + 1;
|
||||
end;
|
||||
NoCases := NoObs;
|
||||
OS3MainFrm.NoVarsEdit.Text := IntToStr(NoVars);
|
||||
OS3MainFrm.NoCasesEdit.Text := IntToStr(NoObs);
|
||||
end else
|
||||
begin
|
||||
for i := 1 to NoVars*2 do
|
||||
begin
|
||||
DictionaryFrm.NewVar(i);
|
||||
// NoVariables := NoVariables + 1;
|
||||
end;
|
||||
NoCases := NoObs;
|
||||
OS3MainFrm.NoVarsEdit.Text := IntToStr(NoVars*2);
|
||||
OS3MainFrm.NoCasesEdit.Text := IntToStr(NoObs);
|
||||
end;
|
||||
|
||||
// Now generate score vectors
|
||||
for i2 := 0 to NoObs - 1 do // rows
|
||||
begin // label case heading
|
||||
cellstring := format('Case%d',[i2+1]);
|
||||
OS3MainFrm.DataGrid.Cells[0,i2+1] := cellstring;
|
||||
for i := 0 to NoVars -1 do stddevs[i] := RandG(0.0,1.0);
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
x := 0.0;
|
||||
for j := 0 to i do x := x + (RhoMat[i,j] * stddevs[j]);
|
||||
mean := StrToFloat(Grid.Cells[i+1,NoVars+1]);
|
||||
cellstring := format('%10.3f',[x+mean]);
|
||||
OS3MainFrm.DataGrid.Cells[i+1,i2+1] := cellstring;
|
||||
end; // next variable
|
||||
end; // next observation
|
||||
end; // if abs(determ > .00001)
|
||||
NoCases := NoObs;
|
||||
OS3MainFrm.NoVarsEdit.Text := IntToStr(NoVars);
|
||||
OS3MainFrm.NoCasesEdit.Text := IntToStr(NoObs);
|
||||
end else
|
||||
begin
|
||||
for i := 1 to NoVars*2 do
|
||||
begin
|
||||
DictionaryFrm.NewVar(i);
|
||||
// NoVariables := NoVariables + 1;
|
||||
end;
|
||||
|
||||
// if perturbation elected, convert generated data to z scores and perturb
|
||||
// with the selected perturbation coefficients
|
||||
if PerturbChk.Checked then
|
||||
begin
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
means[i-1] := 0.0;
|
||||
stddevs[i-1] := 0.0;
|
||||
end;
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for j := 1 to NoObs do
|
||||
begin
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[i,j]);
|
||||
means[i-1] := means[i-1] + x;
|
||||
stddevs[i-1] := stddevs[i-1] + (x * x);
|
||||
end;
|
||||
stddevs[i-1] := stddevs[i-1] - (means[i-1] * means[i-1] / NoObs);
|
||||
stddevs[i-1] := stddevs[i-1] / (NoObs - 1);
|
||||
stddevs[i-1] := sqrt(stddevs[i-1]);
|
||||
means[i-1] := means[i-1] / NoObs;
|
||||
OS3MainFrm.DataGrid.Cells[NoVars+i,0] := OS3MainFrm.DataGrid.Cells[i,0] + 'Z';
|
||||
end;
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for j := 1 to NoObs do
|
||||
begin
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[i,j]);
|
||||
x := (x - means[i-1]) / stddevs[i-1];
|
||||
OS3MainFrm.DataGrid.Cells[NoVars+i,j] := FloatToStr(x);
|
||||
end;
|
||||
end;
|
||||
// Now, show perturbation options form and select coefficients
|
||||
NoCases := NoObs;
|
||||
OS3MainFrm.NoVarsEdit.Text := IntToStr(NoVars*2);
|
||||
OS3MainFrm.NoCasesEdit.Text := IntToStr(NoObs);
|
||||
end;
|
||||
|
||||
// Now generate score vectors
|
||||
for i2 := 0 to NoObs - 1 do // rows
|
||||
begin // label case heading
|
||||
cellstring := format('Case%d',[i2+1]);
|
||||
OS3MainFrm.DataGrid.Cells[0,i2+1] := cellstring;
|
||||
for i := 0 to NoVars -1 do
|
||||
stddevs[i] := RandG(0.0,1.0);
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
x := 0.0;
|
||||
for j := 0 to i do
|
||||
x := x + (RhoMat[i,j] * stddevs[j]);
|
||||
mean := StrToFloat(Grid.Cells[i+1,NoVars+1]);
|
||||
cellstring := format('%10.3f',[x+mean]);
|
||||
OS3MainFrm.DataGrid.Cells[i+1,i2+1] := cellstring;
|
||||
end; // next variable
|
||||
end; // next observation
|
||||
end; // if abs(determ > .00001)
|
||||
|
||||
// if perturbation elected, convert generated data to z scores and perturb
|
||||
// with the selected perturbation coefficients
|
||||
if PerturbChk.Checked then
|
||||
begin
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
means[i-1] := 0.0;
|
||||
stddevs[i-1] := 0.0;
|
||||
end;
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for j := 1 to NoObs do
|
||||
begin
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[i,j]);
|
||||
means[i-1] := means[i-1] + x;
|
||||
stddevs[i-1] := stddevs[i-1] + (x * x);
|
||||
end;
|
||||
stddevs[i-1] := stddevs[i-1] - (means[i-1] * means[i-1] / NoObs);
|
||||
stddevs[i-1] := stddevs[i-1] / (NoObs - 1);
|
||||
stddevs[i-1] := sqrt(stddevs[i-1]);
|
||||
means[i-1] := means[i-1] / NoObs;
|
||||
OS3MainFrm.DataGrid.Cells[NoVars+i,0] := OS3MainFrm.DataGrid.Cells[i,0] + 'Z';
|
||||
end;
|
||||
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for j := 1 to NoObs do
|
||||
begin
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[i,j]);
|
||||
x := (x - means[i-1]) / stddevs[i-1];
|
||||
OS3MainFrm.DataGrid.Cells[NoVars+i,j] := FloatToStr(x);
|
||||
end;
|
||||
end;
|
||||
|
||||
// Now, show perturbation options form and select coefficients
|
||||
end; // end if perturbchk is checked
|
||||
|
||||
// print parameters if checked
|
||||
if ParmsChk.Checked then
|
||||
begin
|
||||
for i := 1 to NoVars do
|
||||
for j := 1 to NoVars do RhoMat[i-1,j-1] := StrToFloat(Grid.Cells[i,j]);
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
Mus[i-1] := StrToFloat(Grid.Cells[i,NoVars+1]);
|
||||
Sigmas[i-1] := StrToFloat(Grid.Cells[i,NoVars+2]);
|
||||
end;
|
||||
title := 'Rho Matrix';
|
||||
MAT_PRINT(RhoMat,NoVars,NoVars,title,RowLabels,ColLabels,NoObs);
|
||||
title := 'Population Means';
|
||||
DynVectorPrint(Mus,NoVars,title,RowLabels,NoObs);
|
||||
title := 'Sigmas';
|
||||
DynVectorPrint(Sigmas,NoVars,title,RowLabels,NoObs);
|
||||
OutputFrm.ShowModal;
|
||||
for i := 1 to NoVars do
|
||||
for j := 1 to NoVars do RhoMat[i-1,j-1] := StrToFloat(Grid.Cells[i,j]);
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
Mus[i-1] := StrToFloat(Grid.Cells[i,NoVars+1]);
|
||||
Sigmas[i-1] := StrToFloat(Grid.Cells[i,NoVars+2]);
|
||||
end;
|
||||
|
||||
title := 'Rho Matrix';
|
||||
MatPrint(RhoMat, NoVars, NoVars, title, RowLabels, ColLabels, NoObs, lReport);
|
||||
lReport.Add('');
|
||||
|
||||
title := 'Population Means';
|
||||
DynVectorPrint(Mus, NoVars, title, RowLabels, NoObs, lReport);
|
||||
|
||||
title := 'Sigmas';
|
||||
DynVectorPrint(Sigmas, NoVars, title, RowLabels, NoObs, lReport);
|
||||
|
||||
lReport.Add('');
|
||||
lReport.Add(DIVIDER);
|
||||
lReport.Add('');
|
||||
end;
|
||||
|
||||
// do sample values if checked
|
||||
if SampleChk.Checked then
|
||||
begin
|
||||
OutputFrm.RichEdit.Clear;
|
||||
for i := 1 to NoVars do
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
for j := 1 to NoVars do SampMat[i-1,j-1] := 0.0;
|
||||
means[i-1] := 0.0;
|
||||
stddevs[i-1] := 0.0;
|
||||
end;
|
||||
|
||||
for i := 1 to NoObs do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 1 to NoVars do SampMat[i-1,j-1] := 0.0;
|
||||
means[i-1] := 0.0;
|
||||
stddevs[i-1] := 0.0;
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[j+1,i]);
|
||||
for k := 0 to NoVars - 1 do
|
||||
begin // cross-products matrix
|
||||
y := StrToFloat(OS3MainFrm.DataGrid.Cells[k+1,i]);
|
||||
SampMat[j,k] := SampMat[j,k] + (x * y);
|
||||
end;
|
||||
means[j] := means[j] + x;
|
||||
end;
|
||||
for i := 1 to NoObs do
|
||||
end;
|
||||
|
||||
// variance - covariance matrix
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
x := StrToFloat(OS3MainFrm.DataGrid.Cells[j+1,i]);
|
||||
for k := 0 to NoVars - 1 do
|
||||
begin // cross-products matrix
|
||||
y := StrToFloat(OS3MainFrm.DataGrid.Cells[k+1,i]);
|
||||
SampMat[j,k] := SampMat[j,k] + (x * y);
|
||||
end;
|
||||
means[j] := means[j] + x;
|
||||
end;
|
||||
SampMat[i,j] := SampMat[i,j] - (means[i] * means[j] / NoObs);
|
||||
SampMat[i,j] := SampMat[i,j] / (NoObs - 1.0);
|
||||
end;
|
||||
// variance - covariance matrix
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin
|
||||
SampMat[i,j] := SampMat[i,j] - (means[i] * means[j] / NoObs);
|
||||
SampMat[i,j] := SampMat[i,j] / (NoObs - 1.0);
|
||||
end;
|
||||
stddevs[i] := sqrt(SampMat[i][i]);
|
||||
stddevs[i] := sqrt(SampMat[i][i]);
|
||||
end;
|
||||
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin // correlation matrix
|
||||
SampMat[i,j] := SampMat[i,j] / (stddevs[i] * stddevs[j]);
|
||||
end;
|
||||
for i := 0 to NoVars - 1 do
|
||||
begin
|
||||
for j := 0 to NoVars - 1 do
|
||||
begin // correlation matrix
|
||||
SampMat[i,j] := SampMat[i,j] / (stddevs[i] * stddevs[j]);
|
||||
end;
|
||||
means[i] := means[i] / NoObs;
|
||||
end;
|
||||
title := 'Sample r Matrix';
|
||||
MAT_PRINT(SampMat,NoVars,NoVars,title,RowLabels,ColLabels,NoObs);
|
||||
title := 'Sample Means';
|
||||
DynVectorPrint(means,NoVars,title,RowLabels,NoObs);
|
||||
title := 'Standard Deviations';
|
||||
DynVectorPrint(stddevs,NoVars,title,RowLabels,NoObs);
|
||||
OutputFrm.ShowModal;
|
||||
means[i] := means[i] / NoObs;
|
||||
end;
|
||||
|
||||
title := 'Sample r Matrix';
|
||||
MatPrint(SampMat, NoVars, NoVars, title, RowLabels, ColLabels, NoObs, lReport);
|
||||
|
||||
title := 'Sample Means';
|
||||
DynVectorPrint(means, NoVars, title, RowLabels, NoObs, lReport);
|
||||
|
||||
title := 'Standard Deviations';
|
||||
DynVectorPrint(stddevs, NoVars, title, RowLabels, NoObs, lReport);
|
||||
end;
|
||||
|
||||
// dispose of arrays
|
||||
DisplayReport(lReport);
|
||||
|
||||
finally
|
||||
lReport.Free;
|
||||
ColLabels := nil;
|
||||
RowLabels := nil;
|
||||
stddevs := nil;
|
||||
@ -343,42 +452,45 @@ begin
|
||||
Mus := nil;
|
||||
SampMat := nil;
|
||||
RhoMat := nil;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.FormActivate(Sender: TObject);
|
||||
var
|
||||
w: Integer;
|
||||
begin
|
||||
w := MaxValue([HelpBtn.Width, ResetBtn.Width, ComputeBtn.Width, CloseBtn.Width]);
|
||||
HelpBtn.Constraints.MinWidth := w;
|
||||
ResetBtn.Constraints.MinWidth := w;
|
||||
ComputeBtn.Constraints.MinWidth := w;
|
||||
CloseBtn.constraints.MinWidth := w;
|
||||
|
||||
Constraints.MinWidth := Width;
|
||||
Constraints.MinHeight := Height;
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.FormCreate(Sender: TObject);
|
||||
begin
|
||||
Assert(OS3MainFrm <> nil);
|
||||
if OutputFrm = nil then
|
||||
Application.CreateForm(TOutputFrm, OutputFrm);
|
||||
if DictionaryFrm = nil then
|
||||
Application.CreateForm(TDictionaryFrm, DictionaryFrm);
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.CancelBtnClick(Sender: TObject);
|
||||
begin
|
||||
exit;
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.GridKeyPress(Sender: TObject; var Key: char);
|
||||
begin
|
||||
gridrow := Grid.Row;
|
||||
gridcol := Grid.Col;
|
||||
if ord(Key) = 13 then
|
||||
begin
|
||||
if (gridrow <= gridcol) then
|
||||
begin
|
||||
grid.Cells[gridrow,gridcol] := grid.Cells[gridcol,gridrow];
|
||||
end;
|
||||
end;
|
||||
gridrow := Grid.Row;
|
||||
gridcol := Grid.Col;
|
||||
if ord(Key) = 13 then
|
||||
if gridrow <= NoVars then
|
||||
grid.Cells[gridrow, gridcol] := grid.Cells[gridcol, gridrow];
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.GridSetEditText(Sender: TObject; ACol, ARow: Integer;
|
||||
const Value: string);
|
||||
begin
|
||||
if (gridrow <= gridcol) then
|
||||
begin
|
||||
grid.Cells[gridrow,gridcol] := grid.Cells[gridcol,gridrow];
|
||||
end;
|
||||
if (gridRow <= NoVars) then
|
||||
// if (gridrow <= gridcol) then
|
||||
grid.Cells[gridrow, gridcol] := grid.Cells[gridcol, gridrow];
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.HelpBtnClick(Sender: TObject);
|
||||
@ -388,72 +500,51 @@ begin
|
||||
ContextHelpForm.HelpMessage((Sender as TButton).Tag);
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.NoObsEditExit(Sender: TObject);
|
||||
procedure TMultGenFrm.NoObsEditEditingDone(Sender: TObject);
|
||||
var
|
||||
i, j : integer;
|
||||
cellstring : string;
|
||||
i, j: integer;
|
||||
begin
|
||||
NoObs := StrToInt(NoObsEdit.Text);
|
||||
if NoObs > 0 then
|
||||
begin
|
||||
OS3MainFrm.DataGrid.RowCount := NoObs + 1;
|
||||
OS3MainFrm.DataGrid.ColCount := NoVars + 1;
|
||||
for i := 1 to NoObs do
|
||||
begin
|
||||
for j := 1 to NoVars do
|
||||
begin
|
||||
OS3MainFrm.DataGrid.Cells[j,i] := '';
|
||||
end;
|
||||
end;
|
||||
end;
|
||||
if not TryStrToInt(NoObsEdit.Text, NoObs) or (NoObs <= 0) then
|
||||
begin
|
||||
MessageDlg('Valid positive number required for Sample Size.', mtError, [mbOK], 0);
|
||||
exit;
|
||||
end;
|
||||
|
||||
for j := 1 to NoVars do
|
||||
begin
|
||||
cellstring := format('VAR%d',[j]);
|
||||
OS3MainFrm.DataGrid.Cells[j,0] := cellstring;
|
||||
end;
|
||||
OS3MainFrm.DataGrid.RowCount := NoObs + 1;
|
||||
OS3MainFrm.DataGrid.ColCount := NoVars + 1;
|
||||
for i := 1 to NoObs do
|
||||
for j := 1 to NoVars do
|
||||
OS3MainFrm.DataGrid.Cells[j,i] := '';
|
||||
|
||||
Grid.Cells[0,0] := 'Variable';
|
||||
Grid.Cells[0,NoVars+1] := 'Mean';
|
||||
Grid.Cells[0,NoVars+2] := 'Std.Dev.';
|
||||
for j := 1 to NoVars do
|
||||
OS3MainFrm.DataGrid.Cells[j,0] := Format('VAR%d',[j]);
|
||||
|
||||
DictionaryFrm.DictGrid.RowCount := NoVars + 1;
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.NoObsEditKeyPress(Sender: TObject; var Key: char);
|
||||
begin
|
||||
if ord(Key) = 13 then NoObsEditExit(self);
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.NoVarsEditExit(Sender: TObject);
|
||||
procedure TMultGenFrm.NoVarsEditEditingDone(Sender: TObject);
|
||||
var
|
||||
i: integer;
|
||||
cellstring : string;
|
||||
i: integer;
|
||||
cellstring: string;
|
||||
begin
|
||||
NoVars := StrToInt(NoVarsEdit.Text);
|
||||
if NoVars > 0 then
|
||||
begin
|
||||
Grid.RowCount := NoVars + 3;
|
||||
Grid.ColCount := NoVars + 1;
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
Grid.Cells[i,i] := FloatToStr(1.0);
|
||||
cellstring := format('VAR%d',[i]);
|
||||
Grid.Cells[i,0] := cellstring;
|
||||
{ for j := 1 to NoVars do
|
||||
begin
|
||||
if i <> j then
|
||||
begin
|
||||
Grid.Cells[i,j] := '';
|
||||
Grid.Cells[j,i] := '';
|
||||
end;
|
||||
end; // for j := 1 to NoVars }
|
||||
end; // for i := 1 to NoVars
|
||||
if not TryStrToInt(NoVarsEdit.Text, NoVars) or (NoVars <= 0) then
|
||||
begin
|
||||
MessageDlg('Positive number required for Number of Variables.', mtError, [mbOK], 0);
|
||||
exit;
|
||||
end;
|
||||
|
||||
end; // if NoVars > 0
|
||||
end;
|
||||
|
||||
procedure TMultGenFrm.NoVarsEditKeyPress(Sender: TObject; var Key: char);
|
||||
begin
|
||||
if ord(Key) = 13 then NoVarsEditExit(self);
|
||||
Grid.RowCount := NoVars + 3;
|
||||
Grid.ColCount := NoVars + 1;
|
||||
for i := 1 to NoVars do
|
||||
begin
|
||||
cellstring := Format('VAR%d', [i]);
|
||||
Grid.Cells[i, i] := FloatToStr(1.0);
|
||||
Grid.Cells[i, 0] := cellstring;
|
||||
Grid.Cells[0, i] := cellstring;
|
||||
end;
|
||||
Grid.Cells[0, 0] := 'Variable';
|
||||
Grid.Cells[0, NoVars+1] := 'Mean';
|
||||
Grid.Cells[0, NoVars+2] := 'Std.Dev.';
|
||||
end;
|
||||
|
||||
initialization
|
||||
|
||||
Reference in New Issue
Block a user