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LazStats: Split output of LSMRUnit into several tabs. Better layout of the output.
git-svn-id: https://svn.code.sf.net/p/lazarus-ccr/svn@7769 8e941d3f-bd1b-0410-a28a-d453659cc2b4
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wp_xxyyzz
@ -8,6 +8,9 @@ uses
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Classes, SysUtils, Dialogs,
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Globals, DictionaryUnit, FunctionsLib, DataProcs, MainUnit;
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//type
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// TRegItem = (riMeanVarStdDev, riXTX);
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procedure GridDotProd(col1, col2: integer; out Product: double; var Ngood: integer);
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procedure GridXProd(NoSelected : integer;
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@ -27,7 +30,7 @@ procedure Correlations(NoSelected: integer; const Selected: IntDyneVec;
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procedure MatAxB(const A, B, C: DblDyneMat; BRows, BCols, CRows, CCols: Integer;
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out ErrorCode: boolean);
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procedure MatTrn(var A, B: DblDyneMat; BRows, BCols: Integer);
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procedure MatTrn(var A: DblDyneMat; const B: DblDyneMat; BRows, BCols: Integer);
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procedure nonsymroots(a : DblDyneMat; nv : integer;
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var nf : integer; c : real;
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@ -46,6 +49,7 @@ procedure EffectCode(GridCol, min, max : integer;
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VAR startcol : integer;
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VAR endcol : integer;
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VAR novectors : integer);
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procedure MReg(NoIndep: integer; const IndepCols: IntDyneVec; DepCol: integer;
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const RowLabels: StrDyneVec;
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const Means, Variances, StdDevs, BWeights, BetaWeights, BStdErrs, Bttests, tProbs: DblDyneVec;
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@ -368,8 +372,8 @@ end; { of MATAxB }
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//-------------------------------------------------------------------
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// transpose the b matrix and return it in a
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procedure MatTrn(var A, B: DblDyneMat; BRows, BCols : integer);
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// transpose the B matrix and return it in A
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procedure MatTrn(var A: DblDyneMat; const B: DblDyneMat; BRows, BCols : integer);
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var
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i, j: integer;
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begin
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@ -624,27 +628,27 @@ procedure MReg(NoIndep: integer; const IndepCols: IntDyneVec; DepCol: integer;
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PrintAll: boolean; AReport: TStrings);
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var
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i, j, N: integer;
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X: DblDyneMat;
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XT: DblDyneMat;
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XTX: DblDyneMat;
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XTY: DblDyneVec;
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Y: DblDyneVec;
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indx: IntDyneVec;
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ColLabels: StrDyneVec;
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X: DblDyneMat = nil;
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XT: DblDyneMat = nil;
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XTX: DblDyneMat = nil;
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XTY: DblDyneVec = nil;
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Y: DblDyneVec = nil;
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indx: IntDyneVec = nil;
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ColLabels: StrDyneVec = nil;
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F, Prob, VarY, SDY, MeanY: double;
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value, TOL, VIF, AdjR2: double;
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SSY, SSres, resvar, SSreg: double;
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title: string;
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deplabel: string;
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errcode: boolean;
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errcode: boolean = false;
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begin
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Assert(OS3MainFrm <> nil);
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SetLength(X, NoCases+1, NoIndep+1); // augmented independent var. matrix
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SetLength(XT, NoIndep+1, NoCases); // transpose of independent var's
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SetLength(XTX, NoIndep+1, NoIndep+1); // product of transpose X times X
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SetLength(Y, NCases+1); // Y variable values
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SetLength(XTY, NoIndep+1); // X transpose times Y
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SetLength(X, NoCases+1, NoIndep+1); // augmented independent var. matrix
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SetLength(XT, NoIndep+1, NoCases); // transpose of independent var's
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SetLength(XTX, NoIndep+1, NoIndep+1); // product of (transpose X) times X
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SetLength(Y, NCases+1); // Y variable values
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SetLength(XTY, NoIndep+1); // (X transpose) times Y
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SetLength(indx, NoIndep+1);
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SetLength(ColLabels, NCases);
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@ -706,9 +710,11 @@ begin
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VarY := VarY / (NCases - 1);
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SDY := sqrt(VarY);
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AReport.Add('Variance Y: %10.3f', [VarY]);
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AReport.Add('SSY: %10.3f', [SSY]);
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AReport.Add('SDY: %10.3f', [SDY]);
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AReport.Add('Sum of Squares Y: %20.3f', [SSY]);
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AReport.Add('Variance Y: %20.3f', [VarY]);
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AReport.Add('Std. Deviation Y: %20.3f', [SDY]);
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AReport.Add('');
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AReport.Add(DIVIDER_SMALL);
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// augment the matrix
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for i := 1 to NCases do
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@ -719,8 +725,11 @@ begin
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MatTrn(XT, X, NCases, NoIndep+1);
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if PrintAll then
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begin
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AReport.Add('');
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title := 'XT MATRIX';
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MatPrint(XT, NoIndep+1, NCases, title, RowLabels, ColLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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end;
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// get product of the augmented X transpose times augmented X
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@ -729,6 +738,8 @@ begin
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begin
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title := 'XTX MATRIX';
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MatPrint(XTX, Noindep+1, NoIndep+1, title, RowLabels, RowLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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end;
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//Get means, variances and standard deviations
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@ -747,8 +758,14 @@ begin
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if PrintAll then
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begin
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DynVectorPrint(Means, NoIndep+1, 'MEANS', RowLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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DynVectorPrint(Variances, NoIndep+1,'VARIANCES',RowLabels, NCases, AReport);
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DynVectorPrint(StdDevs, NoIndep+1, 'STD. DEV.S', RowLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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DynVectorPrint(StdDevs, NoIndep+1, 'STD. DEVs', RowLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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end;
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// get product of the augmented X transpose matrix times the Y vector
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@ -756,14 +773,19 @@ begin
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for j := 0 to NCases-1 do
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XTY[i] := XTY[i] + (XT[i,j] * Y[j]);
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if PrintAll then
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begin
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DynVectorPrint(XTY, NoIndep+1, 'XTY VECTOR', RowLabels, NCases, AReport);
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AReport.Add(DIVIDER_SMALL);
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end;
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// get inverse of the augmented cross products matrix among independent variables
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SVDInverse(XTX,N);
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if PrintAll then
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begin
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AReport.Add('');
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title := 'XTX MATRIX INVERSE';
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MatPrint(XTX, NoIndep+1, NoIndep+1, title, RowLabels, RowLabels, NCases, AReport);
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AReport.Add(DIVIDER);
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end;
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// multiply augmented inverse matrix times the XTY vector
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@ -797,23 +819,24 @@ begin
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AdjR2 := 1.0 - (1.0 - R2) * (NCases - 1) / (NCases - N);
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if PrintAll then
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begin
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AReport.Add('');
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AReport.Add('Dependent variable: ' + deplabel);
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AReport.Add('');
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DynVectorPrint(BWeights, NoIndep+1, 'B WEIGHTS', RowLabels, NCases, AReport);
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AReport.Add('');
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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AReport.Add('Dependent variable: ' + deplabel);
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AReport.Add('');
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DynVectorPrint(BetaWeights, NoIndep, 'BETA WEIGHTS', RowLabels, NCases, AReport);
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AReport.Add('');
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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DynVectorPrint(BStdErrs, NoIndep+1, 'B STD.ERRORS', RowLabels, NCases, AReport);
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AReport.Add('');
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DynVectorPrint(Bttests, NoIndep+1, 'B t-test VALUES', RowLabels, NCases, AReport);
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AReport.Add('');
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DynVectorPrint(tprobs, NoIndep+1, 'B t VALUE PROBABILITIES', RowLabels, NCases, AReport);
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AReport.Add(DIVIDER);
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AReport.Add('');
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AReport.Add('SSY: %10.2f', [SSY]);
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AReport.Add('SSreg: %10.2f', [SSreg]);
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AReport.Add('SSres: %10.2f', [SSres]);
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@ -829,6 +852,8 @@ begin
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//AReport.Add('Standard Error of Estimate = %8.2f', [stderrest]);
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end;
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AReport.Add(DIVIDER_SMALL);
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AReport.Add('');
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RowLabels[N-1] := 'Intercept';
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AReport.Add(' Variable Beta B Std.Err. t prob VIF TOL');
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AReport.Add('---------- ---------- ---------- ---------- ---------- ---------- --------- ----------');
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