unit MultGenUnit; {$mode objfpc}{$H+} interface uses Classes, SysUtils, FileUtil, LResources, Forms, Controls, Graphics, Dialogs, StdCtrls, Grids, Globals, MainUnit, OutPutUnit, Math, DictionaryUnit, MatrixLib, contexthelpunit; type { TMultGenFrm } TMultGenFrm = class(TForm) HelpBtn: TButton; ResetBtn: TButton; CancelBtn: TButton; ComputeBtn: TButton; ReturnBtn: TButton; PerturbChk: TCheckBox; SampleChk: TCheckBox; ParmsChk: TCheckBox; NoObsEdit: TEdit; Label2: TLabel; NoVarsEdit: TEdit; Label1: TLabel; Grid: TStringGrid; procedure CancelBtnClick(Sender: TObject); procedure ComputeBtnClick(Sender: TObject); procedure FormShow(Sender: TObject); procedure GridKeyPress(Sender: TObject; var Key: char); procedure GridSetEditText(Sender: TObject; ACol, ARow: Integer; const Value: string); procedure HelpBtnClick(Sender: TObject); procedure NoObsEditExit(Sender: TObject); procedure NoObsEditKeyPress(Sender: TObject; var Key: char); procedure NoVarsEditExit(Sender: TObject); procedure NoVarsEditKeyPress(Sender: TObject; var Key: char); procedure ResetBtnClick(Sender: TObject); procedure ReturnBtnClick(Sender: TObject); private { private declarations } NoVars : integer; NoObs : integer; gridrow, gridcol : integer; public { public declarations } end; var MultGenFrm: TMultGenFrm; implementation { TMultGenFrm } procedure TMultGenFrm.ResetBtnClick(Sender: TObject); VAR i, j : integer; begin NoVarsEdit.Text := ''; NoObsEdit.Text := ''; ParmsChk.Checked := true; SampleChk.Checked := true; Grid.RowCount := 2; Grid.ColCount := 2; for i := 0 to 1 do for j := 0 to 1 do Grid.Cells[i,j] := ''; CancelBtn.SetFocus; end; procedure TMultGenFrm.ReturnBtnClick(Sender: TObject); begin exit; end; procedure TMultGenFrm.FormShow(Sender: TObject); begin ResetBtnClick(self); end; procedure TMultGenFrm.ComputeBtnClick(Sender: TObject); var RhoMat : DblDyneMat; SampMat : DblDyneMat; Mus : DblDyneVec; means : DblDyneVec; Sigmas : DblDyneVec; stddevs : DblDyneVec; i, j, k, i1, i2, n2, k1 : integer; determ, n3, r1, s8, s9, d2, x, y, mean : double; linestring : string; cellstring : string; singular : boolean; title : string; RowLabels: StrDyneVec; ColLabels: StrDyneVec; begin OutPutFrm.RichEdit.Clear; // get memory allocations SetLength(RhoMat,NoVars,NoVars); SetLength(SampMat,NoVars,NoVars); 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 begin RhoMat[i-1,j-1] := StrToFloat(Grid.Cells[i,j]); end; 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 singular := FALSE; 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; 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); // 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,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 // 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 begin for i := 1 to NoVars do begin 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) // 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; end; // do sample values if checked if SampleChk.Checked then begin OutPutFrm.RichEdit.Clear; 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 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; 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]); 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; end; // dispose of arrays ColLabels := nil; RowLabels := nil; stddevs := nil; Sigmas := nil; means := nil; Mus := nil; SampMat := nil; RhoMat := nil; 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; 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; end; procedure TMultGenFrm.HelpBtnClick(Sender: TObject); begin ContextHelpForm.HelpMessage((Sender as TButton).tag); end; procedure TMultGenFrm.NoObsEditExit(Sender: TObject); var i, j : integer; cellstring : string; 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; for j := 1 to NoVars do begin cellstring := format('VAR%d',[j]); OS3MainFrm.DataGrid.Cells[j,0] := cellstring; end; Grid.Cells[0,0] := 'Variable'; Grid.Cells[0,NoVars+1] := 'Mean'; Grid.Cells[0,NoVars+2] := 'Std.Dev.'; end; procedure TMultGenFrm.NoObsEditKeyPress(Sender: TObject; var Key: char); begin if ord(Key) = 13 then NoObsEditExit(self); end; procedure TMultGenFrm.NoVarsEditExit(Sender: TObject); var i,j : 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 end; // if NoVars > 0 end; procedure TMultGenFrm.NoVarsEditKeyPress(Sender: TObject; var Key: char); begin if ord(Key) = 13 then NoVarsEditExit(self); end; initialization {$I multgenunit.lrs} end.