void BetaMultiple::print(std::ostream& os) {
if (n == 0) {
oprintf(os,"BetaMultiple (%s): n=0\n",name.c_str());
} else {
compute();
oprintf(os,"BetaMultiple (%s)...\n",name.c_str());
mrutils::ColumnBuilder cb;
cb.cols(-1,"","Estimate","Std. Error","t value","Pr(>|t|)","",NULL);
for (unsigned i = 0; i <= beta.size(); ++i) {
const double err = i == 0 ? alphaStderr : betaStderr[i-1];
const double coef = i == 0 ? alpha : beta[i-1];
const double sig = 2*stats::pnorm(-ABS_(coef)/err);
cb.fro(i == 0 ? "(intercept)" : xnames[i-1]);
cb.add(coef);
cb.add(err);
if (sig < 2e-16) {
cb.add("< 2e-16");
} else cb.add(sig);
if (sig < 0.001) cb.add("***");
else if (sig < 0.01) cb.add("**");
else if (sig < 0.05) cb.add("*");
else if (sig < 0.1) cb.add(".");
} cb.print(os);
cb.clear(); cb.cols(2,"","");
cb.fro(" n:"); cb.add(n);
cb.fro(" RSS:"); cb.add(RSS);
cb.fro(" stderr:"); cb.add(residStderr);
cb.fro(" R2:"); cb.add(R2);
cb.print();
}
}
static inline __m128i _mm_sad_epu8(__m128i a, __m128i b)
{
__m128i r = {};
r.m128i_u16[0] = ABS_(a.m128i_u8[ 0] - b.m128i_u8[ 0]) + ABS_(a.m128i_u8[ 1] - b.m128i_u8[ 1]) +
ABS_(a.m128i_u8[ 2] - b.m128i_u8[ 2]) + ABS_(a.m128i_u8[ 3] - b.m128i_u8[ 3]) +
ABS_(a.m128i_u8[ 4] - b.m128i_u8[ 4]) + ABS_(a.m128i_u8[ 5] - b.m128i_u8[ 5]) +
ABS_(a.m128i_u8[ 6] - b.m128i_u8[ 6]) + ABS_(a.m128i_u8[ 7] - b.m128i_u8[ 7]);
r.m128i_u16[4] = ABS_(a.m128i_u8[ 8] - b.m128i_u8[ 8]) + ABS_(a.m128i_u8[ 9] - b.m128i_u8[ 9]) +
ABS_(a.m128i_u8[10] - b.m128i_u8[10]) + ABS_(a.m128i_u8[11] - b.m128i_u8[11]) +
ABS_(a.m128i_u8[12] - b.m128i_u8[12]) + ABS_(a.m128i_u8[13] - b.m128i_u8[13]) +
ABS_(a.m128i_u8[14] - b.m128i_u8[14]) + ABS_(a.m128i_u8[15] - b.m128i_u8[15]);
return r;
}
void BetaMultiple::compute() {
if (!dirty) return;
if (col <= 0) {
houseTransform(M, n, cols+2, diag, dp, maxCols+2);
col = cols + 1;
} dirty = false;
mrutils::printVector(std::cout,diag);
beta.resize(cols); xnames.resize(cols); betaStderr.resize(cols);
memset(&XtXI[0],0,col*col*8);
double sum = 0;
/* Invert R */
for (int j = col-1; j >= 0; --j) {
if (ABS_(diag[j]) < 1e-6) continue;
XtXI[j*col+j] = 1/diag[j];
for (int i = j - 1; i >= 0; i--) {
sum = -M(i,j)/diag[j];
for (int k = j-1; k > i; k--) {
sum -= M(i,k)*XtXI[col*k+j];
}
if (ABS_(diag[i]) >= 1e-6)
XtXI[col*i+j] = sum/diag[i];
}
}
// compute solution
for (int i = 0; i < col; ++i) {
sum = 0;
for (int j = 0; j < col; ++j) {
sum += XtXI[col*i+j] * Y(j);
}
if (i == 0) alpha = sum;
else beta[i-1] = sum;
}
// RSS
RSS = SQ(diag[maxCols+1]);
R2 = (1 - RSS/(Syy - Sy*Sy/n));
residStderr = sqrt(RSS/(n-cols-1));
// multiply upper triangular by t(upper triangular)
// to get standard errors
for (int i = 0; i < col; ++i) {
for (int j = i; j < col; ++j) {
XtXI[col*i+j] *= XtXI[col*j+j];
for (int k = j+1; k < col; ++k) {
XtXI[col*i+j] += XtXI[col*i+k] * XtXI[col*j+k];
}
}
if (i == 0) alphaStderr = sqrt(XtXI[0]) * residStderr;
else betaStderr[i-1] = sqrt(XtXI[col*i+i]) * residStderr;
}
if (storeData) {
fitted.clear();
fitted.reserve(n);
resid.clear(); resid.reserve(n);
for (unsigned i = 0; i < ys.size(); ++i) {
double y = alpha;
for (int j = 0; j < cols; ++j) y += beta[j] * xs[j][i];
fitted.push_back(y);
resid.push_back(y - ys[i]);
}
}
}
void line(t_set set, unsigned int color)
{
t_draw_line val;
t_bunny_position pos;
int x1;
int y1;
int x2;
int y2;
x1 = set.position1.x;
y1 = set.position1.y;
x2 = set.position2.x;
y2 = set.position2.y;
val.dx = x2 - x1; /* la distance horizontal de la ligne */
val.dy = y2 - y1; /* la distance verticale de la ligne */
val.dxabs = ABS_(val.dx);
val.dyabs = ABS_(val.dy);
val.sdx = SGN_(val.dx);
val.sdy = SGN_(val.dy);
val.x = val.dyabs>>1;
val.y = val.dxabs>>1;
val.px = x1;
val.py = y1;
if (val.dxabs >= val.dyabs) /* la ligne est plus horizontal que vertical */
{
val.i = 0;
while (val.i < val.dxabs)
{
val.y += val.dyabs;
val.i++;
if (val.y >= val.dxabs)
{
val.y -= val.dxabs;
val.py += val.sdy;
}
val.px += val.sdx;
pos.x = val.px;
pos.y = val.py;
my_set_pix(set.pix, &pos, color);
}
}
else /* la ligne est plus verticale que horizontal */
{
val.i = 0;
while (val.i < val.dyabs)
{
val.x += val.dxabs;
val.i++;
if (val.x >= val.dyabs)
{
val.x -= val.dyabs;
val.px += val.sdx;
}
val.py += val.sdy;
pos.x = val.px;
pos.y = val.py;
my_set_pix(set.pix, &pos, color);
}
}
}