Method: Statsample::Regression::Multiple::GslEngine#initialize

Defined in:
lib/statsample/regression/multiple/gslengine.rb

#initialize(ds, y_var, opts = Hash.new) ⇒ GslEngine

Returns a new instance of GslEngine.



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# File 'lib/statsample/regression/multiple/gslengine.rb', line 20

def initialize(ds,y_var, opts=Hash.new)
  super
  @ds          = ds.reject_values(*Daru::MISSING_VALUES)
  @ds_valid    = @ds
  @valid_cases = @ds_valid.nrows
  @dy          = @ds[@y_var]
  @ds_indep    = ds.dup(ds.vectors.to_a - [y_var])
  # Create a custom matrix
  columns=[]
  @fields=[]
  max_deps = GSL::Matrix.alloc(@ds.nrows, @ds.vectors.size)
  constant_col=@ds.vectors.size-1
  for i in 0...@ds.nrows
    max_deps.set(i,constant_col,1)
  end
  j = 0
  @ds.vectors.each do |f|
    if f != @y_var
      @ds[f].each_index do |i1|
        max_deps.set(i1,j,@ds[f][i1])
      end

      columns.push(@ds[f].to_a)
      @fields.push(f)
      j += 1
    end
  end
  @dep_columns = columns.dup
  @lr_s        = nil
  c, @cov, @chisq, @status = GSL::MultiFit.linear(max_deps, @dy.to_gsl)
  @constant=c[constant_col]
  @coeffs_a=c.to_a.slice(0...constant_col)
  @coeffs=assign_names(@coeffs_a)
  c=nil
end