/*
Copyright (C) 2012, University of Cambridge, Department of Psychiatry.
Created by Rudolf Cardinal (rnc1001@cam.ac.uk).
This file is part of CamCOPS.
CamCOPS is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
CamCOPS is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with CamCOPS. If not, see <https://www.gnu.org/licenses/>.
*/
#include "dqrls.h"
using namespace Eigen;
namespace dqrls {
DqrlsResult Cdqrls(
const MatrixXd& x, // n,p
const MatrixXd& y, // n,ny
const double tol,
const bool check
)
{
DqrlsResult result;
const Index n = x.rows(); // number of observations
// const Index p = x.cols(); // number of predictors
// const Index ny = y.cols(); // number of dependent variables
if (check) {
if (y.rows() != n) {
result.errors.append(
QString(
"Y vector has %1 rows but this should match the number of "
"observations (number of X rows), %2"
)
.arg(QString::number(y.rows()), QString::number(n))
);
return result;
}
}
result.tol = tol;
// Here's the equivalent of the F77_CALL(dqrls, ...) code:
result.qr = x.fullPivHouseholderQr();
result.qr.setThreshold(tol); // I think...
result.coefficients = result.qr.solve(y);
// result.residuals = XXX;
// result.effects = XXX;
result.rank = result.qr.rank();
result.pivoted = result.qr.nonzeroPivots() > 0;
result.success = true;
return result;
}
} // namespace dqrls