[Pspp-cvs] pspp/src/math/ts ChangeLog innovations.c

[Jason H Stover]

CVSROOT:        /cvsroot/pspp
Module name:    pspp
Changes by:     Jason H Stover <jstover>        06/07/02 23:13:23

Modified files:
        src/math/ts    : ChangeLog innovations.c 

Log message:
        fixed subscript in sum; added new functions; fixed allocation of theta

CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/ChangeLog?cvsroot=pspp&r1=1.7&r2=1.8
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.c?cvsroot=pspp&r1=1.8&r2=1.9

Patches:
Index: ChangeLog
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/ChangeLog,v
retrieving revision 1.7
retrieving revision 1.8
diff -u -b -r1.7 -r1.8
--- ChangeLog   1 Jul 2006 23:54:02 -0000       1.7
+++ ChangeLog   2 Jul 2006 23:13:23 -0000       1.8
@@ -1,3 +1,13 @@
+2006-07-02  Jason Stover  <address@hidden>
+
+       * innovations.c (get_coef): Moved instructions to
+       innovations_update_coeff() and init_theta().
+       * innovations.c (get_coef): Fixed allocation of theta.
+       * innovations.c (innovations_update_theta): New function.
+       * innovations.c (init_theta): New function.
+       * innovations.c (innovations_convolve): Fixed upper bound of
+       subscript in sum.
+
 2006-07-01  Jason Stover  <address@hidden>
 
        * innovations.c: Use gsl_matrices to avoid use of casefiles by

Index: innovations.c
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/innovations.c,v
retrieving revision 1.8
retrieving revision 1.9
diff -u -b -r1.8 -r1.9
--- innovations.c       1 Jul 2006 23:54:02 -0000       1.8
+++ innovations.c       2 Jul 2006 23:13:23 -0000       1.9
@@ -104,7 +104,7 @@
                    {
                      y -= est[j]->mean;
                      *(est[j]->cov + lag) += y * x;
-                     est[i]->n_obs += 1.0;
+                     est[j]->n_obs += 1.0;
                    }
                }
            }
@@ -126,9 +126,9 @@
   int k;
   double result = 0.0;
 
-  for (k = 0; k < i; k++)
+  for (k = 0; k < j; k++)
     {
-      result += theta[i-1][i-k-1] * theta[j-1][j-k-1] * est->scale[k];
+      result += theta[i-1][i-k-1] * theta[j][j-k-1] * est->scale[k];
     }
   return result;
 }
@@ -149,45 +149,60 @@
     }
   est->scale[i] = result;
 }
-
 static void
-get_coef (const gsl_matrix *data,
-         struct innovations_estimate **est, size_t max_lag)
+init_theta (double **theta, size_t max_lag)
 {
-  size_t j;
   size_t i;
-  size_t k;
-  size_t n;
-  double v;
-  double **theta;
-
-  theta = xnmalloc (max_lag, sizeof (*theta));
-  for (i = 0; i < max_lag; i++)
-    {
-      theta[i] = xnmalloc (i+1, sizeof (theta[i]));
+  size_t j;
 
-    }
-  for (n = 0; n < data->size2; n++)
-    {
       for (i = 0; i < max_lag; i++)
        {
-         for (j = 0; j < i; j++)
+      for (j = 0; j <= i; j++)
            {
              theta[i][j] = 0.0;
            }
        }
-      innovations_update_scale (est[n], theta[0], 0);
+}
+static void
+innovations_update_coeff (double **theta, struct innovations_estimate *est,
+                         size_t max_lag)
+{
+  size_t i;
+  size_t j;
+  size_t k;
+  double v;
+
       for (i = 0; i < max_lag; i++)
        {
-         v = est[n]->cov[i];
+      v = est->cov[i];
          for (j = 0; j < i; j++)
            {
              k = i - j;
-             theta[i-1][k-1] = est[n]->cov[k] - 
-               innovations_convolve (theta, est[n], i, j);
+         theta[i-1][k-1] = est->cov[k] - 
+           innovations_convolve (theta, est, i, j);
+       }
+      innovations_update_scale (est, theta[i], i);
            }
-         innovations_update_scale (est[n], theta[i], i);
+}
+static void
+get_coef (const gsl_matrix *data,
+         struct innovations_estimate **est, size_t max_lag)
+{
+  size_t i;
+  size_t n;
+  double **theta;
+
+  theta = xnmalloc (max_lag, sizeof (*theta));
+  for (i = 0; i < max_lag; i++)
+    {
+      theta[i] = xnmalloc (i + 1, sizeof (**(theta + i)));
        }
+
+  for (n = 0; n < data->size2; n++)
+    {
+      init_theta (theta, max_lag);
+      innovations_update_scale (est[n], theta[0], 0);
+      innovations_update_coeff (theta, est[n], max_lag);
       /* Copy the final row of coefficients into EST->COEFF.*/
       for (i = 0; i < max_lag; i++)
        {
@@ -213,6 +228,7 @@
          pspp_coeff_set_estimate (est[n]->coeff[i], theta[max_lag - 1][i]);
        }
     }
+
   for (i = 0; i < max_lag; i++)
     {
       free (theta[i]);