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

[Jason H Stover]

CVSROOT:        /sources/pspp
Module name:    pspp
Changes by:     Jason H Stover <jstover>        06/07/13 20:44:45

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

Log message:
        use struct design_matrix

CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/ChangeLog?cvsroot=pspp&r1=1.11&r2=1.12
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.c?cvsroot=pspp&r1=1.12&r2=1.13
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.h?cvsroot=pspp&r1=1.4&r2=1.5

Patches:
Index: ChangeLog
===================================================================
RCS file: /sources/pspp/pspp/src/math/ts/ChangeLog,v
retrieving revision 1.11
retrieving revision 1.12
diff -u -b -r1.11 -r1.12
--- ChangeLog   6 Jul 2006 23:58:05 -0000       1.11
+++ ChangeLog   13 Jul 2006 20:44:44 -0000      1.12
@@ -1,3 +1,8 @@
+2006-07-13  Jason Stover  <address@hidden>
+
+       * innovations.c (pspp_innovations): Altered function to use struct
+       design_matrix. 
+
 2006-07-06  Jason Stover  <address@hidden>
 
        * innovations.c (get_covariance): Fixed subscripts.

Index: innovations.c
===================================================================
RCS file: /sources/pspp/pspp/src/math/ts/innovations.c,v
retrieving revision 1.12
retrieving revision 1.13
diff -u -b -r1.12 -r1.13
--- innovations.c       6 Jul 2006 23:58:05 -0000       1.12
+++ innovations.c       13 Jul 2006 20:44:44 -0000      1.13
@@ -110,13 +110,11 @@
            }
        }
     }
-  for (lag = 1; lag <= max_lag; lag++)
-    {
       for (j = 0; j < data->size2; j++)
        {
-         *(est[j]->cov + lag - 1) /= (est[j]->n_obs - lag);
-       }
+      *(est[j]->cov + lag - 1) /= est[j]->n_obs;
     }
+
   return rc;
 }
 static double
@@ -257,22 +255,22 @@
 }
       
 struct innovations_estimate ** 
-pspp_innovations (const gsl_matrix *data, size_t lag)
+pspp_innovations (const struct design_matrix *dm, size_t lag)
 {
   struct innovations_estimate **est;
   size_t i;
 
-  est = xnmalloc (data->size2, sizeof *est);
-  for (i = 0; i < data->size2; i++)
+  est = xnmalloc (dm->m->size2, sizeof *est);
+  for (i = 0; i < dm->m->size2; i++)
     {
       est[i] = xmalloc (sizeof *est[i]);
 /*       est[i]->variable = vars[i]; */
       innovations_struct_init (est[i], lag);
     }
 
-  get_mean_variance (data, est);
-  get_covariance (data, est, lag);
-  get_coef (data, est, lag);
+  get_mean_variance (dm->m, est);
+  get_covariance (dm->m, est, lag);
+  get_coef (dm->m, est, lag);
   
   return est;
 }

Index: innovations.h
===================================================================
RCS file: /sources/pspp/pspp/src/math/ts/innovations.h,v
retrieving revision 1.4
retrieving revision 1.5
diff -u -b -r1.4 -r1.5
--- innovations.h       3 Jul 2006 19:41:20 -0000       1.4
+++ innovations.h       13 Jul 2006 20:44:44 -0000      1.5
@@ -30,6 +30,8 @@
 #ifndef INNOVATIONS_H
 #define INNOVATIONS_H
 #include <math/coefficient.h>
+#include <math/design-matrix.h>
+
 struct innovations_estimate
 {
   const struct variable *variable;
@@ -41,6 +43,6 @@
   double max_lag;
   coefficient **coeff;
 };
-struct innovations_estimate ** pspp_innovations (const gsl_matrix *, size_t);
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, 
size_t);
 void pspp_innovations_free (struct innovations_estimate **, size_t);
 #endif