1 2006-07-16 Jason Stover <jhs@math.gcsu.edu>
3 * innovations.c (get_coef): Fixed diagonal elements and call to
4 innovations_convolve().
5 (subtract_mean): New function. Subtract the mean before computing
8 2006-07-15 Jason Stover <jhs@math.gcsu.edu>
10 * innovations.c (get_covariance): Fixed computation of
11 covariance. Made COV[i] the lag i covariance.
12 (update_cov): New function.
13 (get_covariance): Use gsl_vector_view's to get rows of correct
16 2006-07-14 Jason Stover <jhs@math.gcsu.edu>
18 * innovations.c (innovations_struct_init): Fix initialization of
21 2006-07-13 Jason Stover <jhs@math.gcsu.edu>
23 * innovations.c (pspp_innovations): Altered function to use struct
26 2006-07-06 Jason Stover <jhs@math.gcsu.edu>
28 * innovations.c (get_covariance): Fixed subscripts.
29 (innovations_update_scale): Added check for subscript.
31 2006-07-05 Jason Stover <jhs@math.gcsu.edu>
33 * innovations.c (innovations_struct_init): New function.
35 2006-07-03 Jason Stover <jhs@math.gcsu.edu>
37 * innovations.c (init_theta): Fixed subscripts.
38 * innovations.c (innovations_update_coeff): Fixed subscripts.
39 * innovations.c (get_covarience): Fixed subscripts.
40 * innovations.c (pspp_innovations_free): New function.
41 * innovations.c (pspp_innovations_free_one): New function.
43 2006-07-02 Jason Stover <jhs@math.gcsu.edu>
45 * innovations.c (get_coef): Moved instructions to
46 innovations_update_coeff() and init_theta().
47 * innovations.c (get_coef): Fixed allocation of theta.
48 * innovations.c (innovations_update_theta): New function.
49 * innovations.c (init_theta): New function.
50 * innovations.c (innovations_convolve): Fixed upper bound of
53 2006-07-01 Jason Stover <jhs@math.gcsu.edu>
55 * innovations.c: Use gsl_matrices to avoid use of casefiles by
58 2006-06-21 Jason Stover <jhs@math.gcsu.edu>
60 * innovations.c (innovations_update_scale): New function.
61 * innovations.c (get_coef): Save computed coefficients in est->coeff.
63 * innovations.c (get_coef): Initialize and free the innovations
64 coefficients. Call innovations_update_scale ().
66 2006-06-16 Jason Stover <jhs@math.gcsu.edu>
68 * innovations.c (innovations_convolve): New function.
69 * innovations.c (get_coef): New function.
71 2006-06-04 Jason Stover <jhs@math.gcsu.edu>
73 * innovations.c (get_covariance): Initial version
75 2006-05-25 Jason Stover <jhs@math.gcsu.edu>
77 * innovations.c: New file