+ for (i = 0; i < max_lag; i++)
+ {
+ for (j = 0; j <= i; j++)
+ {
+ theta[i][j] = 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->cov[i];
+ for (j = 0; j < i; j++)
+ {
+ k = i - j;
+ theta[i-1][k-1] = est->cov[k] -
+ innovations_convolve (theta, est, i, j);
+ }
+ innovations_update_scale (est, theta[i], i);
+ }
+}