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use struct design_matrix
[pspp-builds.git]
/
src
/
math
/
ts
/
innovations.c
diff --git
a/src/math/ts/innovations.c
b/src/math/ts/innovations.c
index 4e3dfbf8f323eb6f98eb9b490ca6d3c3d802cc14..75b88d6cb4d9bfbd0f9a73b4b734bd0d7464cbbd 100644
(file)
--- a/
src/math/ts/innovations.c
+++ b/
src/math/ts/innovations.c
@@
-110,13
+110,11
@@
get_covariance (const gsl_matrix *data,
}
}
}
}
}
}
- for (
lag = 1; lag <= max_lag; lag
++)
+ for (
j = 0; j < data->size2; j
++)
{
{
- 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
return rc;
}
static double
@@
-257,22
+255,22
@@
innovations_struct_init (struct innovations_estimate *est, size_t lag)
}
struct innovations_estimate **
}
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;
{
struct innovations_estimate **est;
size_t i;
- est = xnmalloc (d
ata
->size2, sizeof *est);
- for (i = 0; i < d
ata
->size2; i++)
+ est = xnmalloc (d
m->m
->size2, sizeof *est);
+ for (i = 0; i < d
m->m
->size2; i++)
{
est[i] = xmalloc (sizeof *est[i]);
/* est[i]->variable = vars[i]; */
innovations_struct_init (est[i], lag);
}
{
est[i] = xmalloc (sizeof *est[i]);
/* est[i]->variable = vars[i]; */
innovations_struct_init (est[i], lag);
}
- get_mean_variance (d
ata
, est);
- get_covariance (d
ata
, est, lag);
- get_coef (d
ata
, est, lag);
+ get_mean_variance (d
m->m
, est);
+ get_covariance (d
m->m
, est, lag);
+ get_coef (d
m->m
, est, lag);
return est;
}
return est;
}