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Clean up and improve case code.
[pspp]
/
src
/
math
/
ts
/
innovations.h
diff --git
a/src/math/ts/innovations.h
b/src/math/ts/innovations.h
index 5cc6b16cef680961e3cfadd3e80a65668dfc9c88..3432a3be1eaad2641b9c3bd50f1d00bbd577422e 100644
(file)
--- a/
src/math/ts/innovations.h
+++ b/
src/math/ts/innovations.h
@@
-1,5
+1,5
@@
/*
/*
- src/math/t
ime-series/arma
/innovations.h
+ src/math/t
s
/innovations.h
Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
@@
-30,14
+30,18
@@
#ifndef INNOVATIONS_H
#define INNOVATIONS_H
#include <math/coefficient.h>
#ifndef INNOVATIONS_H
#define INNOVATIONS_H
#include <math/coefficient.h>
+#include <math/design-matrix.h>
+
struct innovations_estimate
{
struct innovations_estimate
{
- struct variable *variable;
+
const
struct variable *variable;
double mean;
double mean;
- double variance;
double *cov;
double *cov;
+ double *scale;
double n_obs;
double max_lag;
double n_obs;
double max_lag;
- coefficient *coeff;
+ coefficient *
*
coeff;
};
};
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
+void pspp_innovations_free (struct innovations_estimate **, size_t);
#endif
#endif