center the data before computing the coefficients; remove variance member of innovati...

[pspp-builds.git] / src / math / ts / ChangeLog

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+2006-07-16  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_coef): Fixed diagonal elements and call to
+       innovations_convolve().
+       (subtract_mean): New function. Subtract the mean before computing
+       the coefficients.
+
+2006-07-15  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_covariance): Fixed computation of
+       covariance. Made COV[i] the lag i covariance.
+       (update_cov): New function.
+       (get_covariance): Use gsl_vector_view's to get rows of correct
+       lag.
+
 2006-07-14  Jason Stover  <jhs@math.gcsu.edu>
 
        * innovations.c (innovations_struct_init): Fix initialization of