fixed computation of sample covariance

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

diff --git a/src/math/ts/ChangeLog b/src/math/ts/ChangeLog
index 07cb6f45a9862205d2cb5d3b0bede063a6b73b88..d40070a0fffcbd25514b5b7905d3e489eefd3057 100644 (file)
--- a/src/math/ts/ChangeLog
+++ b/src/math/ts/ChangeLog
@@ -1,4 +1,67 @@
-2006-06-04  Jason Stover  <jhs@debs.hjklfdsss.org>
+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
+       coefficient. 
+
+2006-07-13  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (pspp_innovations): Altered function to use struct
+       design_matrix. 
+
+2006-07-06  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_covariance): Fixed subscripts.
+       (innovations_update_scale): Added check for subscript.
+       
+2006-07-05  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (innovations_struct_init): New function.
+
+2006-07-03  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (init_theta): Fixed subscripts.
+       * innovations.c (innovations_update_coeff): Fixed subscripts.
+       * innovations.c (get_covarience): Fixed subscripts.
+       * innovations.c (pspp_innovations_free): New function.
+       * innovations.c (pspp_innovations_free_one): New function.
+
+2006-07-02  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_coef): Moved instructions to
+       innovations_update_coeff() and init_theta().
+       * innovations.c (get_coef): Fixed allocation of theta.
+       * innovations.c (innovations_update_theta): New function.
+       * innovations.c (init_theta): New function.
+       * innovations.c (innovations_convolve): Fixed upper bound of
+       subscript in sum.
+
+2006-07-01  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c: Use gsl_matrices to avoid use of casefiles by
+       backend math routine.
+
+2006-06-21  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (innovations_update_scale): New function.
+       * innovations.c (get_coef): Save computed coefficients in est->coeff.
+
+       * innovations.c (get_coef): Initialize and free the innovations
+       coefficients. Call innovations_update_scale ().
+
+2006-06-16  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (innovations_convolve): New function.
+       * innovations.c (get_coef): New function.
+
+2006-06-04  Jason Stover  <jhs@math.gcsu.edu>
 
        * innovations.c (get_covariance): Initial version