fixed computation of sample covariance
[pspp-builds.git] / src / math / ts / ChangeLog
index 1ebd8d2ad1121f1fdacac78a761dd3ebf0e082d0..d40070a0fffcbd25514b5b7905d3e489eefd3057 100644 (file)
@@ -1,3 +1,26 @@
+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.