src/math/ts: Remove entire directory, which is unused.

[pspp] / src / math / ts / innovations.h

diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h
deleted file mode 100644 (file)
index 7693690..0000000
--- a/src/math/ts/innovations.h
+++ /dev/null
@@ -1,44 +0,0 @@
-/* PSPP - a program for statistical analysis.
-   Copyright (C) 2006, 2011 Free Software Foundation, Inc.
-
-   This program is free software: you can redistribute it and/or modify
-   it under the terms of the GNU General Public License as published by
-   the Free Software Foundation, either version 3 of the License, or
-   (at your option) any later version.
-
-   This program is distributed in the hope that it will be useful,
-   but WITHOUT ANY WARRANTY; without even the implied warranty of
-   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-   GNU General Public License for more details.
-
-   You should have received a copy of the GNU General Public License
-   along with this program.  If not, see <http://www.gnu.org/licenses/>. */
-/*
-  Find preliminary ARMA coefficients via the innovations algorithm.
-  Also compute the sample mean and covariance matrix for each series.
-
-  Reference:
-
-  P. J. Brockwell and R. A. Davis. Time Series: Theory and
-  Methods. Second edition. Springer. New York. 1991. ISBN
-  0-387-97429-6. Sections 5.2, 8.3 and 8.4.
- */
-#ifndef INNOVATIONS_H
-#define INNOVATIONS_H
-
-#include "math/coefficient.h"
-#include "math/design-matrix.h"
-
-struct innovations_estimate
-{
-  const struct variable *variable;
-  double mean;
-  double *cov;
-  double *scale;
-  double n_obs;
-  double max_lag;
-  coefficient **coeff;
-};
-struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
-void pspp_innovations_free (struct innovations_estimate **, size_t);
-#endif