#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 variance;
double *cov;
double *scale;
double n_obs;
double max_lag;
coefficient **coeff;
};
-struct innovations_estimate ** pspp_innovations (const gsl_matrix *, size_t);
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
void pspp_innovations_free (struct innovations_estimate **, size_t);
#endif