/*
- src/math/time-series/arma/innovations.h
+ src/math/ts/innovations.h
Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
#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 struct variable **, size_t *,
- size_t, const struct casefile *);
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
+void pspp_innovations_free (struct innovations_estimate **, size_t);
#endif