center the data before computing the coefficients; remove variance member of innovati...
[pspp-builds.git] / src / math / ts / innovations.h
index 1061e26a6cb31950098a7bbc4b919abfddd633f9..3432a3be1eaad2641b9c3bd50f1d00bbd577422e 100644 (file)
 #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