center the data before computing the coefficients; remove variance member of innovati...

[pspp-builds.git] / src / math / ts / innovations.h

diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h
index 5cc6b16cef680961e3cfadd3e80a65668dfc9c88..3432a3be1eaad2641b9c3bd50f1d00bbd577422e 100644 (file)
--- a/src/math/ts/innovations.h
+++ b/src/math/ts/innovations.h
@@ -1,5 +1,5 @@
 /*
-  src/math/time-series/arma/innovations.h
+  src/math/ts/innovations.h
   
   Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
   
@@ -30,14 +30,18 @@
 #ifndef INNOVATIONS_H
 #define INNOVATIONS_H
 #include <math/coefficient.h>
+#include <math/design-matrix.h>
+
 struct innovations_estimate
 {
-  struct variable *variable;
+  const struct variable *variable;
   double mean;
-  double variance;
   double *cov;
+  double *scale;
   double n_obs;
   double max_lag;
-  coefficient *coeff;
+  coefficient **coeff;
 };
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
+void pspp_innovations_free (struct innovations_estimate **, size_t);
 #endif