/*
- src/math/time-series/arma/innovations.h
+ src/math/ts/innovations.h
Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
#include <math/coefficient.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 gsl_matrix *, size_t);
#endif