/*
- src/math/time-series/arma/innovations.h
-
+ src/math/ts/innovations.h
+
Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
-
+
This program is free software; you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free
Software Foundation; either version 2 of the License, or (at your option)
any later version.
-
+
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
more details.
-
+
You should have received a copy of the GNU General Public License along with
this program; if not, write to the Free Software Foundation, Inc., 51
Franklin Street, Fifth Floor, Boston, MA 02111-1307, USA.
#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