X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;ds=inline;f=src%2Fmath%2Fts%2Finnovations.h;h=f0e40c59f7e2400b0d47609534a14ba1e64c3580;hb=refs%2Ftags%2Fsid-i386-build142;hp=1061e26a6cb31950098a7bbc4b919abfddd633f9;hpb=fb67d7201c231228f4a528f0c10d1cd17cddd6c5;p=pspp-builds.git diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h index 1061e26a..f0e40c59 100644 --- a/src/math/ts/innovations.h +++ b/src/math/ts/innovations.h @@ -1,22 +1,18 @@ -/* - 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. - */ +/* PSPP - a program for statistical analysis. + Copyright (C) 2006 Free Software Foundation, Inc. + + 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 3 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, see . */ /* Find preliminary ARMA coefficients via the innovations algorithm. Also compute the sample mean and covariance matrix for each series. @@ -30,17 +26,18 @@ #ifndef INNOVATIONS_H #define INNOVATIONS_H #include +#include + 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