X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fts%2Finnovations.c;h=3ab2f3edce165ed0a709688e711867986683eee3;hb=97f9b8ad137e333af9b3c767556d28dfda93a461;hp=43d86ec1677c8c9bb381f59b23109da8f09940f5;hpb=29e712969d0d5bc1ee20458309dee7df2c38f1ae;p=pspp
diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c
index 43d86ec167..3ab2f3edce 100644
--- a/src/math/ts/innovations.c
+++ b/src/math/ts/innovations.c
@@ -1,22 +1,19 @@
-/*
- src/math/time-series/arma/innovations.c
-
- 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.
@@ -28,185 +25,328 @@
0-387-97429-6. Sections 5.2, 8.3 and 8.4.
*/
-#include
-#include
+#include
+
#include
#include
-#include
-#include
-#include
+
+#include
+#include
#include
-#include
+#include
#include