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=f69cf89874c530564f7a2182d46915939dd6a19a;hpb=43b1296aafe7582e7dbe6c2b6a8b478d7d9b0fcf;p=pspp diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c index f69cf89874..3ab2f3edce 100644 --- a/src/math/ts/innovations.c +++ b/src/math/ts/innovations.c @@ -26,15 +26,19 @@ */ #include + +#include +#include + #include #include -#include -#include -#include #include +#include #include #include +#include "xalloc.h" + static void get_mean (const gsl_matrix *data, struct innovations_estimate **est) @@ -55,7 +59,7 @@ get_mean (const gsl_matrix *data, for (n = 0; n < data->size2; n++) { tmp = gsl_matrix_get (data, i, n); - if (!gsl_isnan (tmp)) + if (!isnan (tmp)) { est[n]->n_obs += 1.0; d = (tmp - est[n]->mean) / est[n]->n_obs; @@ -76,9 +80,9 @@ update_cov (struct innovations_estimate **est, gsl_vector_const_view x, { xj = gsl_vector_get (&x.vector, j); yj = gsl_vector_get (&y.vector, j); - if (!gsl_isnan (xj)) + if (!isnan (xj)) { - if (!gsl_isnan (yj)) + if (!isnan (yj)) { xj -= est[j]->mean; yj -= est[j]->mean; @@ -160,7 +164,7 @@ innovations_update_scale (struct innovations_estimate *est, double *theta, for (j = 0; j < i; j++) { k = i - j - 1; - result -= theta[k] * theta[k] * est->scale[j]; + result -= pow2 (theta[k]) * est->scale[j]; } est->scale[i] = result; }