X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fts%2Finnovations.c;h=b9a7cf223442a42ce597748320647a23a0739939;hb=c9e28aa922c35b8764925fe824794886b8f17a86;hp=44fa09816568b17d84b604a25390a946686c1dd9;hpb=f5c108becd49d78f4898cab11352291f5689d24e;p=pspp-builds.git

diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c
index 44fa0981..b9a7cf22 100644
--- a/src/math/ts/innovations.c
+++ b/src/math/ts/innovations.c
@@ -1,22 +1,19 @@
-/*
-  src/math/ts/innovations.c
+/* PSPP - a program for statistical analysis.
+   Copyright (C) 2006 Free Software Foundation, Inc.
 
-  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 3 of the License, or
+   (at your option) any later version.
 
-  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.
 
-  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 <http://www.gnu.org/licenses/>. */
 
-  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.
- */
 /*
   Find preliminary ARMA coefficients via the innovations algorithm.
   Also compute the sample mean and covariance matrix for each series.
@@ -31,13 +28,13 @@
 #include <config.h>
 #include <gsl/gsl_matrix.h>
 #include <gsl/gsl_vector.h>
-#include <gsl/gsl_math.h>
 #include <stdlib.h>
-#include <libpspp/alloc.h>
 #include <libpspp/compiler.h>
 #include <math/coefficient.h>
 #include <math/ts/innovations.h>
 
+#include "xalloc.h"
+
 static void
 get_mean (const gsl_matrix *data,
 	  struct innovations_estimate **est)
@@ -58,7 +55,7 @@ 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;
@@ -79,9 +76,9 @@ 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;
@@ -163,7 +160,7 @@ 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;
     }