X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fts%2Finnovations.c;h=ba2120fb4e6bc735f41d300b5aef406be5c2828d;hb=refs%2Fbuilds%2F20121208032040%2Fpspp;hp=3b263bff248bcd499ee83cf159f9e230afa30c0e;hpb=597402f4808b749094b3f90a96d96adf67e41c5b;p=pspp
diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c
index 3b263bff24..ba2120fb4e 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, 2011 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.
@@ -28,184 +25,329 @@
0-387-97429-6. Sections 5.2, 8.3 and 8.4.
*/
+#include
+
+#include "math/ts/innovations.h"
+
#include
#include
#include
#include
-#include
-#include
-#include
-#include
-#include
-#include