X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Fts%2Finnovations.h;h=7693690ce58e072e91305619b15508c7e001a644;hb=be3a7bd753e0582a6b7bbdc032bc0891ab2900d6;hp=a020f876c5c95171c10a7e531feddc0e0c5c977e;hpb=4dc2ebcfd1a113b25f6997ff3b66fa52ac41158b;p=pspp diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h index a020f876c5..7693690ce5 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, 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. @@ -29,17 +25,20 @@ */ #ifndef INNOVATIONS_H #define INNOVATIONS_H -#include + +#include "math/coefficient.h" +#include "math/design-matrix.h" + 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