From: Jason Stover Date: Mon, 3 Jul 2006 19:41:20 +0000 (+0000) Subject: subscript fixes; added free functions X-Git-Tag: v0.6.0~786 X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=commitdiff_plain;h=fb67d7201c231228f4a528f0c10d1cd17cddd6c5;p=pspp-builds.git subscript fixes; added free functions --- diff --git a/src/math/ts/ChangeLog b/src/math/ts/ChangeLog index 5a4f81e3..353b94e7 100644 --- a/src/math/ts/ChangeLog +++ b/src/math/ts/ChangeLog @@ -1,3 +1,11 @@ +2006-07-03 Jason Stover + + * innovations.c (init_theta): Fixed subscripts. + * innovations.c (innovations_update_coeff): Fixed subscripts. + * innovations.c (get_covarience): Fixed subscripts. + * innovations.c (pspp_innovations_free): New function. + * innovations.c (pspp_innovations_free_one): New function. + 2006-07-02 Jason Stover * innovations.c (get_coef): Moved instructions to diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c index 0b1ccd63..3921ea1c 100644 --- a/src/math/ts/innovations.c +++ b/src/math/ts/innovations.c @@ -97,20 +97,20 @@ get_covariance (const gsl_matrix *data, if (!gsl_isnan (x)) { x -= est[j]->mean; - for (lag = 1; lag <= max_lag && lag < data->size1 - max_lag; lag++) + for (lag = 1; lag <= max_lag && lag < (data->size1 - i); lag++) { y = gsl_matrix_get (data, i + lag, j); if (!gsl_isnan (y)) { y -= est[j]->mean; - *(est[j]->cov + lag) += y * x; + *(est[j]->cov + lag - 1) += y * x; est[j]->n_obs += 1.0; } } } } } - for (lag = 0; lag <= max_lag && lag < data->size1 - max_lag; lag++) + for (lag = 1; lag <= max_lag; lag++) { for (j = 0; j < data->size2; j++) { @@ -141,10 +141,10 @@ innovations_update_scale (struct innovations_estimate *est, double *theta, size_t k; - result = est->cov[0]; + result = est->variance; for (j = 0; j < i; j++) { - k = i - j; + k = i - j - 1; result -= theta[k] * theta[k] * est->scale[j]; } est->scale[i] = result; @@ -174,14 +174,14 @@ innovations_update_coeff (double **theta, struct innovations_estimate *est, for (i = 0; i < max_lag; i++) { - v = est->cov[i]; - for (j = 0; j < i; j++) + for (j = 0; j <= i; j++) { k = i - j; - theta[i-1][k-1] = est->cov[k] - - innovations_convolve (theta, est, i, j); + theta[i][k] = (est->cov[k] - + innovations_convolve (theta, est, i, j)) + / est->scale[k]; } - innovations_update_scale (est, theta[i], i); + innovations_update_scale (est, theta[i], i + 1); } } static void @@ -246,13 +246,16 @@ pspp_innovations (const gsl_matrix *data, size_t lag) est = xnmalloc (data->size2, sizeof *est); for (i = 0; i < data->size2; i++) { - est[i] = xmalloc (sizeof **est); + est[i] = xmalloc (sizeof *est[i]); /* est[i]->variable = vars[i]; */ est[i]->mean = 0.0; est[i]->variance = 0.0; + /* COV does not the variance (i.e., the lag 0 covariance). So COV[0] + holds the lag 1 covariance, COV[i] holds the lag i+1 covariance. */ est[i]->cov = xnmalloc (lag, sizeof (*est[i]->cov)); est[i]->scale = xnmalloc (lag, sizeof (*est[i]->scale)); est[i]->coeff = xnmalloc (lag, sizeof (*est[i]->coeff)); + est[i]->max_lag = (double) lag; for (j = 0; j < lag; j++) { est[i]->coeff[j] = xmalloc (sizeof (*(est[i]->coeff + j))); @@ -265,3 +268,29 @@ pspp_innovations (const gsl_matrix *data, size_t lag) return est; } + +static void +pspp_innovations_free_one (struct innovations_estimate *est) +{ + size_t i; + + assert (est != NULL); + free (est->cov); + free (est->scale); + for (i = 0; i < (size_t) est->max_lag; i++) + { + pspp_coeff_free (est->coeff[i]); + } +} + +void pspp_innovations_free (struct innovations_estimate **est, size_t n) +{ + size_t i; + + assert (est != NULL); + for (i = 0; i < n; i++) + { + pspp_innovations_free_one (est[i]); + } + free (est); +} diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h index a020f876..1061e26a 100644 --- a/src/math/ts/innovations.h +++ b/src/math/ts/innovations.h @@ -42,4 +42,5 @@ struct innovations_estimate coefficient **coeff; }; struct innovations_estimate ** pspp_innovations (const gsl_matrix *, size_t); +void pspp_innovations_free (struct innovations_estimate **, size_t); #endif