fixed and tested computation of coefficients
[pspp-builds.git] / src / math / ts / ChangeLog
1 2006-07-16  Jason Stover  <jhs@math.gcsu.edu>
2
3         * innovations.c (get_coef): Fixed diagonal elements and call to
4         innovations_convolve().
5
6 2006-07-15  Jason Stover  <jhs@math.gcsu.edu>
7
8         * innovations.c (get_covariance): Fixed computation of
9         covariance. Made COV[i] the lag i covariance.
10         (update_cov): New function.
11         (get_covariance): Use gsl_vector_view's to get rows of correct
12         lag.
13
14 2006-07-14  Jason Stover  <jhs@math.gcsu.edu>
15
16         * innovations.c (innovations_struct_init): Fix initialization of
17         coefficient. 
18
19 2006-07-13  Jason Stover  <jhs@math.gcsu.edu>
20
21         * innovations.c (pspp_innovations): Altered function to use struct
22         design_matrix. 
23
24 2006-07-06  Jason Stover  <jhs@math.gcsu.edu>
25
26         * innovations.c (get_covariance): Fixed subscripts.
27         (innovations_update_scale): Added check for subscript.
28         
29 2006-07-05  Jason Stover  <jhs@math.gcsu.edu>
30
31         * innovations.c (innovations_struct_init): New function.
32
33 2006-07-03  Jason Stover  <jhs@math.gcsu.edu>
34
35         * innovations.c (init_theta): Fixed subscripts.
36         * innovations.c (innovations_update_coeff): Fixed subscripts.
37         * innovations.c (get_covarience): Fixed subscripts.
38         * innovations.c (pspp_innovations_free): New function.
39         * innovations.c (pspp_innovations_free_one): New function.
40
41 2006-07-02  Jason Stover  <jhs@math.gcsu.edu>
42
43         * innovations.c (get_coef): Moved instructions to
44         innovations_update_coeff() and init_theta().
45         * innovations.c (get_coef): Fixed allocation of theta.
46         * innovations.c (innovations_update_theta): New function.
47         * innovations.c (init_theta): New function.
48         * innovations.c (innovations_convolve): Fixed upper bound of
49         subscript in sum.
50
51 2006-07-01  Jason Stover  <jhs@math.gcsu.edu>
52
53         * innovations.c: Use gsl_matrices to avoid use of casefiles by
54         backend math routine.
55
56 2006-06-21  Jason Stover  <jhs@math.gcsu.edu>
57
58         * innovations.c (innovations_update_scale): New function.
59         * innovations.c (get_coef): Save computed coefficients in est->coeff.
60
61         * innovations.c (get_coef): Initialize and free the innovations
62         coefficients. Call innovations_update_scale ().
63
64 2006-06-16  Jason Stover  <jhs@math.gcsu.edu>
65
66         * innovations.c (innovations_convolve): New function.
67         * innovations.c (get_coef): New function.
68
69 2006-06-04  Jason Stover  <jhs@math.gcsu.edu>
70
71         * innovations.c (get_covariance): Initial version
72
73 2006-05-25  Jason Stover  <jhs@math.gcsu.edu>
74
75         * innovations.c:  New file
76