a353ffce1a5f3f51c635762fab5edb5e5fe79352
[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         (subtract_mean): New function. Subtract the mean before computing
6         the coefficients.
7
8 2006-07-15  Jason Stover  <jhs@math.gcsu.edu>
9
10         * innovations.c (get_covariance): Fixed computation of
11         covariance. Made COV[i] the lag i covariance.
12         (update_cov): New function.
13         (get_covariance): Use gsl_vector_view's to get rows of correct
14         lag.
15
16 2006-07-14  Jason Stover  <jhs@math.gcsu.edu>
17
18         * innovations.c (innovations_struct_init): Fix initialization of
19         coefficient. 
20
21 2006-07-13  Jason Stover  <jhs@math.gcsu.edu>
22
23         * innovations.c (pspp_innovations): Altered function to use struct
24         design_matrix. 
25
26 2006-07-06  Jason Stover  <jhs@math.gcsu.edu>
27
28         * innovations.c (get_covariance): Fixed subscripts.
29         (innovations_update_scale): Added check for subscript.
30         
31 2006-07-05  Jason Stover  <jhs@math.gcsu.edu>
32
33         * innovations.c (innovations_struct_init): New function.
34
35 2006-07-03  Jason Stover  <jhs@math.gcsu.edu>
36
37         * innovations.c (init_theta): Fixed subscripts.
38         * innovations.c (innovations_update_coeff): Fixed subscripts.
39         * innovations.c (get_covarience): Fixed subscripts.
40         * innovations.c (pspp_innovations_free): New function.
41         * innovations.c (pspp_innovations_free_one): New function.
42
43 2006-07-02  Jason Stover  <jhs@math.gcsu.edu>
44
45         * innovations.c (get_coef): Moved instructions to
46         innovations_update_coeff() and init_theta().
47         * innovations.c (get_coef): Fixed allocation of theta.
48         * innovations.c (innovations_update_theta): New function.
49         * innovations.c (init_theta): New function.
50         * innovations.c (innovations_convolve): Fixed upper bound of
51         subscript in sum.
52
53 2006-07-01  Jason Stover  <jhs@math.gcsu.edu>
54
55         * innovations.c: Use gsl_matrices to avoid use of casefiles by
56         backend math routine.
57
58 2006-06-21  Jason Stover  <jhs@math.gcsu.edu>
59
60         * innovations.c (innovations_update_scale): New function.
61         * innovations.c (get_coef): Save computed coefficients in est->coeff.
62
63         * innovations.c (get_coef): Initialize and free the innovations
64         coefficients. Call innovations_update_scale ().
65
66 2006-06-16  Jason Stover  <jhs@math.gcsu.edu>
67
68         * innovations.c (innovations_convolve): New function.
69         * innovations.c (get_coef): New function.
70
71 2006-06-04  Jason Stover  <jhs@math.gcsu.edu>
72
73         * innovations.c (get_covariance): Initial version
74
75 2006-05-25  Jason Stover  <jhs@math.gcsu.edu>
76
77         * innovations.c:  New file
78