Estimate parameters. Moved some code to re-usable functions.

[pspp-builds.git] / src / math / ts / ChangeLog

diff --git a/src/math/ts/ChangeLog b/src/math/ts/ChangeLog
index e2880996651d9d916fa1a3625a84220320078e8f..a353ffce1a5f3f51c635762fab5edb5e5fe79352 100644 (file)
--- a/src/math/ts/ChangeLog
+++ b/src/math/ts/ChangeLog
@@ -1,3 +1,60 @@
+2006-07-16  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_coef): Fixed diagonal elements and call to
+       innovations_convolve().
+       (subtract_mean): New function. Subtract the mean before computing
+       the coefficients.
+
+2006-07-15  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_covariance): Fixed computation of
+       covariance. Made COV[i] the lag i covariance.
+       (update_cov): New function.
+       (get_covariance): Use gsl_vector_view's to get rows of correct
+       lag.
+
+2006-07-14  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (innovations_struct_init): Fix initialization of
+       coefficient. 
+
+2006-07-13  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (pspp_innovations): Altered function to use struct
+       design_matrix. 
+
+2006-07-06  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_covariance): Fixed subscripts.
+       (innovations_update_scale): Added check for subscript.
+       
+2006-07-05  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c (innovations_struct_init): New function.
+
+2006-07-03  Jason Stover  <jhs@math.gcsu.edu>
+
+       * 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  <jhs@math.gcsu.edu>
+
+       * innovations.c (get_coef): Moved instructions to
+       innovations_update_coeff() and init_theta().
+       * innovations.c (get_coef): Fixed allocation of theta.
+       * innovations.c (innovations_update_theta): New function.
+       * innovations.c (init_theta): New function.
+       * innovations.c (innovations_convolve): Fixed upper bound of
+       subscript in sum.
+
+2006-07-01  Jason Stover  <jhs@math.gcsu.edu>
+
+       * innovations.c: Use gsl_matrices to avoid use of casefiles by
+       backend math routine.
+
 2006-06-21  Jason Stover  <jhs@math.gcsu.edu>
 
        * innovations.c (innovations_update_scale): New function.