fixed computation of sample covariance

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

diff --git a/src/math/ts/ChangeLog b/src/math/ts/ChangeLog
index 0fbeb23e0856b4d9b5d48efac806b8438602c0c3..d40070a0fffcbd25514b5b7905d3e489eefd3057 100644 (file)
--- a/src/math/ts/ChangeLog
+++ b/src/math/ts/ChangeLog
@@ -1,3 +1,11 @@
+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