use struct design_matrix

diff --git a/src/math/ts/ChangeLog b/src/math/ts/ChangeLog
index fdc8e88ba173e6f5001be865d3bd15e7e8982580..7312d04837d9dadabb432c63821b26caa62bdf47 100644 (file)
--- a/src/math/ts/ChangeLog
+++ b/src/math/ts/ChangeLog
@@ -1,3 +1,8 @@
+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.

diff --git a/src/math/ts/innovations.c b/src/math/ts/innovations.c
index 4e3dfbf8f323eb6f98eb9b490ca6d3c3d802cc14..75b88d6cb4d9bfbd0f9a73b4b734bd0d7464cbbd 100644 (file)
--- a/src/math/ts/innovations.c
+++ b/src/math/ts/innovations.c
@@ -110,13 +110,11 @@ get_covariance (const gsl_matrix *data,
            }
        }
     }
-  for (lag = 1; lag <= max_lag; lag++)
+  for (j = 0; j < data->size2; j++)
     {
-      for (j = 0; j < data->size2; j++)
-       {
-         *(est[j]->cov + lag - 1) /= (est[j]->n_obs - lag);
-       }
+      *(est[j]->cov + lag - 1) /= est[j]->n_obs;
     }
+
   return rc;
 }
 static double
@@ -257,22 +255,22 @@ innovations_struct_init (struct innovations_estimate *est, size_t lag)
 }
       
 struct innovations_estimate ** 
-pspp_innovations (const gsl_matrix *data, size_t lag)
+pspp_innovations (const struct design_matrix *dm, size_t lag)
 {
   struct innovations_estimate **est;
   size_t i;
 
-  est = xnmalloc (data->size2, sizeof *est);
-  for (i = 0; i < data->size2; i++)
+  est = xnmalloc (dm->m->size2, sizeof *est);
+  for (i = 0; i < dm->m->size2; i++)
     {
       est[i] = xmalloc (sizeof *est[i]);
 /*       est[i]->variable = vars[i]; */
       innovations_struct_init (est[i], lag);
     }
 
-  get_mean_variance (data, est);
-  get_covariance (data, est, lag);
-  get_coef (data, est, lag);
+  get_mean_variance (dm->m, est);
+  get_covariance (dm->m, est, lag);
+  get_coef (dm->m, est, lag);
   
   return est;
 }

diff --git a/src/math/ts/innovations.h b/src/math/ts/innovations.h
index 1061e26a6cb31950098a7bbc4b919abfddd633f9..d6ec1ce42c3e8e7dc533f7cc1be68b4d7719423b 100644 (file)
--- a/src/math/ts/innovations.h
+++ b/src/math/ts/innovations.h
@@ -30,6 +30,8 @@
 #ifndef INNOVATIONS_H
 #define INNOVATIONS_H
 #include <math/coefficient.h>
+#include <math/design-matrix.h>
+
 struct innovations_estimate
 {
   const struct variable *variable;
@@ -41,6 +43,6 @@ struct innovations_estimate
   double max_lag;
   coefficient **coeff;
 };
-struct innovations_estimate ** pspp_innovations (const gsl_matrix *, size_t);
+struct innovations_estimate ** pspp_innovations (const struct design_matrix *, size_t);
 void pspp_innovations_free (struct innovations_estimate **, size_t);
 #endif