[Pspp-cvs] pspp/src/math/ts ChangeLog innovations.c innova...

[Jason H Stover]

CVSROOT:        /cvsroot/pspp
Module name:    pspp
Changes by:     Jason H Stover <jstover>        06/07/03 19:41:21

Modified files:
        src/math/ts    : ChangeLog innovations.c innovations.h 

Log message:
        subscript fixes; added free functions

CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/ChangeLog?cvsroot=pspp&r1=1.8&r2=1.9
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.c?cvsroot=pspp&r1=1.9&r2=1.10
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.h?cvsroot=pspp&r1=1.3&r2=1.4

Patches:
Index: ChangeLog
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/ChangeLog,v
retrieving revision 1.8
retrieving revision 1.9
diff -u -b -r1.8 -r1.9
--- ChangeLog   2 Jul 2006 23:13:23 -0000       1.8
+++ ChangeLog   3 Jul 2006 19:41:20 -0000       1.9
@@ -1,3 +1,11 @@
+2006-07-03  Jason Stover  <address@hidden>
+
+       * 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  <address@hidden>
 
        * innovations.c (get_coef): Moved instructions to

Index: innovations.c
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/innovations.c,v
retrieving revision 1.9
retrieving revision 1.10
diff -u -b -r1.9 -r1.10
--- innovations.c       2 Jul 2006 23:13:23 -0000       1.9
+++ innovations.c       3 Jul 2006 19:41:20 -0000       1.10
@@ -97,20 +97,20 @@
          if (!gsl_isnan (x))
            {
              x -= est[j]->mean;
-             for (lag = 1; lag <= max_lag && lag < data->size1 - max_lag; 
lag++)
+             for (lag = 1; lag <= max_lag && lag < (data->size1 - i); lag++)
                {
                  y = gsl_matrix_get (data, i + lag, j);
                  if (!gsl_isnan (y))
                    {
                      y -= est[j]->mean;
-                     *(est[j]->cov + lag) += y * x;
+                     *(est[j]->cov + lag - 1) += y * x;
                      est[j]->n_obs += 1.0;
                    }
                }
            }
        }
     }
-  for (lag = 0; lag <= max_lag && lag < data->size1 - max_lag; lag++)
+  for (lag = 1; lag <= max_lag; lag++)
     {
       for (j = 0; j < data->size2; j++)
        {
@@ -141,10 +141,10 @@
   size_t k;
 
 
-  result = est->cov[0];
+  result = est->variance;
   for (j = 0; j < i; j++)
     {
-      k = i - j;
+      k = i - j - 1;
       result -= theta[k] * theta[k] * est->scale[j];
     }
   est->scale[i] = result;
@@ -174,14 +174,14 @@
 
   for (i = 0; i < max_lag; i++)
     {
-      v = est->cov[i];
-      for (j = 0; j < i; j++)
+      for (j = 0; j <= i; j++)
        {
          k = i - j;
-         theta[i-1][k-1] = est->cov[k] - 
-           innovations_convolve (theta, est, i, j);
+         theta[i][k] = (est->cov[k] - 
+           innovations_convolve (theta, est, i, j))
+           / est->scale[k];
        }
-      innovations_update_scale (est, theta[i], i);
+      innovations_update_scale (est, theta[i], i + 1);
     }  
 }
 static void
@@ -246,13 +246,16 @@
   est = xnmalloc (data->size2, sizeof *est);
   for (i = 0; i < data->size2; i++)
     {
-      est[i] = xmalloc (sizeof **est);
+      est[i] = xmalloc (sizeof *est[i]);
 /*       est[i]->variable = vars[i]; */
       est[i]->mean = 0.0;
       est[i]->variance = 0.0;
+      /* COV does not the variance (i.e., the lag 0 covariance). So COV[0]
+         holds the lag 1 covariance, COV[i] holds the lag i+1 covariance. */
       est[i]->cov = xnmalloc (lag, sizeof (*est[i]->cov));
       est[i]->scale = xnmalloc (lag, sizeof (*est[i]->scale));
       est[i]->coeff = xnmalloc (lag, sizeof (*est[i]->coeff));
+      est[i]->max_lag = (double) lag;
       for (j = 0; j < lag; j++)
        {
          est[i]->coeff[j] = xmalloc (sizeof (*(est[i]->coeff + j)));
@@ -265,3 +268,29 @@
   
   return est;
 }
+
+static void 
+pspp_innovations_free_one (struct innovations_estimate *est)
+{
+  size_t i;
+
+  assert (est != NULL);
+  free (est->cov);
+  free (est->scale);
+  for (i = 0; i < (size_t) est->max_lag; i++)
+    {
+      pspp_coeff_free (est->coeff[i]);
+    }
+}
+
+void pspp_innovations_free (struct innovations_estimate **est, size_t n)
+{
+  size_t i;
+
+  assert (est != NULL);
+  for (i = 0; i < n; i++)
+    {
+      pspp_innovations_free_one (est[i]);
+    }
+  free (est);
+}

Index: innovations.h
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/innovations.h,v
retrieving revision 1.3
retrieving revision 1.4
diff -u -b -r1.3 -r1.4
--- innovations.h       1 Jul 2006 23:54:02 -0000       1.3
+++ innovations.h       3 Jul 2006 19:41:20 -0000       1.4
@@ -42,4 +42,5 @@
   coefficient **coeff;
 };
 struct innovations_estimate ** pspp_innovations (const gsl_matrix *, size_t);
+void pspp_innovations_free (struct innovations_estimate **, size_t);
 #endif