[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Pspp-cvs] pspp/src/math/ts innovations.c innovations.h
From: |
Jason H Stover |
Subject: |
[Pspp-cvs] pspp/src/math/ts innovations.c innovations.h |
Date: |
Wed, 07 Jun 2006 01:52:48 +0000 |
CVSROOT: /cvsroot/pspp
Module name: pspp
Changes by: Jason H Stover <jstover> 06/06/07 01:52:48
Modified files:
src/math/ts : innovations.c
Added files:
src/math/ts : innovations.h
Log message:
fixed mistakes
CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.c?cvsroot=pspp&r1=1.1&r2=1.2
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.h?cvsroot=pspp&rev=1.1
Patches:
Index: innovations.c
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/innovations.c,v
retrieving revision 1.1
retrieving revision 1.2
diff -u -b -r1.1 -r1.2
--- innovations.c 7 Jun 2006 01:12:37 -0000 1.1
+++ innovations.c 7 Jun 2006 01:52:48 -0000 1.2
@@ -38,9 +38,7 @@
#include <libpspp/compiler.h>
#include <libpspp/message.h>
#include <math/coefficient.h>
-#include <math/innovations.h>
-#include <gettext.h>
-#define _(msgid) gettext (msgid)
+#include <math/ts/innovations.h>
static void
get_mean_variance (size_t n_vars, const struct casefile *cf,
@@ -48,13 +46,10 @@
{
struct casereader *r;
- struct ccase *c;
- struct ccase *c2;
+ struct ccase c;
size_t n;
- double *x;
double d;
- double tmp;
- double variance;
+ const union value *tmp;
for (n = 0; n < n_vars; n++)
{
@@ -67,10 +62,10 @@
{
for (n = 0; n < n_vars; n++)
{
- if (!mv_is_value_missing (&v->miss, val))
- {
tmp = case_data (&c, est[n]->variable->fv);
- d = (tmp - est[n]->mean) / est[n]->n_obs;
+ if (!mv_is_value_missing (&(est[n]->variable->miss), tmp))
+ {
+ d = (tmp->f - est[n]->mean) / est[n]->n_obs;
est[n]->mean += d;
est[n]->variance += est[n]->n_obs * est[n]->n_obs * d * d;
est[n]->n_obs += 1.0;
@@ -182,6 +177,7 @@
struct casereader *r;
struct ccase *c;
size_t i;
+ size_t j;
est = xnmalloc (*n_vars, sizeof *est);
for (i = 0; i < *n_vars; i++)
@@ -202,8 +198,8 @@
else
{
*n_vars--;
- msg (MW, _("Cannot compute autocovariance for a non-numeric variable
%s"),
- var_to_string (vars[i]));
+/* msg (MW, _("Cannot compute autocovariance for a non-numeric variable
%s"), */
+/* var_to_string (vars[i])); */
}
}
Index: innovations.h
===================================================================
RCS file: innovations.h
diff -N innovations.h
--- /dev/null 1 Jan 1970 00:00:00 -0000
+++ innovations.h 7 Jun 2006 01:52:48 -0000 1.1
@@ -0,0 +1,43 @@
+/*
+ src/math/time-series/arma/innovations.h
+
+ Copyright (C) 2006 Free Software Foundation, Inc. Written by Jason H. Stover.
+
+ This program is free software; you can redistribute it and/or modify it under
+ the terms of the GNU General Public License as published by the Free
+ Software Foundation; either version 2 of the License, or (at your option)
+ any later version.
+
+ This program is distributed in the hope that it will be useful, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
+ more details.
+
+ You should have received a copy of the GNU General Public License along with
+ this program; if not, write to the Free Software Foundation, Inc., 51
+ Franklin Street, Fifth Floor, Boston, MA 02111-1307, USA.
+ */
+/*
+ Find preliminary ARMA coefficients via the innovations algorithm.
+ Also compute the sample mean and covariance matrix for each series.
+
+ Reference:
+
+ P. J. Brockwell and R. A. Davis. Time Series: Theory and
+ Methods. Second edition. Springer. New York. 1991. ISBN
+ 0-387-97429-6. Sections 5.2, 8.3 and 8.4.
+ */
+#ifndef INNOVATIONS_H
+#define INNOVATIONS_H
+#include <math/coefficient.h>
+struct innovations_estimate
+{
+ struct variable *variable;
+ double mean;
+ double variance;
+ double *cov;
+ double n_obs;
+ double max_lag;
+ coefficient *coeff;
+};
+#endif
- [Pspp-cvs] pspp/src/math/ts innovations.c innovations.h,
Jason H Stover <=