[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Pspp-cvs] pspp/src/math/ts ChangeLog innovations.c
From: |
Jason H Stover |
Subject: |
[Pspp-cvs] pspp/src/math/ts ChangeLog innovations.c |
Date: |
Thu, 06 Jul 2006 23:58:05 +0000 |
CVSROOT: /cvsroot/pspp
Module name: pspp
Changes by: Jason H Stover <jstover> 06/07/06 23:58:05
Modified files:
src/math/ts : ChangeLog innovations.c
Log message:
subscript fixes
CVSWeb URLs:
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/ChangeLog?cvsroot=pspp&r1=1.10&r2=1.11
http://cvs.savannah.gnu.org/viewcvs/pspp/src/math/ts/innovations.c?cvsroot=pspp&r1=1.11&r2=1.12
Patches:
Index: ChangeLog
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/ChangeLog,v
retrieving revision 1.10
retrieving revision 1.11
diff -u -b -r1.10 -r1.11
--- ChangeLog 5 Jul 2006 23:55:02 -0000 1.10
+++ ChangeLog 6 Jul 2006 23:58:05 -0000 1.11
@@ -1,3 +1,8 @@
+2006-07-06 Jason Stover <address@hidden>
+
+ * innovations.c (get_covariance): Fixed subscripts.
+ (innovations_update_scale): Added check for subscript.
+
2006-07-05 Jason Stover <address@hidden>
* innovations.c (innovations_struct_init): New function.
Index: innovations.c
===================================================================
RCS file: /cvsroot/pspp/pspp/src/math/ts/innovations.c,v
retrieving revision 1.11
retrieving revision 1.12
diff -u -b -r1.11 -r1.12
--- innovations.c 5 Jul 2006 23:54:36 -0000 1.11
+++ innovations.c 6 Jul 2006 23:58:05 -0000 1.12
@@ -114,7 +114,7 @@
{
for (j = 0; j < data->size2; j++)
{
- *(est[j]->cov + lag) /= (est[j]->n_obs - lag);
+ *(est[j]->cov + lag - 1) /= (est[j]->n_obs - lag);
}
}
return rc;
@@ -140,7 +140,8 @@
size_t j;
size_t k;
-
+ if (i < (size_t) est->max_lag)
+ {
result = est->variance;
for (j = 0; j < i; j++)
{
@@ -148,6 +149,7 @@
result -= theta[k] * theta[k] * est->scale[j];
}
est->scale[i] = result;
+ }
}
static void
init_theta (double **theta, size_t max_lag)
@@ -243,7 +245,7 @@
est->mean = 0.0;
est->variance = 0.0;
est->cov = xnmalloc (lag, sizeof (*est->cov));
- est->scale = xnmalloc (lag, sizeof (*est->scale));
+ est->scale = xnmalloc (lag + 1, sizeof (*est->scale));
est->coeff = xnmalloc (lag, sizeof (*est->coeff));
est->max_lag = (double) lag;
/* COV does not the variance (i.e., the lag 0 covariance). So COV[0]
@@ -281,12 +283,13 @@
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]);
}
+ free (est->scale);
+ free (est->cov);
+ free (est);
}
void pspp_innovations_free (struct innovations_estimate **est, size_t n)