1 files changed, 0 insertions, 41 deletions
diff --git a/lib/yule_walker.c b/lib/yule_walker.c
deleted file mode 100644
index 77b3e96..0000000
--- a/lib/yule_walker.c
+++ /dev/null
@@ -1,41 +0,0 @@
-
-#include "yule_walker.h"
-
-double yule_walker(const autocorr_t *a) {
-  gsl_vector *rhos = gsl_vector_alloc(a->W);
-  gsl_matrix *mat = gsl_matrix_alloc(a->W, a->W);
-  gsl_vector *phis = gsl_vector_alloc(a->W);
-
-  for (count_t i = 0; i < a->W; i++) {
-    gsl_vector_set(rhos, i, rho(a, i));
-  }
-
-  for (count_t i = 0; i < a->W; i++) {
-    gsl_matrix_set(mat, i, i, 1.0);
-
-    for (count_t j = 0; j < i; j++) {
-      gsl_matrix_set(mat, i, j, gsl_vector_get(rhos, i - 1 - j));
-    }
-
-    for (count_t j = 0; j < a->W - 1 - i; j++) {
-      gsl_matrix_set(mat, i, i + 1 + j, gsl_vector_get(rhos, j));
-    }
-  }
-
-  int out = gsl_linalg_cholesky_solve(mat, rhos, phis);
-
-  double rhophi = 0;
-  double onephi = 0;
-
-  for (count_t i = 0; i < a->W; i++) {
-    rhophi += gsl_vector_get(rhos, i) * gsl_vector_get(phis, i);
-    onephi += gsl_vector_get(phis, i);
-  }
-
-  gsl_vector_free(rhos);
-  gsl_matrix_free(mat);
-  gsl_vector_free(phis);
-
-  return (1 - rhophi) / pow(1 - onephi, 2);
-}
-