From de8c6398f269c9fa14842c170b5b21651e817f9b Mon Sep 17 00:00:00 2001 From: Jaron Kent-Dobias Date: Thu, 26 Jul 2018 01:21:56 -0400 Subject: removed some files that are now unused --- lib/yule_walker.c | 41 ----------------------------------------- 1 file changed, 41 deletions(-) delete mode 100644 lib/yule_walker.c (limited to 'lib/yule_walker.c') 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); -} - -- cgit v1.2.3-70-g09d2