/* sarma.c CCMATH mathematics library source code.
*
* Copyright (C) 2000 Daniel A. Atkinson All rights reserved.
* This code may be redistributed under the terms of the GNU library
* public license (LGPL). ( See the lgpl.license file for details.)
* ------------------------------------------------------------------------
*/
#include "arma.h"
#include <stdlib.h>
extern struct mcof *par,*pma;
extern int nar,nma;
static int kst,max; static double *pz,*pm;
double sarma(double er)
{ struct mcof *p,*q; double y;
for(y=er,p=par,q=p+nar; p<q ;++p)
y+= p->cf * *(pz+(kst+p->lag)%max);
for(p=pma,q=p+nma; p<q ;++p)
y-= p->cf * *(pm+(kst+p->lag)%max);
kst=(kst+max-1)%max; *(pm+kst)=er; *(pz+kst)=y;
return y;
}
void setsim(int k)
{ int m;
if(k){ kst=max=m=0;
if(nar) max=(par+nar-1)->lag+1;
if(nma && (m=(pma+nma-1)->lag+1)>max) max=m;
pz=(double *)calloc(2*max,sizeof(double));
pm=pz+max;
}
else free(pz);
}
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