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| author | Suraj Yerramilli | 2016-01-02 12:50:31 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-01-02 12:50:31 +0530 |
| commit | dab87b1d1e834dc6aa1d97e445e5c44c6ff278a3 (patch) | |
| tree | 6d91f8dde79b41e1da485b3afdfc5baa76574a65 | |
| parent | 47b9857016644833e0e9086f13ad30d6a59afdcb (diff) | |
| download | SysID-R-code-dab87b1d1e834dc6aa1d97e445e5c44c6ff278a3.tar.gz SysID-R-code-dab87b1d1e834dc6aa1d97e445e5c44c6ff278a3.tar.bz2 SysID-R-code-dab87b1d1e834dc6aa1d97e445e5c44c6ff278a3.zip | |
improving quality of initial ARMAX parameters
| -rw-r--r-- | R/estUtil.R | 2 | ||||
| -rw-r--r-- | R/estpoly.R | 4 |
2 files changed, 3 insertions, 3 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index e791417..9b3c10b 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -124,7 +124,7 @@ armaxGrad <- function(theta,e,dots){ if(!is.null(e)){ filt1 <- signal::Arma(b=1,a=c(1,theta[(na+nb+1:nc)])) - grad <- apply(X,2,filter,filt=filt1) + grad <- apply(X,2,signal::filter,filt=filt1) l$grad <- grad } diff --git a/R/estpoly.R b/R/estpoly.R index c678f6b..7c2bc3d 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -268,7 +268,7 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ yout <- apply(y,2,padZeros,n=n) uout <- apply(u,2,padZeros,n=n) - theta0 <- matrix(rnorm(na+nb+nc)) # current parameters + theta0 <- matrix(runif(na+nb+nc,min=-0.3,max=0.3)) # current parameters l <- levbmqdt(yout,uout,order,obj=armaxGrad,theta0=theta0,N=N, opt=options) @@ -339,7 +339,7 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ #' @examples #' data(oesim) #' z <- dataSlice(data,end=1533) # training set -#' mod_oe <- oe(z,c(2,1,2),optimOptions(tol=1e-04,LMinit=0.01)) +#' mod_oe <- oe(z,c(2,1,2)) #' mod_oe #' plot(mod_oe) # plot the predicted and actual responses #' |