Basic features added

2 files changed, 14 insertions, 9 deletions

diff --git a/R/impulse.R b/R/impulse.R
index 2066c4f..fccce3d 100644
--- a/R/impulse.R
+++ b/R/impulse.R
@@ -5,23 +5,24 @@
 #' 
 #' @param data an object of class \code{idframe}
 #' @param M Order of the FIR Model (Default:\code{30})
-#' @param K Transport delay in the estimated impulse response
+#' @param K Transport delay in the estimated impulse response 
+#' (Default:\code{0})
 #' 
 #' @seealso \code{\link{plot.impulseest}}, \code{\link{step}}
 #' @export
-impulseest <- function(data,M=30,K){
+impulseest <- function(data,M=30,K=0){
   
   N <- dim(data$output)[1]
-  ind <- (M+1):N
+  ind <- (M+K+1):N
   
-  z_reg <- function(i) data$input[i:(i-M),]
+  z_reg <- function(i) data$input[(i-K):(i-M-K),]
   Z <- t(sapply(ind,z_reg))
   Y <- data$output[ind,]
   
   fit <- lm(Y~Z-1)
   
-  out <- list(coefficients=coef(fit),residuals=resid(fit),
-              lags=0:M)
+  out <- list(coefficients=coef(fit),residuals=resid(fit),lags=K:M+K,
+              x=colnames(data$input),y=colnames(data$output))
   class(out) <- "impulseest"
   return(out)
 }
@@ -35,7 +36,10 @@ impulseest <- function(data,M=30,K){
 #' @seealso \code{\link{impulseest}},\code{\link{step}}
 #' @export
 plot.impulseest <- function(model){
-  plot(model$lags,coef(model),type="h");abline(h=0)
+  title <- paste("Impulse Response \n From",model$x,"to",model$y)
+  plot(model$lags,coef(model),type="h",xlab="Lag",ylab= model$y,
+       main = title)
+  abline(h=0)
 }
 
 
diff --git a/man/impulseest.Rd b/man/impulseest.Rd
index c831cc3..7d36f99 100644
--- a/man/impulseest.Rd
+++ b/man/impulseest.Rd
@@ -4,14 +4,15 @@
 \alias{impulseest}
 \title{Estimate Impulse Response Models}
 \usage{
-impulseest(data, M = 30, K)
+impulseest(data, M = 30, K = 0)
 }
 \arguments{
 \item{data}{an object of class \code{idframe}}
 
 \item{M}{Order of the FIR Model (Default:\code{30})}
 
-\item{K}{Transport delay in the estimated impulse response}
+\item{K}{Transport delay in the estimated impulse response
+(Default:\code{0})}
 }
 \description{
 \code{impulseest} is used to estimate impulse response models in the