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author | Suraj Yerramilli | 2015-12-29 15:50:30 +0530 |
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committer | Suraj Yerramilli | 2015-12-29 15:50:30 +0530 |
commit | f4b608cf7ce44a9c7c72527baa153b397b9729cc (patch) | |
tree | 6dd31f6045100fcf1ceeb6b538a4bf96ece444f7 | |
parent | a6a338198a553da3733c68cdefc97241f083fe5e (diff) | |
download | SysID-R-code-f4b608cf7ce44a9c7c72527baa153b397b9729cc.tar.gz SysID-R-code-f4b608cf7ce44a9c7c72527baa153b397b9729cc.tar.bz2 SysID-R-code-f4b608cf7ce44a9c7c72527baa153b397b9729cc.zip |
updated documentation
-rw-r--r-- | R/estpoly.R | 22 | ||||
-rw-r--r-- | man/armax.Rd | 23 | ||||
-rw-r--r-- | man/arx.Rd | 2 |
3 files changed, 30 insertions, 17 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 9916dd9..111e539 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -202,6 +202,7 @@ arx <- function(x,order=c(0,1,0)){ #' @param order: Specification of the orders: the four integer components #' (na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B #' + 1, order of the polynomial C,and the input-output delay respectively +#' @param options Estimation Options, setup using \code{\link{optimOptions}} #' #' @details #' SISO ARMAX models are of the form @@ -220,16 +221,21 @@ arx <- function(x,order=c(0,1,0)){ #' An object of class \code{estpoly} containing the following elements: #' #' \tabular{ll}{ -#' \code{coefficients} \tab an \code{idpoly} object containing the -#' fitted coefficients \cr +#' \code{sys} \tab an \code{idpoly} object containing the +#' fitted ARMAX coefficients \cr #' \code{fitted.values} \tab the predicted response \cr #' \code{residuals} \tab the residuals \cr -#' \code{vcov} \tab the covariance matrix of the fitted coefficients\cr -#' \code{sigma} \tab the standard deviation of the innovations\cr -#' \code{df} \tab the residual degrees of freedom \cr +#' \code{input} \tab the input data used \cr #' \code{call} \tab the matched call \cr -#' \code{time} \tab the time of the data used \cr -#' \code{input} \tab the input data used +#' \code{stats} \tab A list containing the following fields: +#' \tabular{ll}{ +#' \code{vcov} \tab the covariance matrix of the fitted coefficients\cr +#' \code{sigma} \tab the standard deviation of the innovations +#' } \cr +#' \code{options} \tab Option set used for estimation. If no +#' custom options were configured, this is a set of default options. \cr +#' \code{termination} \tab Termination conditions for the iterative +#' search used for prediction error minimization. #' } #' #' @@ -245,7 +251,7 @@ arx <- function(x,order=c(0,1,0)){ #' plot(mod_armax) # plot the predicted and actual responses #' #' @export -armax <- function(x,order=c(0,1,1,0)){ +armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ require(signal) y <- outputData(x); u <- inputData(x); N <- dim(y)[1] na <- order[1];nb <- order[2]; nc <- order[3]; nk <- order[4] diff --git a/man/armax.Rd b/man/armax.Rd index a513fb9..82f19ed 100644 --- a/man/armax.Rd +++ b/man/armax.Rd @@ -4,11 +4,13 @@ \alias{armax} \title{Estimate ARMAX Models} \usage{ -armax(x, order = c(0, 1, 1, 0)) +armax(x, order = c(0, 1, 1, 0), options = optimOptions()) } \arguments{ \item{x}{an object of class \code{idframe}} +\item{options}{Estimation Options, setup using \code{\link{optimOptions}}} + \item{order:}{Specification of the orders: the four integer components (na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B + 1, order of the polynomial C,and the input-output delay respectively} @@ -17,16 +19,21 @@ armax(x, order = c(0, 1, 1, 0)) An object of class \code{estpoly} containing the following elements: \tabular{ll}{ - \code{coefficients} \tab an \code{idpoly} object containing the - fitted coefficients \cr + \code{sys} \tab an \code{idpoly} object containing the + fitted ARMAX coefficients \cr \code{fitted.values} \tab the predicted response \cr \code{residuals} \tab the residuals \cr - \code{vcov} \tab the covariance matrix of the fitted coefficients\cr - \code{sigma} \tab the standard deviation of the innovations\cr - \code{df} \tab the residual degrees of freedom \cr + \code{input} \tab the input data used \cr \code{call} \tab the matched call \cr - \code{time} \tab the time of the data used \cr - \code{input} \tab the input data used + \code{stats} \tab A list containing the following fields: + \tabular{ll}{ + \code{vcov} \tab the covariance matrix of the fitted coefficients\cr + \code{sigma} \tab the standard deviation of the innovations + } \cr + \code{options} \tab Option set used for estimation. If no + custom options were configured, this is a set of default options. \cr + \code{termination} \tab Termination conditions for the iterative + search used for prediction error minimization. } } \description{ @@ -50,7 +50,7 @@ using the \code{\link{detrend}} function. \examples{ data(arxsim) model <- arx(data,c(2,1,1)) -summary(model) # obtain estimates and their covariances +model plot(model) # plot the predicted and actual responses } \references{ |