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authorSuraj Yerramilli2015-12-29 15:50:30 +0530
committerSuraj Yerramilli2015-12-29 15:50:30 +0530
commitf4b608cf7ce44a9c7c72527baa153b397b9729cc (patch)
tree6dd31f6045100fcf1ceeb6b538a4bf96ece444f7
parenta6a338198a553da3733c68cdefc97241f083fe5e (diff)
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updated documentation
-rw-r--r--R/estpoly.R22
-rw-r--r--man/armax.Rd23
-rw-r--r--man/arx.Rd2
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{
diff --git a/man/arx.Rd b/man/arx.Rd
index c37961d..bae6f0b 100644
--- a/man/arx.Rd
+++ b/man/arx.Rd
@@ -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{