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| author | Suraj Yerramilli | 2016-03-16 17:44:16 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-03-16 17:44:16 +0530 |
| commit | f9559070f4af74ba07ac2712a5a923d6d2d870ee (patch) | |
| tree | b09e506e63b3d41d8bb565fb1c2078c91bfe129a | |
| parent | 150fcd8357ca70d6c0bf3ceb0349f7e164dc820a (diff) | |
| download | SysID-R-code-f9559070f4af74ba07ac2712a5a923d6d2d870ee.tar.gz SysID-R-code-f9559070f4af74ba07ac2712a5a923d6d2d870ee.tar.bz2 SysID-R-code-f9559070f4af74ba07ac2712a5a923d6d2d870ee.zip | |
changing inital ARX model estimation method to iv4
| -rw-r--r-- | R/estpoly.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index f29f2b4..0e7cc2c 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -267,7 +267,7 @@ armax <- function(x,order=c(0,1,1,0),init_sys=NULL,options=optimOptions()){ stop("Error: Not an ARMAX model") # Initial Parameter Estimates - mod_arx <- iv(x,c(na,nb,nk)) # fitting ARX model + mod_arx <- iv4(x,c(na,nb,nk)) # fitting ARX model eps_init <- matrix(resid(mod_arx)) mod_ma <- arima(eps_init,order=c(0,0,nc),include.mean = F) e_init <- matrix(mod_ma$residuals); e_init[is.na(e_init)] <- 0 @@ -366,7 +366,7 @@ oe <- function(x,order=c(1,1,0),init_sys=NULL,options=optimOptions()){ stop("Not an OE model") # Initial Model - mod_arx <- iv(x,c(nf,nb,nk)) # fitting ARX model + mod_arx <- iv4(x,c(nf,nb,nk)) # fitting ARX model wk <- resid(mod_arx) e_init <- as.numeric(stats::filter(wk,filter=-mod_arx$sys$A[-1], method = "recursive")) |