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author | Suraj Yerramilli | 2016-03-15 12:33:11 +0530 |
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committer | Suraj Yerramilli | 2016-03-15 12:33:11 +0530 |
commit | 1220070d23dfbcd0ddea6a3931fe61bacaa7746d (patch) | |
tree | 6ed9cfa0ceaa6ea82be25761cb4efc016d020c4c /R/estUtil.R | |
parent | 8666bae8c6d949eeab0676021bf37363b6698e1b (diff) | |
download | SysID-R-code-1220070d23dfbcd0ddea6a3931fe61bacaa7746d.tar.gz SysID-R-code-1220070d23dfbcd0ddea6a3931fe61bacaa7746d.tar.bz2 SysID-R-code-1220070d23dfbcd0ddea6a3931fe61bacaa7746d.zip |
minor corrections in bj routine
Diffstat (limited to 'R/estUtil.R')
-rw-r--r-- | R/estUtil.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index 20dae94..676adb5 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -174,14 +174,14 @@ oeGrad <- function(theta,e,dots){ bjGrad <- function(theta,e,dots){ y <- dots[[1]]; u <- dots[[2]]; order <- dots[[3]]; nb <- order[1];nc <- order[2]; nd <- order[3]; - nf <- order[4]; nk <- order[5]; - nb1 <- nb+nk-1 ; n <- max(nb1,nc,nd,nf); + nf <- order[4]; nk <- order[5];nb1 <- nb+nk-1 ; n <- max(nb1,nc,nd,nf); N <- dim(y)[1] - + + l <- list() if(is.null(e)){ zeta <- dots[[4]] w <- y-zeta - e <- dots[[5]] + e <- dots[[5]]; l$e <- e } else{ filt_ts <- signal::Arma(b=c(1,theta[nb+1:nc]), a=c(1,theta[nb+nc+1:nd])) |