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| author | Suraj Yerramilli | 2015-12-29 17:45:57 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2015-12-29 17:45:57 +0530 |
| commit | 361cfdf47260677e43f19de189a1cd98e295b65c (patch) | |
| tree | ea242008edde11153dbd9e5dde3337d84fd30d2f /R/estpoly.R | |
| parent | 6797e5458d3d54eb0748e1cdeeb40cbb4d296996 (diff) | |
| download | SysID-R-code-361cfdf47260677e43f19de189a1cd98e295b65c.tar.gz SysID-R-code-361cfdf47260677e43f19de189a1cd98e295b65c.tar.bz2 SysID-R-code-361cfdf47260677e43f19de189a1cd98e295b65c.zip | |
Corrections
Diffstat (limited to 'R/estpoly.R')
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 1 insertions, 5 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 2e2eba4..c512933 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -264,13 +264,9 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ yout <- apply(y,2,padZeros,n=n) uout <- apply(u,2,padZeros,n=n) - reg <- function(i,y,u,e) { - if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 - matrix(c(-y[i-1:na,],u[v,],e[i-1:nc,])) - } theta0 <- matrix(rnorm(na+nb+nc)) # current parameters - l <- levbmqdt(yout,uout,order,N,obj=armaxGrad,theta0=theta0,N=N, + l <- levbmqdt(yout,uout,order,obj=armaxGrad,theta0=theta0,N=N, opt=options) theta <- l$params e <- ts(l$residuals,start = start(y),deltat = deltat(y)) |