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| author | Suraj Yerramilli | 2015-05-26 08:43:09 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2015-05-26 08:43:09 +0530 |
| commit | 2ea66ed61bab3f4e0097fde1240fa92fd84c2e86 (patch) | |
| tree | ac488a8560e1d874c03421a90008982304326d9f /R/impulse.R | |
| parent | 695e9bd5adbb83e6b8a2330d0a5c7c8a0c6ddc75 (diff) | |
| download | SysID-R-code-2ea66ed61bab3f4e0097fde1240fa92fd84c2e86.tar.gz SysID-R-code-2ea66ed61bab3f4e0097fde1240fa92fd84c2e86.tar.bz2 SysID-R-code-2ea66ed61bab3f4e0097fde1240fa92fd84c2e86.zip | |
Commented buggy code
Diffstat (limited to 'R/impulse.R')
| -rw-r--r-- | R/impulse.R | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/R/impulse.R b/R/impulse.R index 3dcbaae..f2dca17 100644 --- a/R/impulse.R +++ b/R/impulse.R @@ -21,13 +21,13 @@ impulseest <- function(data,M=30,K=0){ # Fit Linear Model and find standard errors fit <- lm(Y~Z-1) - df <- nrow(Z)-ncol(Z);sigma2 <- resid(fit)^2/df - vcov <- sigma2 * inv(t(Z)*Z) - se <- sqrt(diag(vcov)) + #df <- nrow(Z)-ncol(Z);sigma2 <- resid(fit)^2/df + #vcov <- sigma2 * inv(t(Z)*Z) + #se <- sqrt(diag(vcov)) - out <- list(coefficients=coef(fit),residuals=resid(fit),lags=K:M+K, - x=colnames(data$input),y=colnames(data$output),se=) + out <- list(coefficients=coef(fit),residuals=resid(fit),lags=K:(M+K), + x=colnames(data$input),y=colnames(data$output)) class(out) <- "impulseest" return(out) } |