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authorSuraj Yerramilli2016-03-16 10:06:04 +0530
committerSuraj Yerramilli2016-03-16 10:06:04 +0530
commitd422ef12c0a13dc8ddb5f26200ec0f6d362142f8 (patch)
treeb28084094b596962fe977fd28a7dc4914363d05a /R/iv.R
parent123ff73c491c791fe056c97f287858fe20ce5f98 (diff)
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minor changes
Diffstat (limited to 'R/iv.R')
-rw-r--r--R/iv.R8
1 files changed, 3 insertions, 5 deletions
diff --git a/R/iv.R b/R/iv.R
index f55e44d..f653bc1 100644
--- a/R/iv.R
+++ b/R/iv.R
@@ -66,7 +66,6 @@ iv <- function(z,order=c(0,1,0),x=NULL){
ivcompute <- function(y,u,x,na,nb,nk,n,N,unit){
nb1 <- nb+nk-1 ; n <- max(na,nb1); df <- N-na-nb
- padZeros <- function(x,n) c(rep(0,n),x,rep(0,n))
yout <- apply(y,2,padZeros,n=n);
xout <- apply(x,2,padZeros,n=n);
uout <- apply(u,2,padZeros,n=n);
@@ -122,11 +121,10 @@ iv4 <- function(z,order=c(0,1,0)){
# Step 4
# G2 <- signal::Arma(as.numeric(B),as.numeric(A))
- # x2 <- predict(mod_iv1)
+ # x2 <- matrix(sim(mod_iv$sys,u))
- Lf <- function(x,L,...) matrix(as.numeric(stats::filter(x,L,...)))
- filtered <- lapply(list(y,u,x),Lf,L=Lhat,method="convolution",
- sides=1,circular = T)
+ Lf <- function(x,L) matrix(as.numeric(stats::filter(x,L,method="recursive")))
+ filtered <- lapply(list(y,u,x),Lf,L=Lhat)
yf <- filtered[[1]]; uf<- filtered[[2]]; xf <- filtered[[3]]
ivcompute(yf,uf,xf,na,nb,nk,n,N,z$unit)